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Old 12-03-2016, 12:25 PM
ab22 ab22 is offline
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Thumbs up Algo Trading for Indian Retail Traders

Hi

These days a lot of options have become available for Indian Retail Traders for doing Auto Trading.

Please share here the links to the solutions that you are aware of. And if you face any difficulties in practically implementing them, then please feel free to ask any questions and the experts from Inditraders would try to provide the solutions.

Thanks and regards
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Old 12-03-2016, 12:36 PM
ab22 ab22 is offline
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Let us begin with the solution for Auto Trading from zerodha.

They have launched Pi Bridge which enables auto trading through not just Amibroker, Ninjatrader, Excel etc. but also through programming languages like C#, PERL, Python and more.

This bridge has been developed by tradelab. Checkout the details at these links -

Pi Bridge Bridging All Platforms
http://tradelab.in/blog/pi-bridge/158

Pi bridge gateway to trade using other programs
http://zerodha.com/z-connect/tradeze...other-programs

Pi Bridge for Amibroker
http://zerodha.com/z-connect/tradeze...-for-amibroker


And here are the links related to practical implementation of Pi Bridge with Amibroker

AFL to place order from Amibroker to Pi using the Pi BRIDGE
http://tradingqna.com/12194/afl-to-p...-the-pi-bridge

Order placement from amibroker charts
http://tradingqna.com/14486/order-pl...ibroker-charts
Specially check out the comment from ChokS on Aug 26, 2015
Quote:

I removed the Chart Color options from the AFL..So U can set whatever the color u wish in Preferences.
Now the entire AFL is recoded and it uses dll to place order...
Download the Manual Trading AFL from..
https://drive.google.com/open?id=0B-...VNYak9IX2FFbDg
Download the DLL's from..
https://drive.google.com/open?id=0B-...UhOMk5MdGppQWc
https://drive.google.com/open?id=0B-...EplVEZuQkg2b3M
Please Go through the Below Links..
http://tradingqna.com/17856/can-we-u...ickbots-for-pi
http://tradingqna.com/12703/amibroker-bridge





Regards
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Old 17-03-2016, 03:54 PM
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http://algoji.com/
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Old 17-03-2016, 04:12 PM
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Originally Posted by Trademaniac View Post
http://algoji.com/

Thank you for sharing the link Trademaniac

If you are aware of any more links like that, then please share them as well. It will be helpful for everyone.

Regards
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Old 12-04-2016, 01:19 PM
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What action should Sebi take in NSE algo trading case

http://www.livemint.com/Money/R34WpI...ors_picks=true
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Old 12-04-2016, 01:28 PM
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Originally Posted by Sunshine View Post
What action should Sebi take in NSE algo trading case

http://www.livemint.com/Money/R34WpI...ors_picks=true


Why doesnt the exchange discourage high frequency trading.

Some simple measures by the exchange can fix this class of problems permanently:
  1. Exchange can introduce a minimum delay for every order. This is done by at least one exchange in the us.
  2. Exchange can ensure that orders are matched only once every few seconds. Send out the trade executions of each cycle, wait for bids and then match after a delay. Basically a faster version of the pre-open call auction.

Problem is that exchanges make a lot of money from HFTs and when microseconds matter, there are huge scope for corruption in a country like India.

-- no1lives4ever
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Old 12-04-2016, 03:00 PM
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Originally Posted by no1lives4ever View Post
Why doesnt the exchange discourage high frequency trading.

Some simple measures by the exchange can fix this class of problems permanently:
  1. Exchange can introduce a minimum delay for every order. This is done by at least one exchange in the us.
  2. Exchange can ensure that orders are matched only once every few seconds. Send out the trade executions of each cycle, wait for bids and then match after a delay. Basically a faster version of the pre-open call auction.

Problem is that exchanges make a lot of money from HFTs and when microseconds matter, there are huge scope for corruption in a country like India.

-- no1lives4ever

Eric Scott Hunsader has been battling this issue for many years. A look at his in-house research on how HFT orders have impacted market structure is found here:

www.nanex.net/NxResearch/

These are the issues that led to the creation of IEX.
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Old 12-04-2016, 03:09 PM
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Originally Posted by Trademaniac View Post
Eric Scott Hunsader has been battling this issue for many years. A look at his in-house research on how HFT orders have impacted market structure is found here:

www.nanex.net/NxResearch/

These are the issues that led to the creation of IEX.

Ya.. IEX is the exchange that I was trying to remember.

Problem is that exchanges have found a lucrative source of revenue in the form of server colocation charges and increased transaction charges because of HFT traders. So I suppose the only way this can be solved is by having some form of SEC or SEBI regulation into HFT.

In the current market, HFT has become a technological race which will not come to an end till the cost of running these fancy HFT systems become more expensive than the profits they can make out of the systems.

-- no1lives4ever
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Old 12-04-2016, 03:16 PM
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Originally Posted by no1lives4ever View Post
Ya.. IEX is the exchange that I was trying to remember.

Problem is that exchanges have found a lucrative source of revenue in the form of server colocation charges and increased transaction charges because of HFT traders. So I suppose the only way this can be solved is by having some form of SEC or SEBI regulation into HFT.

In the current market, HFT has become a technological race which will not come to an end till the cost of running these fancy HFT systems become more expensive than the profits they can make out of the systems.

-- no1lives4ever

If you can get to read this book: https://en.wikipedia.org/wiki/Flash_Boys

The best take on HFT so far.
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Old 12-04-2016, 03:27 PM
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Originally Posted by Trademaniac View Post
If you can get to read this book: https://en.wikipedia.org/wiki/Flash_Boys

The best take on HFT so far.

That is on my to read list for after I have a working trading system

-- no1lives4ever
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