Library to analyse and predict financial data from National Stock Exchange (NSE - India) in pandas dataframe
Project description
nseta :nerd_face:
Python Library (and console/CLI application) to
- Get publicly available data on NSE India website
ie. stock live-quotes and historical data[ EQUITY ONLY AT THIS TIME. No support for Futures/Options/Derivatives yet.]
- Plot various technical indicators
- Pattern recognition and fitment using candlestick charts
- Backtest trading strategies
- Forecasting with standard as well as custom strategies
- Create scanners and generate signals for various technical indicators or for BUY/SELL
- Create and build your own trading strategy
Disclaimer
- The recommendations that you receive when you run the scan for intraday or swing trading is only for academic research purposes.
- Though, you are free to take the recommended BUY/SELL positions, any loss you make from those are entirely at your own risk.
- The author of this library/console cannot be held responsible and is deemed free from any legal liability.
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Libraries Required
- (See requirements.txt file for more)
For Windows systems you can install Anaconda, this will cover many dependancies (You'll have to install requests and beautifulsoup additionally though)
Installation
- From code
python3 setup.py clean build install
- Python pip
pip3 install nseta
- Installing specific version
pip3 install nseta==0.6.68
You can also directly install specific versions from pypi.org:
pip install --index-url https://pypi.org/simple/ --extra-index-url https://pypi.org/simple nseta==<Specific_Version>
- Python shell
python3 -m pip install --upgrade nseta
- Wheel (.whl) file from PyPi.org
Just go ahead and download the
.whlfile fromhttps://pypi.org/project/nseta/#filesand install from the downloaded directory:
pip3 install ./nseta-0.6.68-py3-none-any.whl
where 0.6.68 is the version of the library.
- Specific test versions(under development) can be installed from test.pypi.org
pip install --index-url https://test.pypi.org/simple/ --extra-index-url https://pypi.org/simple nseta==<Specific_Version>
After installation you can check what version you got installed
python3 -c "import nseta; print(nseta.__version__)"
Usage
- Top level command options that provide you with various features
#Usage Commands (You can use nsetacli or nseta - either is good.)
$ nseta
Usage: nseta [OPTIONS] COMMAND [ARGS]...
Options:
--debug / --no-debug --debug to turn debugging on. Default is off
--trace / --no-trace --trace to turn tracing on (works only with --debug). Default is off.
--version Shows the version of this library
--help Show this message and exit.
Commands:
create-cdl-model Create candlestick model.Plot uncovered patterns
forecast-strategy Forecast & measure performance of a trading model
history Get price history of a security for given dates
live-quote Get live price quote of a security
pe-history Get PE history of a security for given dates
plot-ta Plot various technical analysis indicators
scan Scan live price quotes and calculate RSI for...
test-trading-strategy Measure the performance of your trading strategy
- Sample commands
Example:
nseta create-cdl-model -S bandhanbnk -s 2019-07-30 -e 2020-11-20 --steps
nseta forecast-strategy -S bandhanbnk -s 2019-07-30 -e 2020-11-20 --strategy rsi
nseta history -S bandhanbnk -s 2019-07-30 -e 2020-11-20
nseta live-quote -S bandhanbnk
nseta pe-history -S bandhanbnk -s 2019-07-30 -e 2020-11-20
nseta plot-ta -S bandhanbnk -s 2019-07-30 -e 2020-11-20
nseta test-trading-strategy -S bandhanbnk -s 2019-07-30 -e 2020-11-20 --strategy rsi
nseta scan -S HDFC,ABB -s
nseta scan -i
nseta scan -l
nseta scan -s
nseta scan -v
- Test your trading strategies
nseta test-trading-strategy
Please provide start and end date in format yyyy-mm-dd
Usage: [OPTIONS]
Measure the performance of your trading strategy
Options:
-S, --symbol TEXT Security code
-s, --start TEXT Start date in yyyy-mm-dd format
-e, --end TEXT End date in yyyy-mm-dd format
--strategy [rsi|smac|macd|emac|bbands|multi|custom]
rsi, smac, macd, emac, bbands, multi,
custom. Choose one.
-u, --upper TEXT Used as upper limit, for example, for RSI.
Only when strategy is "custom", we buy the
security when the predicted next day return
is > +{upper} %
-l, --lower TEXT Used as lower limit, for example, for RSI.
Only when strategy is "custom", we sell the
security when the predicted next day return
is < -{lower} %
--autosearch / --no-autosearch --auto for allowing to automatically measure
the performance of your trading strategy on
multiple combinations of parameters.
-i, --intraday Test trading strategy for the current
intraday price history (Optional)
--help Show this message and exit.
- Test your trading strategies (for example, using RSI as technical indicator)
$ nseta test-trading-strategy -S bandhanbnk -s 2020-01-01 -e 2020-10-03 --strategy rsi --autosearch
init_cash : 100000
buy_prop : 1
sell_prop : 1
commission : 0.0075
===Strategy level arguments===
rsi_period : 14
rsi_upper : 70
rsi_lower : 15
Final Portfolio Value: 162418.36025
Final PnL: 62418.36
Time used (seconds): 0.13728976249694824
Optimal parameters: {'init_cash': 100000, 'buy_prop': 1, 'sell_prop': 1, 'commission': 0.0075, 'execution_type': 'close', 'channel': None, 'symbol': None, 'rsi_period': 14, 'rsi_upper': 70, 'rsi_lower': 15}
Optimal metrics: {'rtot': 0.4850052910757702, 'ravg': 0.00255265942671458, 'rnorm': 0.9026928562651005, 'rnorm100': 90.26928562651005, 'sharperatio': None, 'pnl': 62418.36, 'final_value': 162418.36025}
rsi_period rsi_upper rsi_lower init_cash final_value pnl
0 14 70 15 100000 162418.360250 62418.36
1 11 70 15 100000 154007.773625 54007.77
2 7 70 15 100000 96213.602375 -3786.40
3 14 70 30 100000 83074.073000 -16925.93
4 11 70 30 100000 78397.304875 -21602.70
- Check historical data and export to csv file
$ nseta history -S bandhanbnk -s 2019-01-01 -e 2020-09-30
Symbol Series Date Prev Close Open High Low Last Close VWAP Volume Turnover Trades Deliverable Volume %Deliverable
0 BANDHANBNK EQ 2019-01-01 550.15 552.50 560.0 544.10 558.00 556.70 552.21 589317 3.254256e+13 16658 175430 0.2977
1 BANDHANBNK EQ 2019-01-02 556.70 553.00 563.7 549.60 551.40 552.15 556.91 834846 4.649319e+13 32119 250782 0.3004
2 BANDHANBNK EQ 2019-01-03 552.15 551.00 554.0 530.00 532.05 533.80 540.61 620161 3.352631e+13 18616 282037 0.4548
3 BANDHANBNK EQ 2019-01-04 533.80 534.25 541.7 527.05 528.05 528.90 533.42 579027 3.088645e+13 22405 186702 0.3224
4 BANDHANBNK EQ 2019-01-07 528.90 540.00 542.0 495.55 495.55 498.05 509.49 2684675 1.367813e+14 76816 1160901 0.4324
Saved to: bandhanbnk.csv
- Create candlestick model
nseta create-cdl-model
Usage: [OPTIONS]
Create candlestick model.Plot uncovered patterns
Options:
-S, --symbol TEXT Security code
-s, --start TEXT Start date in yyyy-mm-dd format
-e, --end TEXT End date in yyyy-mm-dd format
-o, --file TEXT Output file name. Default is {symbol}.csv
--steps / --no-steps --steps for saving intermediate steps in output file
-f, --format [csv|pkl] Output format, pkl - to save as Pickel and csv - to
save as csv
--help Show this message and exit.
- Create candlestick models with pattern recognition
$ nseta create-cdl-model -S bandhanbnk -s 2019-01-01 -e 2020-09-30 --steps
Symbol Series Prev Close Open High ... CDLUNIQUE3RIVER CDLUPSIDEGAP2CROWS CDLXSIDEGAP3METHODS candlestick_pattern candlestick_match_count
Date ...
2019-01-01 BANDHANBNK EQ 550.15 552.50 560.0 ... 0 0 0 CDLHARAMI_Bull 0.0
2019-01-02 BANDHANBNK EQ 556.70 553.00 563.7 ... 0 0 0 CDLHARAMI_Bull 0.0
2019-01-03 BANDHANBNK EQ 552.15 551.00 554.0 ... 0 0 0 CDLMATCHINGLOW_Bull 0.0
2019-01-04 BANDHANBNK EQ 533.80 534.25 541.7 ... 0 0 0 CDLBELTHOLD_Bull 0.0
2019-01-07 BANDHANBNK EQ 528.90 540.00 542.0 ... 0 0 0 CDLTHRUSTING_Bear 0.0
[5 rows x 72 columns]
Model saved to: bandhanbnk.csv
Candlestick pattern model plot saved to: bandhanbnk_candles.html
- Create various plots for analysis with technical indicators
$ nseta plot-ta -S bandhanbnk -s 2019-01-01 -e 2020-09-30
- Forecast strategies
nseta forecast-strategy
Usage: [OPTIONS]
Forecast & measure performance of a trading model
Options:
-S, --symbol TEXT Security code
-s, --start TEXT Start date in yyyy-mm-dd format
-e, --end TEXT End date in yyyy-mm-dd format
--strategy [rsi|smac|macd|emac|bbands|multi|custom]
rsi, smac, macd, emac, bbands, multi,
custom. Choose one.
-u, --upper FLOAT Only when strategy is "custom". We buy the
security when the predicted next day return
is > +{upper} %
-l, --lower FLOAT Only when strategy is "custom". We sell the
security when the predicted next day return
is < -{lower} %
--help Show this message and exit.
- Create forecast strategies and verify them
$ nseta forecast-strategy -S bandhanbnk -s 2019-01-01 -e 2020-09-30 --upper 1.5 --lower 1.5
init_cash final_value pnl
0 100000 137220.87825 37220.88
- Get live quotes for a security
nseta live-quote
Please provide security/index code
Usage: [OPTIONS]
Get live price quote of a security along with other (Optional) parameters
Options:
-S, --symbol TEXT Security code
--series TEXT Default series - EQ (Equity) (Optional)
-g, --general Get the general (Name, ISIN) details also (Optional)
-o, --ohlc Get the OHLC values also (Optional)
-w, --wk52 Get the 52 week high/low values also (Optional)
-v, --volume Get the traded volume details also (Optional)
-b, --orderbook Get the current bid/offer details also (Optional)
-p, --plot Plot the "Close" values (Optional)
-r, --background Keep running the process in the background (Optional)
--help Show this message and exit.
- Get live quotes with multiple options along with intraday history
nseta live-quote -S bandhanbnk -gowvb
------------------------------------------
Name | Bandhan Bank Limited
ISIN | INE545U01014
Last Updated | 29-DEC-2020 16:00:00
Prev Close | 406.15
Last Trade Price | 413.50
Change | 7.35
% Change | 1.81
Avg. Price | 414.43
Upper Band | 437.95
Lower Band | 358.35
Open | 408.00
High | 419.25
Low | 407.45
Close | 413.20
52 Wk High | 526.00
52 Wk Low | 152.20
Quantity Traded | 82,37,480
Total Traded Volume | 82,37,480
Total Traded Value | 34,138.59
Delivery Volume | 17,43,202
% Delivery | 21.16
Bid Price Offer Quantity Offer Price
Bid Quantity
2,981 302.80 472 302.90
200 302.70 1,739 302.95
391 302.65 13,936 303.00
4,368 302.60 3,471 303.05
5,469 302.55 767 303.10
- Scan live quotes of securities
nseta scan -S HDFC,ABB
Updated Symbol Close LTP
30-DEC-2020 16:00:00 HDFC 2,518.95 2,521.70
30-DEC-2020 16:00:00 ABB 1,203.05 1,205.30
- Scan live quotes of a bunch of securities listed in a resource file(stocks.py)
nseta scan -l
All Stocks LTP and Signals:
Updated Symbol Close LTP % Delivery Buy - Sell TotalTradedVolume
13-JAN-2021 15:30:02 ATUL 6,597.90 6,640.95 86.12 -7069.0 1,27,120
13-JAN-2021 15:30:02 TEAMLEASE 2,774.05 2,822.00 74.94 -3491.0 39,713
13-JAN-2021 15:30:02 MPHASIS 1,657.35 1,655.00 72.53 -8819.0 5,04,007
13-JAN-2021 15:30:02 KOTAKBANK 1,903.45 1,880.00 71.40 -14945.0 55,82,559
13-JAN-2021 15:30:02 FCL 64.50 62.10 71.16 -168378.0 5,86,217
13-JAN-2021 15:30:02 FSL 99.05 97.65 67.68 -391015.0 23,45,958
13-JAN-2021 15:30:02 MCX 1,686.50 1,696.00 66.67 -20385.0 1,90,965
13-JAN-2021 15:30:02 GLAND 2,248.35 2,204.00 60.96 -8184.0 3,41,991
13-JAN-2021 15:30:02 ABB 1,269.30 1,276.00 60.61 -3306.0 1,59,568
13-JAN-2021 15:30:02 INDOCO 318.00 310.00 59.76 -6597.0 1,68,736
13-JAN-2021 15:30:02 EVEREADY 207.10 204.45 59.62 -152053.0 2,70,159
13-JAN-2021 15:30:02 HDFC 2,747.55 2,672.00 58.71 -19654.0 55,80,886
13-JAN-2021 15:30:02 SYMPHONY 1,065.15 1,051.00 55.44 -8900.0 49,398
13-JAN-2021 15:30:02 CASTROLIND 128.05 129.50 55.26 -388442.0 18,29,577
13-JAN-2021 15:30:02 TCS 3,174.85 3,158.00 55.03 -8764.0 35,72,287
13-JAN-2021 15:30:02 WOCKPHARMA 509.45 495.30 54.25 -47592.0 6,20,728
13-JAN-2021 15:30:02 POWERGRID 203.70 205.00 54.17 -190444.0 1,33,82,757
13-JAN-2021 15:30:02 LT 1,349.80 1,350.00 53.85 -282955.0 43,89,199
13-JAN-2021 15:30:02 IDBI 32.15 31.40 53.66 -2591283.0 1,39,30,466
13-JAN-2021 15:30:02 KAJARIACER 741.40 747.00 53.62 -14266.0 2,64,187
13-JAN-2021 15:30:02 CROMPTON 403.30 397.25 53.12 -10720.0 11,89,119
13-JAN-2021 15:30:02 RADICO 507.05 507.00 52.91 -86642.0 4,33,139
13-JAN-2021 15:30:02 CHAMBLFERT 232.60 231.35 52.80 -105721.0 6,29,960
13-JAN-2021 15:30:02 GODREJIND 434.55 434.00 52.45 -101223.0 17,55,353
13-JAN-2021 15:30:02 GOODYEAR 959.15 955.95 51.76 2937.0 23,649
13-JAN-2021 15:30:02 BIOCON 471.75 462.65 49.93 -219459.0 34,30,009
13-JAN-2021 15:30:02 CONCOR 445.60 439.00 49.91 -185639.0 27,45,347
13-JAN-2021 15:30:02 TORNTPHARM 2,833.50 2,767.95 48.54 -6328.0 3,70,961
13-JAN-2021 15:30:02 REPCOHOME 270.70 265.00 48.17 -104416.0 6,37,267
13-JAN-2021 15:30:02 HDFCBANK 1,481.00 1,473.65 48.13 -325155.0 84,65,607
13-JAN-2021 15:30:02 ASIANPAINT 2,720.55 2,700.00 47.40 -7592.0 28,61,619
13-JAN-2021 15:30:02 ARVIND 55.85 55.35 47.32 -335123.0 26,59,457
13-JAN-2021 15:30:02 PRAJIND 130.10 125.55 47.28 -331887.0 16,32,592
13-JAN-2021 15:30:02 SPARC 195.65 193.25 46.85 -256047.0 5,79,851
13-JAN-2021 15:30:02 GODREJCP 762.20 770.50 45.95 -58223.0 1,756,953
13-JAN-2021 15:30:02 BOMDYEING 82.25 80.10 45.72 -674830.0 25,32,984
13-JAN-2021 15:30:02 INFY 1,371.75 1,388.65 45.01 -145870.0 1,44,41,047
13-JAN-2021 15:30:02 TATACONSUM 624.30 619.95 44.29 -201096.0 36,59,235
13-JAN-2021 15:30:02 BANDHANBNK 391.45 375.65 43.43 -664910.0 2,17,29,060
13-JAN-2021 15:30:02 TORNTPOWER 337.45 330.50 43.35 -77974.0 13,58,268
13-JAN-2021 15:30:02 FORTIS 171.80 166.90 43.32 -336844.0 50,97,715
13-JAN-2021 15:30:02 TECHM 1,064.20 1,065.40 43.01 -54750.0 46,70,556
13-JAN-2021 15:30:02 HINDUNILVR 2,375.90 2,371.00 42.95 -65291.0 17,02,421
13-JAN-2021 15:30:02 TITAN 1,527.10 1,508.00 42.56 4940.0 35,26,352
13-JAN-2021 15:30:02 MFSL 719.90 715.00 41.65 2322.0 9,73,158
13-JAN-2021 15:30:02 HCLTECH 1,062.10 1,057.00 41.36 -85387.0 66,89,747
13-JAN-2021 15:30:02 IGL 567.20 565.95 41.27 -41122.0 17,86,278
13-JAN-2021 15:30:02 DCBBANK 121.80 120.55 40.73 -222881.0 12,38,863
13-JAN-2021 15:30:02 HINDALCO 264.35 261.65 40.61 -222962.0 1,32,99,767
13-JAN-2021 15:30:02 PIDILITIND 1,800.10 1,794.90 39.60 6666.0 5,29,910
13-JAN-2021 15:30:02 RELIANCE 1,957.05 1,936.00 39.40 -807328.0 1,22,79,508
13-JAN-2021 15:30:02 ICICIBANK 548.00 556.00 39.34 -966897.0 2,19,19,320
13-JAN-2021 15:30:02 SBILIFE 925.00 928.40 39.22 -114140.0 19,96,264
13-JAN-2021 15:30:02 BRITANNIA 3,631.65 3,622.00 39.20 -58004.0 7,98,011
13-JAN-2021 15:30:02 CUMMINSIND 623.20 612.95 39.00 -32783.0 15,18,652
13-JAN-2021 15:30:02 INDUSTOWER 261.35 259.00 38.89 -172048.0 4,287,757
13-JAN-2021 15:30:02 IRCTC 1,480.45 1,461.00 38.61 -171114.0 11,80,044
13-JAN-2021 15:30:02 CENTURYTEX 430.10 425.00 38.33 -101445.0 6,53,028
13-JAN-2021 15:30:02 ASHOKA 95.75 94.25 37.28 -316686.0 13,75,611
13-JAN-2021 15:30:02 MUTHOOTFIN 1,276.65 1,237.95 36.27 -68347.0 39,80,304
13-JAN-2021 15:30:02 INDIACEM 168.50 170.20 35.09 -404328.0 37,81,430
13-JAN-2021 15:30:02 VOLTAS 903.20 894.90 34.96 6551.0 12,45,754
13-JAN-2021 15:30:02 DABUR 541.00 536.60 34.91 -188787.0 29,32,616
13-JAN-2021 15:30:02 ITC 206.45 211.20 34.43 -1712366.0 6,39,04,353
13-JAN-2021 15:30:02 HAVELLS 1,018.80 1,011.70 34.32 -25099.0 22,10,914
13-JAN-2021 15:30:02 AXISBANK 675.70 686.05 33.52 -27742.0 1,56,45,019
13-JAN-2021 15:30:02 GODREJPROP 1,474.00 1,430.00 33.44 -31071.0 8,52,039
13-JAN-2021 15:30:02 AMBUJACEM 268.10 264.50 32.88 -145332.0 52,65,065
13-JAN-2021 15:30:02 SAIL 75.90 74.10 32.70 -3393571.0 3,30,35,958
13-JAN-2021 15:30:02 NMDC 127.45 125.40 32.04 -488350.0 84,38,234
13-JAN-2021 15:30:02 ULTRACEMCO 5,639.00 5,645.50 31.95 4382.0 4,23,130
13-JAN-2021 15:30:02 BHARTIARTL 565.75 576.30 31.54 -1329795.0 8,36,53,265
13-JAN-2021 15:30:02 DRREDDY 5,353.85 5,280.00 31.30 -12741.0 6,58,940
13-JAN-2021 15:30:02 MINDTREE 1,750.85 1,742.80 31.04 -11366.0 4,98,998
13-JAN-2021 15:30:02 UPL 501.50 491.00 30.97 -266679.0 46,93,036
13-JAN-2021 15:30:02 HAL 901.60 919.95 30.87 -118629.0 8,05,801
13-JAN-2021 15:30:02 ASHOKLEY 121.60 121.50 30.49 -1659575.0 5,13,19,295
13-JAN-2021 15:30:02 AUROPHARMA 958.25 940.55 30.42 -98793.0 29,98,155
13-JAN-2021 15:30:02 BEML 966.25 963.95 30.27 -102130.0 4,07,744
13-JAN-2021 15:30:02 HINDPETRO 224.90 226.80 30.07 -766753.0 1,15,49,624
13-JAN-2021 15:30:02 CADILAHC 490.35 487.00 29.93 -353619.0 27,27,242
13-JAN-2021 15:30:02 GLENMARK 517.25 512.90 29.75 -274058.0 19,63,497
13-JAN-2021 15:30:02 WIPRO 457.70 459.00 29.71 -339092.0 2,91,81,001
13-JAN-2021 15:30:02 VEDL 181.10 180.55 29.57 -1185879.0 1,67,79,793
13-JAN-2021 15:30:02 NTPC 100.15 102.50 29.43 -1087932.0 4,92,30,289
13-JAN-2021 15:30:02 LTI 4,285.15 4,430.00 29.04 -1554.0 3,76,219
13-JAN-2021 15:30:02 FEDERALBNK 76.20 74.75 28.77 -2313685.0 4,17,59,426
13-JAN-2021 15:30:02 PFC 121.45 121.05 28.24 -737947.0 55,61,616
13-JAN-2021 15:30:02 MCDOWELL-N 644.00 639.35 28.12 -58907.0 24,38,564
13-JAN-2021 15:30:02 ACC 1,795.10 1,788.95 28.09 -7598.0 9,22,665
13-JAN-2021 15:30:02 NESTLEIND 17,999.10 18,015.00 27.82 -2651.0 1,09,381
13-JAN-2021 15:30:02 EXIDEIND 204.30 201.50 27.80 -315475.0 91,66,650
13-JAN-2021 15:30:02 GAIL 141.40 141.45 26.92 -1174576.0 2,71,65,471
13-JAN-2021 15:30:02 BEL 134.45 133.70 26.71 -788405.0 1,28,15,348
13-JAN-2021 15:30:02 IDFCFIRSTB 47.15 46.05 26.60 -3366528.0 5,65,33,589
13-JAN-2021 15:30:02 HEROMOTOCO 3,248.25 3,256.00 26.49 -33410.0 14,23,881
13-JAN-2021 15:30:02 ESCORTS 1,377.45 1,360.00 26.48 -109294.0 14,03,891
13-JAN-2021 15:30:02 INDIGO 1,680.00 1,640.00 26.00 7530.0 13,12,936
13-JAN-2021 15:30:02 BAJFINANCE 5,042.20 4,894.00 25.74 -72782.0 32,68,429
13-JAN-2021 15:30:02 M&M 779.85 824.00 25.24 63029.0 1,96,05,430
13-JAN-2021 15:30:02 BPCL 402.55 411.50 25.16 -983991.0 2,11,75,970
13-JAN-2021 15:30:02 BANKINDIA 53.90 54.05 25.13 -2563022.0 2,25,70,545
13-JAN-2021 15:30:02 LICHSGFIN 438.80 437.25 24.86 -203596.0 1,34,33,112
13-JAN-2021 15:30:02 APOLLOTYRE 192.85 191.85 24.78 -314888.0 84,89,771
13-JAN-2021 15:30:02 SUNPHARMA 609.65 602.45 24.78 -214719.0 61,85,389
13-JAN-2021 15:30:02 ONGC 103.45 105.50 24.49 -2231590.0 4,23,83,660
13-JAN-2021 15:30:02 PNB 36.50 36.50 23.29 -9043640.0 22,73,96,221
13-JAN-2021 15:30:02 LUPIN 1,060.30 1,065.90 22.66 -112428.0 28,03,745
13-JAN-2021 15:30:02 BERGEPAINT 803.15 798.00 22.52 11109.0 7,15,677
13-JAN-2021 15:30:02 SBIN 292.50 305.95 22.45 -282891.0 7,80,34,626
13-JAN-2021 15:30:02 SIEMENS 1,642.55 1,630.50 22.27 -2223.0 4,24,845
13-JAN-2021 15:30:02 MGL 1,126.65 1,113.90 21.92 -43560.0 4,38,535
13-JAN-2021 15:30:02 SRTRANSFIN 1,262.60 1,215.85 21.49 -127729.0 53,06,679
13-JAN-2021 15:30:02 CIPLA 843.15 840.90 21.34 -16450.0 35,94,632
13-JAN-2021 15:30:02 MRF 85,746.90 85,422.45 21.23 -906.0 57,613
13-JAN-2021 15:30:02 BHEL 39.35 40.75 21.18 -7405715.0 15,44,12,403
13-JAN-2021 15:30:02 MOIL 146.05 153.00 20.67 -234848.0 42,53,184
13-JAN-2021 15:30:02 MARUTI 8,188.05 8,132.00 20.50 -25620.0 8,77,169
13-JAN-2021 15:30:02 GMRINFRA 27.10 27.00 20.10 -2305909.0 1,61,78,790
13-JAN-2021 15:30:02 SRF 5,929.40 6,020.00 19.26 32332.0 1,60,848
13-JAN-2021 15:30:02 RBLBANK 257.50 254.00 18.81 -766251.0 1,75,60,356
13-JAN-2021 15:30:02 IOC 97.95 101.05 17.81 -1193693.0 5,59,32,924
13-JAN-2021 15:30:02 BATAINDIA 1,624.25 1,636.00 17.44 -33289.0 10,16,486
13-JAN-2021 15:30:02 TVSMOTOR 518.75 510.60 17.44 -120370.0 29,63,845
13-JAN-2021 15:30:02 BANKBARODA 70.75 75.35 17.29 127363.0 12,75,12,244
13-JAN-2021 15:30:02 TATAELXSI 2,087.60 2,398.95 17.28 424055.0 53,67,299
13-JAN-2021 15:30:02 EICHERMOT 2,881.65 2,877.00 17.03 -4381.0 18,77,984
13-JAN-2021 15:30:02 ZEEL 226.15 228.45 16.70 -828424.0 1,34,41,022
13-JAN-2021 15:30:02 INDUSINDBK 927.65 942.15 16.63 -396281.0 94,72,201
13-JAN-2021 15:30:02 PEL 1,564.50 1,565.10 15.66 -94828.0 39,40,511
13-JAN-2021 15:30:02 PVR 1,452.45 1,457.00 15.49 -78072.0 20,50,096
13-JAN-2021 15:30:02 TATASTEEL 694.90 709.90 15.36 -385224.0 1,93,51,481
13-JAN-2021 15:30:02 JSWSTEEL 399.55 401.80 14.88 -121780.0 68,83,661
13-JAN-2021 15:30:02 TATACHEM 523.00 544.90 14.44 -125633.0 1,66,60,559
13-JAN-2021 15:30:02 BHARATFORG 621.40 626.50 13.40 -91469.0 1,51,11,888
13-JAN-2021 15:30:02 TATAMOTORS 237.80 242.85 12.47 -1893323.0 16,46,24,772
13-JAN-2021 15:30:02 DLF 267.55 279.10 10.27 -148217.0 5,31,91,510
13-JAN-2021 15:30:02 ADANIENT 525.40 533.00 9.95 -13314.0 49,48,295
13-JAN-2021 15:30:02 JINDALSTEL 294.40 298.65 9.85 -271520.0 1,05,45,511
No signals to show here.
Live scanning finished.
Signals and Scanners
Scanners
-
When RSI(14) > 75
-
When RSI(14) < 25
-
When LTP > SMA(10)
-
When LTP < SMA(10)
-
When LTP > EMA(9)
-
When LTP < SMA(9)
-
When LTP < lower BBand
-
When LTP > higher BBand
-
Scanning options
nseta scan --help
Usage: nseta scan [OPTIONS]
Scan live and intraday for prices and signals.
Options:
-S, --stocks TEXT Comma separated security codes(Optional.
When skipped, all stocks configured in
stocks.py will be scanned.)
-l, --live Scans (every min.) the live-quote and lists
those that meet the signal criteria. Works
best with --background.
-i, --intraday Scans (every 10 sec) the intraday price
history and lists those that meet the signal
criteria
-s, --swing Scans (every 10 sec) the past 365 days price
history and lists those that meet the signal
criteria
-t, --indicator [rsi|sma10|sma50|ema|macd|bbands|all]
rsi, sma10, sma50, ema, macd, bbands, all.
Choose one.
-r, --background Keep running the process in the background
(Optional)
--help Show this message and exit.
For example:
- Scanning intraday based on Bollinger bands
nseta scan -i -t bbands
INFO - tiscanner.py(scan_intraday - 123)
This run of intraday scan took 10.7 sec
INFO - livecli.py(scan_intraday_results - 150)
Saved to: Scan_Results.csv
Saved to: Scan_Results.csv
INFO - livecli.py(scan_intraday_results - 155)
We recommend taking the following BUY/SELL positions immediately for day trading. Intraday Signals:
Date Symbol BBands-U BBands-L LTP Signal
2021-01-04 14:30:04 ASHOKA 93.434693 93.170307 93.40 (SELL) [LTP ~ BBands-U]
2021-01-04 14:30:00 BANKINDIA 50.440129 50.294871 50.40 (SELL) [LTP ~ BBands-U]
2021-01-04 14:30:01 BHEL 40.154087 39.935913 40.10 (SELL) [LTP ~ BBands-U]
2021-01-04 14:30:00 JINDALSTEL 284.777021 282.052979 284.80 (SELL) [LTP > BBands-U]
2021-01-04 14:30:00 NTPC 99.039443 98.860557 99.00 (SELL) [LTP ~ BBands-U]
2021-01-04 14:30:00 SAIL 77.886024 77.103976 77.85 (SELL) [LTP ~ BBands-U]
2021-01-04 14:30:00 ULTRACEMCO 5313.098214 5301.341786 5313.15 (SELL) [LTP > BBands-U]
- Scanning live-quotes during trading session
nseta scan -l
All Stocks LTP and Signals:
Updated Symbol Close LTP % Delivery Buy - Sell TotalTradedVolume
13-JAN-2021 15:30:02 ATUL 6,597.90 6,640.95 86.12 -7069.0 1,27,120
13-JAN-2021 15:30:02 TEAMLEASE 2,774.05 2,822.00 74.94 -3491.0 39,713
13-JAN-2021 15:30:02 MPHASIS 1,657.35 1,655.00 72.53 -8819.0 5,04,007
13-JAN-2021 15:30:02 KOTAKBANK 1,903.45 1,880.00 71.40 -14945.0 55,82,559
13-JAN-2021 15:30:02 FCL 64.50 62.10 71.16 -168378.0 5,86,217
13-JAN-2021 15:30:02 FSL 99.05 97.65 67.68 -391015.0 23,45,958
13-JAN-2021 15:30:02 MCX 1,686.50 1,696.00 66.67 -20385.0 1,90,965
13-JAN-2021 15:30:02 GLAND 2,248.35 2,204.00 60.96 -8184.0 3,41,991
13-JAN-2021 15:30:02 ABB 1,269.30 1,276.00 60.61 -3306.0 1,59,568
13-JAN-2021 15:30:02 INDOCO 318.00 310.00 59.76 -6597.0 1,68,736
13-JAN-2021 15:30:02 EVEREADY 207.10 204.45 59.62 -152053.0 2,70,159
13-JAN-2021 15:30:02 HDFC 2,747.55 2,672.00 58.71 -19654.0 55,80,886
13-JAN-2021 15:30:02 SYMPHONY 1,065.15 1,051.00 55.44 -8900.0 49,398
13-JAN-2021 15:30:02 CASTROLIND 128.05 129.50 55.26 -388442.0 18,29,577
13-JAN-2021 15:30:02 TCS 3,174.85 3,158.00 55.03 -8764.0 35,72,287
13-JAN-2021 15:30:02 WOCKPHARMA 509.45 495.30 54.25 -47592.0 6,20,728
13-JAN-2021 15:30:02 POWERGRID 203.70 205.00 54.17 -190444.0 1,33,82,757
13-JAN-2021 15:30:02 LT 1,349.80 1,350.00 53.85 -282955.0 43,89,199
13-JAN-2021 15:30:02 IDBI 32.15 31.40 53.66 -2591283.0 1,39,30,466
13-JAN-2021 15:30:02 KAJARIACER 741.40 747.00 53.62 -14266.0 2,64,187
13-JAN-2021 15:30:02 CROMPTON 403.30 397.25 53.12 -10720.0 11,89,119
13-JAN-2021 15:30:02 RADICO 507.05 507.00 52.91 -86642.0 4,33,139
13-JAN-2021 15:30:02 CHAMBLFERT 232.60 231.35 52.80 -105721.0 6,29,960
13-JAN-2021 15:30:02 GODREJIND 434.55 434.00 52.45 -101223.0 17,55,353
13-JAN-2021 15:30:02 GOODYEAR 959.15 955.95 51.76 2937.0 23,649
- Scanning for swing trading
nseta scan -s
This run of swing scan took 36.5 sec
We recommend taking the following BUY/SELL positions for swing trading. Swing Signals:
Symbol Date RSI EMA(9) macd(12) macdsignal(9) macdhist(26) BBands-U BBands-L LTP Signal Remarks Confidence
ADANIENT 2021-01-13 78.71 512.08 24.53 19.08 5.46 540.15 433.29 536.05 SELL [RSI >= 75] 20 %
ASHOKLEY 2021-01-13 85.71 112.24 6.14 2.63 3.51 121.06 83.93 121.65 SELL [RSI >= 75] 30 %
ARVIND 2021-01-13 73.24 52.04 1.92 1.41 0.51 55.43 42.52 55.45 SELL [LTP > BBands-U] 30 %
BANKBARODA 2021-01-13 77.69 67.68 1.13 0.50 0.63 71.74 56.65 75.25 SELL [RSI >= 75] 30 %
BHARATFORG 2021-01-13 75.41 591.40 14.56 1.63 12.94 627.04 485.89 628.25 SELL [RSI >= 75] 30 %
BHARTIARTL 2021-01-13 77.49 545.25 13.74 9.90 3.85 565.51 481.84 578.25 SELL [RSI >= 75] 30 %
DLF 2021-01-13 80.37 253.49 13.07 11.52 1.56 267.99 209.78 280.45 SELL [RSI >= 75] 30 %
EICHERMOT 2021-01-13 77.02 2733.29 106.27 29.89 76.38 2872.25 2283.86 2868.65 SELL [RSI >= 75] 20 %
GAIL 2021-01-13 79.57 134.22 4.72 2.47 2.25 141.37 112.35 141.25 SELL [RSI >= 75] 20 %
GMRINFRA 2021-01-13 53.35 27.00 0.18 -0.11 0.30 28.37 24.97 27.05 BUY [LTP > EMA(9)] 60 %
HAVELLS 2021-01-13 81.00 978.66 46.03 39.09 6.95 1022.68 842.39 1012.45 SELL [RSI >= 75] 40 %
HCLTECH 2021-01-13 77.34 1009.59 53.99 42.17 11.82 1065.45 840.21 1055.95 SELL [RSI >= 75] 20 %
IGL 2021-01-13 77.63 543.35 25.17 13.90 11.27 572.96 451.60 565.60 SELL [RSI >= 75] 20 %
INFY 2021-01-13 77.84 1324.04 60.16 52.29 7.86 1388.67 1134.20 1387.15 SELL [RSI >= 75] 20 %
LTI 2021-01-13 77.46 4087.24 306.71 235.82 70.89 4410.78 3122.27 4402.45 SELL [RSI >= 75] 20 %
M&M 2021-01-13 75.18 770.40 15.71 -2.31 18.02 802.97 669.92 828.35 SELL [RSI >= 75] 30 %
RADICO 2021-01-13 75.98 490.61 12.22 1.33 10.90 512.44 422.56 507.55 SELL [RSI >= 75] 20 %
SBIN 2021-01-13 76.97 288.21 8.71 5.65 3.06 300.68 253.14 306.80 SELL [RSI >= 75] 30 %
SRF 2021-01-13 76.59 5819.21 184.53 143.22 41.31 6018.07 5226.76 6008.95 SELL [RSI >= 75] 20 %
TATACHEM 2021-01-13 81.15 506.85 1.60 -0.88 2.49 525.12 454.61 541.95 SELL [RSI >= 75] 30 %
TATAELXSI 2021-01-13 85.08 2065.71 174.65 113.52 61.12 2258.77 1477.74 2371.85 SELL [RSI >= 75] 30 %
TATAMOTORS 2021-01-13 87.18 212.61 12.80 3.92 8.88 231.93 150.03 242.60 SELL [RSI >= 75] 30 %
TECHM 2021-01-13 75.67 1032.22 44.72 29.42 15.30 1081.25 882.72 1069.65 SELL [RSI >= 75] 40 %
WIPRO 2021-01-13 88.42 427.88 26.79 17.74 9.05 457.49 332.60 459.00 SELL [RSI >= 75] 30 %
Swing scanning finished.
- Scanning based on volumes
nseta scan -v
Volume Signals:
Symbol Date VWAP LTP TodayVsYest(%) TodayVs7Day(%) YestVs7Day(%) Yest-%Deliverable Today%Deliverable 7DayAvgVolume TodaysVolume TodaysBuy-SelllDiff
MOIL 13-JAN-2021 16:00:00 147.77 153.00 960.0 937.0 -2.0 45.32 16.29 410063.43 42,53,516 NaN
BHARATFORG 13-JAN-2021 16:00:00 619.08 626.50 544.0 338.0 -32.0 18.90 11.85 3454696.14 1,51,15,174 NaN
TATAELXSI 13-JAN-2021 16:00:00 2114.73 2,398.95 530.0 1021.0 78.0 23.87 12.63 478625.57 53,67,427 NaN
ATUL 13-JAN-2021 16:00:00 6593.64 6,640.95 393.0 287.0 -22.0 62.71 86.12 32846.00 1,27,126 NaN
BHEL 13-JAN-2021 16:00:00 39.51 40.75 308.0 296.0 -3.0 20.14 18.32 39062576.86 15,45,73,968 NaN
TEAMLEASE 13-JAN-2021 16:00:00 2789.78 2,822.00 272.0 29.0 -65.0 38.50 74.94 30741.71 39,718 NaN
M&M 13-JAN-2021 16:00:00 785.66 824.00 254.0 431.0 50.0 29.54 22.67 3691342.86 1,96,10,461 NaN
BHARTIARTL 13-JAN-2021 16:00:00 559.81 576.30 230.0 357.0 39.0 38.74 31.54 18309113.57 8,36,68,562 NaN
MUTHOOTFIN 13-JAN-2021 16:00:00 1273.55 1,237.95 214.0 271.0 18.0 49.30 34.41 1074672.71 39,82,200 NaN
SIEMENS 13-JAN-2021 16:00:00 1651.87 1,630.50 191.0 64.0 -44.0 16.40 22.27 258853.43 4,24,905 NaN
GODREJIND 13-JAN-2021 16:00:00 434.44 434.00 178.0 470.0 105.0 48.07 48.75 308610.14 17,58,041 NaN
HAL 13-JAN-2021 16:00:00 904.84 919.95 176.0 73.0 -37.0 43.93 27.24 464817.57 8,06,377 NaN
HINDPETRO 13-JAN-2021 16:00:00 226.10 226.80 156.0 162.0 2.0 35.12 30.07 4418919.00 1,15,55,573 NaN
BPCL 13-JAN-2021 16:00:00 404.45 411.50 154.0 252.0 38.0 27.33 23.82 6025170.43 2,11,81,147 NaN
LICHSGFIN 13-JAN-2021 16:00:00 438.29 437.25 129.0 96.0 -14.0 29.83 24.86 6842493.43 1,34,35,773 NaN
NTPC 13-JAN-2021 16:00:00 99.85 102.50 103.0 153.0 24.0 42.72 26.44 19498864.00 4,92,36,964 NaN
Volume scanning finished.
Signals
-
SELL : When RSI(14) > 75
-
BUY : When RSI(14) < 25
-
BUY : When LTP > SMA(10) and SMA(10) is upstrending
-
SELL : When LTP < SMA(10) and SMA(10) is downtrending
-
BUY : When LTP > EMA(9) and EMA(9) is upstrending
-
SELL : When LTP < EMA(9) and EMA(9) is downtrending
-
BUY : When LTP < lower BBand
-
SELL : When LTP > higher BBand
-
Scanning and measuring PnL for a specific trading strategy
nseta scan-trading-strategy -s 2020-06-01 -e 2021-01-17 --strategy macd
Symbol Strategy PnL
ABB MACD 20872.60
ABFRL MACD 30435.55
ACC MACD 12013.20
ADANIENT MACD 80550.45
APOLLOTYRE MACD 17806.75
ASHOKA MACD 83436.70
ASHOKLEY MACD 43338.70
AMBUJACEM MACD 25194.55
ARVIND MACD 31915.25
ASIANPAINT MACD 11657.95
ATUL MACD 4857.30
AUROPHARMA MACD 2989.20
AXISBANK MACD 21038.30
BAJFINANCE MACD 34446.10
BANDHANBNK MACD -4542.00
BANKINDIA MACD 32309.60
BANKBARODA MACD 19733.65
BATAINDIA MACD 12822.60
BEL MACD 21450.45
BEML MACD 32654.95
BERGEPAINT MACD 23705.10
BHARATFORG MACD 31721.15
BHARTIARTL MACD 9626.95
BHEL MACD 31404.60
BIOCON MACD 4582.10
BOMDYEING MACD -8950.80
BPCL MACD -12436.60
BRITANNIA MACD 233.95
CADILAHC MACD 24261.40
CASTROLIND MACD 20391.75
CENTURYTEX MACD 9182.05
CHAMBLFERT MACD 12977.00
CIPLA MACD 7624.20
CONCOR MACD -2469.55
CROMPTON MACD 11714.40
CUMMINSIND MACD 28751.55
DABUR MACD -1913.30
DCBBANK MACD 37922.05
DLF MACD 22538.40
DRREDDY MACD 30566.95
EICHERMOT MACD 31716.85
ESCORTS MACD 10337.75
EVEREADY MACD 45995.60
EXIDEIND MACD 11972.75
FCL MACD 38800.30
FEDERALBNK MACD 2213.45
FORTIS MACD 19794.90
FSL MACD 38322.30
GAIL MACD 25255.80
GLAND MACD 0.00
GLENMARK MACD -4359.40
GMRINFRA MACD -9999.10
GODREJCP MACD 14678.70
GODREJIND MACD 21429.80
GODREJPROP MACD 1315.25
GOODYEAR MACD 5865.00
GRAPHITE MACD 60779.80
HAL MACD 6131.25
HAVELLS MACD 8157.90
HCLTECH MACD 29272.50
HDFC MACD 11412.25
HDFCBANK MACD 25864.10
HEROMOTOCO MACD 13396.35
HINDALCO MACD 17708.35
HINDUNILVR MACD -4230.35
HINDPETRO MACD -10507.75
ICICIBANK MACD 11866.40
IDBI MACD 732.05
IDFCFIRSTB MACD 17466.45
IGL MACD 2397.30
INDIACEM MACD 11737.00
INDIGO MACD 6517.70
INDOCO MACD 32519.45
INDUSINDBK MACD 34631.80
INFRATEL MACD 11225.50
IOC MACD 1309.35
IRCTC MACD -20473.00
ITC MACD 5600.20
JINDALSTEL MACD 36702.30
JKLAKSHMI MACD 11350.60
JKTYRE MACD 18180.60
JSWSTEEL MACD 52773.25
KAJARIACER MACD 15712.40
KOTAKBANK MACD 28569.05
INFY MACD 29785.70
LICHSGFIN MACD 10250.80
LT MACD 19256.15
LTI MACD 28679.65
LUPIN MACD 24670.20
MARUTI MACD 6284.70
MCDOWELL-N MACD -8786.80
MCX MACD 11295.15
MFSL MACD 11407.65
MGL MACD -1508.80
MINDTREE MACD 29167.35
MOIL MACD 3383.75
MPHASIS MACD 26060.00
MRF MACD 0.00
MUTHOOTFIN MACD -5394.70
M&M MACD 13413.55
NESTLEIND MACD -9398.45
NMDC MACD 14495.60
NTPC MACD 3423.20
ONGC MACD 18047.35
PEL MACD -19022.85
PFC MACD 35832.75
PIDILITIND MACD 8380.60
PNB MACD 31335.15
POWERGRID MACD 7184.85
PRAJIND MACD 36877.10
RADICO MACD -16972.55
RBLBANK MACD 4123.55
RELIANCE MACD -3521.40
REPCOHOME MACD 27195.25
SAIL MACD 44876.65
SBILIFE MACD 1915.70
SBIN MACD 4255.70
SIEMENS MACD 2711.65
SPARC MACD -9381.10
SRF MACD 7573.80
SRTRANSFIN MACD 35118.95
SUNPHARMA MACD 3568.35
SYMPHONY MACD -5981.95
TATACHEM MACD 55305.70
TATACONSUM MACD 9566.75
TATAELXSI MACD 83517.95
TATAMOTORS MACD 92873.20
TATASTEEL MACD 48819.75
TCS MACD 18190.70
TEAMLEASE MACD -501.45
TECHM MACD 2085.85
TITAN MACD 1354.80
TORNTPHARM MACD 16931.80
TORNTPOWER MACD 4451.40
TRITURBINE MACD 30637.05
TVSMOTOR MACD 2687.80
ULTRACEMCO MACD 8666.40
UPL MACD -8312.20
VEDL MACD 57579.85
VOLTAS MACD 6356.35
WIPRO MACD 27728.35
WOCKPHARMA MACD 111416.80
ZEEL MACD 42323.85
- Scanning and measuring PnL for a specific trading strategy intraday
nseta scan-trading-strategy -i --strategy macd
Symbol Strategy PnL
ABB MACD -713.85
ABFRL MACD -808.50
ACC MACD -21.35
ADANIENT MACD 203.35
APOLLOTYRE MACD -1098.20
ASHOKA MACD 501.90
ASHOKLEY MACD 2411.40
AMBUJACEM MACD 85.75
ARVIND MACD -1426.60
ASIANPAINT MACD -716.90
ATUL MACD 90.20
AUROPHARMA MACD -655.20
AXISBANK MACD -166.75
BAJFINANCE MACD 26.30
BANDHANBNK MACD 1381.00
BANKINDIA MACD -1476.65
BANKBARODA MACD -1407.40
BATAINDIA MACD -826.50
BEL MACD -875.35
BEML MACD -1997.85
BERGEPAINT MACD -1486.90
BHARATFORG MACD -7.20
BHARTIARTL MACD -111.30
BHEL MACD -1435.00
BIOCON MACD -892.95
BOMDYEING MACD -1220.95
BPCL MACD -685.15
BRITANNIA MACD -858.35
CADILAHC MACD -1234.65
CASTROLIND MACD -423.20
CENTURYTEX MACD -80.20
CHAMBLFERT MACD -1418.75
CIPLA MACD -1160.50
CONCOR MACD -381.05
CROMPTON MACD 283.45
CUMMINSIND MACD -537.10
DABUR MACD 388.15
DCBBANK MACD -2050.10
DLF MACD 273.90
DRREDDY MACD -232.75
EICHERMOT MACD 396.50
ESCORTS MACD -901.35
EVEREADY MACD -2653.60
EXIDEIND MACD 1448.85
FCL MACD -1885.20
FEDERALBNK MACD -1352.30
FORTIS MACD -1972.85
FSL MACD -965.40
GAIL MACD -950.95
GLAND MACD 2852.60
GLENMARK MACD -109.85
GMRINFRA MACD -1728.45
GODREJCP MACD -802.90
GODREJIND MACD -2218.75
GODREJPROP MACD -1124.50
GOODYEAR MACD -1827.70
GRAPHITE MACD -823.45
HAL MACD 685.75
HAVELLS MACD -2386.80
HCLTECH MACD -2345.20
HDFC MACD 10.30
HDFCBANK MACD 312.85
HEROMOTOCO MACD 681.75
HINDALCO MACD -1190.10
HINDUNILVR MACD -330.05
HINDPETRO MACD -470.05
ICICIBANK MACD -1072.55
IDBI MACD -733.15
IDFCFIRSTB MACD 3636.25
IGL MACD -2109.05
INDIACEM MACD -1855.15
INDIGO MACD -1338.65
INDOCO MACD 123.80
INDUSINDBK MACD 1379.90
INDUSTOWER MACD 635.85
IOC MACD 489.05
IRCTC MACD -1230.30
ITC MACD 1301.55
JINDALSTEL MACD 58.50
JKLAKSHMI MACD -1119.05
JKTYRE MACD 201.20
JSWSTEEL MACD -1732.15
KAJARIACER MACD -1796.40
KOTAKBANK MACD -299.65
INFY MACD -1374.00
LICHSGFIN MACD -815.10
LT MACD 168.10
LTI MACD -264.00
LUPIN MACD 988.30
MARUTI MACD -228.50
MCDOWELL-N MACD -1026.45
MCX MACD -1817.40
MFSL MACD -975.35
MGL MACD -876.00
MINDTREE MACD -1221.60
MOIL MACD -1758.00
MPHASIS MACD 219.35
MRF MACD 0.00
MUTHOOTFIN MACD -2764.90
M&M MACD -880.80
NESTLEIND MACD -634.05
NMDC MACD -2078.75
NTPC MACD -1301.55
ONGC MACD -1991.80
PEL MACD 1484.20
PFC MACD -1058.30
PIDILITIND MACD -602.45
PNB MACD -2444.15
POWERGRID MACD -227.20
PRAJIND MACD -71.75
PVR MACD 455.00
RADICO MACD -1372.10
RBLBANK MACD 990.80
RELIANCE MACD -501.80
REPCOHOME MACD 2263.05
SAIL MACD 2844.90
SBILIFE MACD -936.15
SBIN MACD -1015.25
SIEMENS MACD -910.50
SPARC MACD -492.00
SRF MACD -1024.45
SRTRANSFIN MACD -312.55
SUNPHARMA MACD -1050.20
SYMPHONY MACD -1454.65
TATACHEM MACD -1615.30
TATACONSUM MACD 777.35
TATAELXSI MACD -3287.15
TATAMOTORS MACD 3454.80
TATASTEEL MACD -1065.65
TCS MACD -42.80
TEAMLEASE MACD -1967.20
TECHM MACD -1806.35
TITAN MACD -682.65
TORNTPHARM MACD -604.10
TORNTPOWER MACD -3910.40
TRITURBINE MACD -2657.65
TVSMOTOR MACD 282.70
ULTRACEMCO MACD -267.35
UPL MACD -616.05
VEDL MACD -14.60
VOLTAS MACD -2398.05
WIPRO MACD -2831.85
WOCKPHARMA MACD -2918.15
ZEEL MACD -1279.65
- Scanning for buy/sell signals and measuring those(backtesting) for a specific security
nseta test-trading-strategy -S TATAMOTORS -s 2020-06-01 -e 2021-01-17 --strategy macd
# Using fastquant:
fast_period slow_period signal_period init_cash final_value pnl
0 12 26 9 100000 131719.153375 31719.15
# Using this nseta lib:
DateTime Signal Price Pattern Direction Funds Order_Size Holdings_Size Portfolio_Value
2020-07-20 BUY 105.05 Direction.Neutral Direction.Up 50101.25 475 475 100000.0
2020-07-21 BUY 108.45 Direction.Neutral Direction.Up 25157.75 230 705 101615.0
2020-07-23 SELL 106.05 Direction.Neutral Direction.Down 99923.0 705 0 99923.0
2020-07-31 BUY 104.65 Direction.PossibleReversalUpward Direction.Down 50004.95 477 477 99923.0
2020-08-03 BUY 113.05 Direction.PossibleReversalUpward Direction.Up 25020.9 221 698 103929.8
2020-08-03 BUY 113.05 Direction.V Direction.Up 12585.4 110 808 103929.8
2020-08-06 BUY 116.8 Direction.V Direction.Up 6395.0 53 861 106959.8
2020-08-07 BUY 119.1 Direction.HigherHigh Direction.Up 3298.4 26 887 108940.1
2020-08-10 BUY 123.85 Direction.HigherHigh Direction.Up 1688.35 13 900 113153.35
2020-08-11 BUY 122.3 Direction.HigherHigh Direction.Up 954.55 6 906 111758.35
2020-08-12 BUY 125.35 Direction.HigherHigh Direction.Up 578.5 3 909 114521.65
2020-08-13 BUY 131.15 Direction.HigherHigh Direction.Up 316.2 2 911 119793.85
2020-08-14 BUY 124.6 Direction.HigherHigh Direction.Up 191.6 1 912 113826.8
2020-08-21 SELL 120.9 Direction.PossibleReversalDownward Direction.Up 110452.4 912 0 110452.4
2020-08-27 BUY 144.25 Direction.InvertedV Direction.Up 55348.9 382 382 110452.4
2020-08-27 BUY 144.25 Direction.V Direction.Up 27797.15 191 573 110452.4
2020-08-28 BUY 142.8 Direction.V Direction.Up 13945.55 97 670 109621.55
2020-08-28 BUY 142.8 Direction.V Direction.Up 7091.15 48 718 109621.55
2020-09-01 SELL 143.8 Direction.V Direction.Down 110339.55 718 0 110339.55
2020-09-03 BUY 151.85 Direction.InvertedV Direction.Up 55218.0 363 363 110339.55
2020-09-03 BUY 151.85 Direction.V Direction.Up 27733.15 181 544 110339.55
2020-09-04 BUY 147.8 Direction.V Direction.Up 13987.75 93 637 108136.35
2020-09-04 BUY 147.8 Direction.V Direction.Up 7041.15 47 684 108136.35
2020-09-07 BUY 149.4 Direction.V Direction.Up 3604.95 23 707 109230.75
2020-09-08 BUY 142.3 Direction.HigherHigh Direction.Up 1897.35 12 719 104211.05
2020-09-09 BUY 140.1 Direction.HigherHigh Direction.Up 1056.75 6 725 102629.25
2020-09-10 BUY 143.3 Direction.HigherHigh Direction.Up 626.85 3 728 104949.25
2020-09-11 SELL 144.3 Direction.PossibleReversalDownward Direction.Up 105677.25 728 0 105677.25
2020-10-08 BUY 140.95 Direction.PossibleReversalUpward Direction.Down 52961.95 374 374 105677.25
2020-10-09 BUY 138.45 Direction.PossibleReversalUpward Direction.Up 26518.0 191 565 104742.25
2020-10-09 BUY 138.45 Direction.V Direction.Up 13365.25 95 660 104742.25
2020-10-12 BUY 135.9 Direction.V Direction.Up 6706.15 49 709 103059.25
2020-10-12 BUY 135.9 Direction.V Direction.Up 3444.55 24 733 103059.25
2020-10-13 BUY 134.1 Direction.V Direction.Up 1835.35 12 745 101739.85
2020-10-14 BUY 130.7 Direction.HigherHigh Direction.Up 920.45 7 752 99206.85
2020-10-15 BUY 126.95 Direction.HigherHigh Direction.Up 539.6 3 755 96386.85
2020-10-16 BUY 127.75 Direction.HigherHigh Direction.Up 284.1 2 757 96990.85
2020-10-19 BUY 128.25 Direction.HigherHigh Direction.Up 155.85 1 758 97369.35
2020-10-22 SELL 133.5 Direction.PossibleReversalDownward Direction.Up 101348.85 758 0 101348.85
2020-10-28 BUY 134.8 Direction.PossibleReversalDownward Direction.Up 50798.85 375 375 101348.85
2020-11-02 BUY 132.85 Direction.HigherHigh Direction.Up 25424.5 191 566 100617.6
2020-11-03 BUY 134.1 Direction.HigherHigh Direction.Up 12819.1 94 660 101325.1
2020-11-03 BUY 134.1 Direction.V Direction.Up 6516.4 47 707 101325.1
2020-11-04 BUY 135.9 Direction.V Direction.Up 3390.7 23 730 102597.7
2020-11-05 BUY 137.65 Direction.HigherHigh Direction.Up 1738.9 12 742 103875.2
2020-11-06 BUY 139.0 Direction.HigherHigh Direction.Up 904.9 6 748 104876.9
2020-11-09 BUY 141.0 Direction.HigherHigh Direction.Up 481.9 3 751 106372.9
2020-11-10 BUY 146.0 Direction.HigherHigh Direction.Up 335.9 1 752 110127.9
2020-11-11 BUY 150.95 Direction.HigherHigh Direction.Up 184.95 1 753 113850.3
2020-12-07 SELL 183.55 Direction.PossibleReversalDownward Direction.Up 138398.1 753 0 138398.1
2020-12-31 BUY 183.85 Direction.PossibleReversalUpward Direction.Down 69270.5 376 376 138398.1
2021-01-01 BUY 186.5 Direction.PossibleReversalUpward Direction.Up 34768.0 185 561 139394.5
2021-01-01 BUY 186.5 Direction.V Direction.Up 17423.5 93 654 139394.5
2021-01-06 BUY 195.4 Direction.V Direction.Up 8825.9 44 698 145215.1
2021-01-07 BUY 196.75 Direction.HigherHigh Direction.Up 4497.4 22 720 146157.4
2021-01-08 BUY 198.15 Direction.HigherHigh Direction.Up 2317.75 11 731 147165.4
2021-01-11 BUY 220.65 Direction.HigherHigh Direction.Up 1214.5 5 736 163612.9
2021-01-12 BUY 237.8 Direction.HigherHigh Direction.Up 738.9 2 738 176235.3
2021-01-13 BUY 242.6 Direction.HigherHigh Direction.Up 496.3 1 739 179777.7
2021-01-14 BUY 245.1 Direction.HigherHigh Direction.Up 251.2 1 740 181625.2
2021-01-15 SELL 260.3 Direction.HigherHigh Direction.Up 192873.2 740 0 192873.2
Symbol Strategy PnL
TATAMOTORS MACD 92873.2
- Compare all trading strategies through backtesting
nseta scan-trading-strategy -s 2020-06-01 -e 2021-01-17
Symbol MACD-PnL RSI-PnL BBANDS-PnL
ABB 20872.60 2001.65 8419.90
ABFRL 30435.55 14611.75 -5585.80
ACC 12013.20 21227.55 11822.90
ADANIENT 80550.45 28616.10 41704.25
APOLLOTYRE 17806.75 25018.75 19666.65
ASHOKA 83436.70 19741.75 21526.00
ASHOKLEY 43338.70 26382.90 12371.50
AMBUJACEM 25194.55 1801.75 16219.45
ARVIND 31915.25 44053.15 31044.05
ASIANPAINT 11657.95 22088.00 12967.05
ATUL 4857.30 7932.05 4627.50
AUROPHARMA 2989.20 5746.80 11240.10
AXISBANK 21038.30 15720.60 17973.25
BAJFINANCE 34446.10 10029.30 3795.70
BANDHANBNK -4542.00 7075.00 47018.80
BANKINDIA 32309.60 -4473.60 5294.15
BANKBARODA 19733.65 3359.40 5011.95
BATAINDIA 12822.60 7571.45 8323.10
BEL 21450.45 25612.35 20960.45
BEML 32654.95 10741.10 12333.10
BERGEPAINT 23705.10 31676.00 20295.35
BHARATFORG 31721.15 50342.30 54675.70
BHARTIARTL 9626.95 -3680.55 -14718.10
BHEL 31404.60 -5069.80 -7347.80
BIOCON 4582.10 -3518.60 2876.00
BOMDYEING -8950.80 -4800.00 4828.05
BPCL -12436.60 11745.30 -4497.15
BRITANNIA 233.95 -4266.10 -62.55
CADILAHC 24261.40 14197.35 4920.05
CASTROLIND 20391.75 8519.25 2726.30
CENTURYTEX 9182.05 -1534.10 -277.95
CHAMBLFERT 12977.00 16565.85 30350.80
CIPLA 7624.20 606.10 -170.20
CONCOR -2469.55 4842.10 12931.75
CROMPTON 11714.40 8811.60 14594.15
CUMMINSIND 28751.55 28617.75 22668.75
DABUR -1913.30 4908.15 6744.50
DCBBANK 37922.05 27016.90 3910.75
DLF 22538.40 24199.70 15960.60
DRREDDY 30566.95 29046.30 20774.80
EICHERMOT 31716.85 -65228.45 -30387.85
ESCORTS 10337.75 -220.25 -1050.85
EVEREADY 45995.60 24017.50 37900.65
EXIDEIND 11972.75 23492.55 15641.00
FCL 38800.30 38006.25 35716.05
FEDERALBNK 2213.45 15771.20 44615.20
FORTIS 19794.90 11551.40 -732.10
FSL 38322.30 58670.45 56331.15
GAIL 25255.80 1118.45 6749.95
GLAND 0.00 -649.70 1392.70
GLENMARK -4359.40 -1033.75 11358.00
GMRINFRA -9999.10 9263.70 14210.85
GODREJCP 14678.70 810.05 16497.85
GODREJIND 21429.80 17000.80 26531.85
GODREJPROP 1315.25 23698.35 19618.35
GOODYEAR 5865.00 9821.20 2761.00
GRAPHITE 60779.80 7777.00 32550.15
HAL 6131.25 65444.55 11703.45
HAVELLS 8157.90 28368.20 29428.30
HCLTECH 29272.50 9771.30 4065.90
HDFC 11412.25 14025.85 26076.50
HDFCBANK 25864.10 3492.05 3444.50
HEROMOTOCO 13396.35 11469.60 21470.00
HINDALCO 17708.35 43794.00 21680.10
HINDUNILVR -4230.35 -347.20 5158.05
HINDPETRO -10507.75 2487.65 -13296.90
ICICIBANK 11866.40 20054.15 20757.55
IDBI 732.05 17345.05 15412.15
IDFCFIRSTB 17466.45 25145.55 30041.65
IGL 2397.30 -798.55 -18443.95
INDIACEM 11737.00 18170.50 29192.95
INDIGO 6517.70 10107.00 13209.60
INDOCO 32519.45 33509.50 18239.35
INDUSINDBK 34631.80 32078.45 45874.95
INDUSTOWER 11225.50 16502.15 24006.85
IOC 1309.35 13763.95 11087.05
IRCTC -20473.00 7015.40 6507.80
ITC 5600.20 5038.80 -6024.35
JINDALSTEL 36702.30 14071.85 31277.05
JKLAKSHMI 11350.60 17417.20 11379.90
JKTYRE 18180.60 12446.80 16322.55
JSWSTEEL 52773.25 37336.50 25759.55
KAJARIACER 15712.40 26648.50 18198.15
KOTAKBANK 28569.05 9750.65 20487.35
INFY 29785.70 23410.75 5959.55
LICHSGFIN 10250.80 14921.85 9098.60
LT 19256.15 -4429.15 5938.55
LTI 28679.65 21342.45 6096.40
LUPIN 24670.20 21801.40 5136.45
MARUTI 6284.70 7086.10 6227.65
MCDOWELL-N -8786.80 9771.85 4796.40
MCX 11295.15 -2013.75 2084.80
MFSL 11407.65 -366.25 15223.50
MGL -1508.80 1749.35 -5496.35
MINDTREE 29167.35 18433.10 16730.85
MOIL 3383.75 -530.95 -11428.05
MPHASIS 26060.00 20840.75 12900.20
MRF 0.00 0.00 0.00
MUTHOOTFIN -5394.70 -5625.65 -6532.05
M&M 13413.55 2888.25 14378.45
NESTLEIND -9398.45 -2659.35 2314.70
NMDC 14495.60 26147.70 19787.40
NTPC 3423.20 32334.15 18086.50
ONGC 18047.35 24414.10 3938.60
PEL -19022.85 1900.20 11560.90
PFC 35832.75 30600.25 19751.40
PIDILITIND 8380.60 5006.70 8811.05
PNB 31335.15 5755.20 2349.55
POWERGRID 7184.85 2926.70 3999.85
PRAJIND 36877.10 14660.40 35471.10
NA 0.00 0.00 0.00
RADICO -16972.55 18186.15 29067.85
RBLBANK 4123.55 25275.90 55111.85
RELIANCE -3521.40 2592.05 -6216.15
REPCOHOME 27195.25 74069.20 52048.45
SAIL 44876.65 11021.50 14752.55
SBILIFE 1915.70 2766.20 6883.45
SBIN 4255.70 33201.55 34892.80
SIEMENS 2711.65 12796.00 9575.80
SPARC -9381.10 -5107.55 2692.00
SRF 7573.80 12038.05 2484.80
SRTRANSFIN 35118.95 31967.65 45978.40
SUNPHARMA 3568.35 10176.55 11934.85
SYMPHONY -5981.95 -2720.60 1463.80
TATACHEM 55305.70 3616.85 -454.90
TATACONSUM 9566.75 4169.75 452.15
TATAELXSI 83517.95 42018.20 20454.90
TATAMOTORS 92873.20 72924.40 47051.45
TATASTEEL 48819.75 36499.00 12873.75
TCS 18190.70 5153.20 1796.85
TEAMLEASE -501.45 28880.60 9149.50
TECHM 2085.85 28612.60 15645.15
TITAN 1354.80 13566.30 15698.80
TORNTPHARM 16931.80 11024.95 10902.30
TORNTPOWER 4451.40 -2795.50 -2500.20
TRITURBINE 30637.05 24789.15 23231.05
TVSMOTOR 2687.80 7782.35 11448.50
ULTRACEMCO 8666.40 21632.75 9181.45
UPL -8312.20 11548.85 1987.80
VEDL 57579.85 18468.65 34460.20
VOLTAS 6356.35 24174.95 9675.25
WIPRO 27728.35 33347.30 20554.00
WOCKPHARMA 111416.80 7204.15 13626.15
ZEEL 42323.85 43976.65 6081.95
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