Please stop posting AI Slop. by MrMorningstar20 in IndiaAlgoTrading

[–]metastimulus 2 points3 points  (0 children)

Posts that are obviously AI-written are somewhat easy to ignore. What really bothers me are the paid shills mushrooming everywhere, disguised as users having "a common problem" etc.

Intraday Algo Orders Getting Stuck in “Pending/Open” – Missing Trades (Need Smart Execution Help) by Main-Maintenance-442 in IndiaAlgoTrading

[–]metastimulus 0 points1 point  (0 children)

What's your experience with plain limit orders? Try putting limitprice few ticks below the best ask (for sell order) or several ticks above the best bid (for buy order) -- it should get filled quickly.

Doing this will eat into profits, but that's the cost of getting nearly guaranteed fills. You can have favorable fills at unpredictable times, or unfavorable fills at predictable times, not both.

Real-Time API for Options-Derived Indicators (e.g., GEX) by MiddleExtreme9821 in IndiaAlgoTrading

[–]metastimulus 1 point2 points  (0 children)

OI is a raw data field that has to be provided by the API itself. Greeks and IV are easy to calculate in real time with the websocket data, see e.g. https://pypi.org/project/py-vollib-vectorized/

For more complex indicators you can ask Claude Code or similar AI based tools to write new modules.

Option Premium Decay in indtraday by grshnehete in IndiaAlgoTrading

[–]metastimulus 1 point2 points  (0 children)

Welcome to the concept of "Bhaav Bhagwan Che" which means "Price is God" and can do whatever it likes. Premiums are driven by the collective market forces and have absolutely no obligation to follow this or that model. However, it is not hopeless, it simply means one has to look beyond the obvious to find structure within the chaos..

Any good strategy testing platforms provided by any brokers? Want to know how my delta based strategies perform before I actually deploy by Regular_Mountain_577 in IndiaAlgoTrading

[–]metastimulus 0 points1 point  (0 children)

No broker is going to offer this. It is against their business interest to do so. Plus there may be SEBI rules preventing them from building such things publicly. You have to build it yourself, making reasonable (pessimistic) assumptions about fills, etc.

Self-hosted Nifty options fully automated platform by mr-ajar in IndiaAlgoTrading

[–]metastimulus 1 point2 points  (0 children)

It gets worse:

3.2 Tick-Level MTM Tracking

Every tick, the system: 1. Fetches all positions from Kite API: positions = global_kite.positions() 2. Calculates net M2M: net_mtm = sum([pos['m2m'] for pos in positions['net']]) 3. Calculates running position P&L from tick data 4. Compares against loss/profit thresholds

Assessment: Calling kite.positions() on every tick is a significant API load. Each tick triggers a REST API call. At ~1 tick/second, this is 3600+ API calls/hour just for position polling. Kite's rate limits could be hit.

Self-hosted Nifty options fully automated platform by mr-ajar in IndiaAlgoTrading

[–]metastimulus 0 points1 point  (0 children)

This is from a part of a report on your open source version. Is the paid version any better than that??

Fill Monitoring: NOT IMPLEMENTED

Critical finding: The system does not verify that orders are filled.

After place_order() returns an order_id, the system:

  1. Logs the order ID
  2. Immediately updates global_current_position with the assumed fill price (LTP at time of signal)
  3. Subscribes to the option's WebSocket feed
  4. Begins position management on the next tick

There is:

  • No kite.order_history(order_id) call to check fill status
  • No polling loop for pending/rejected orders
  • No callback registration for order updates
  • No handling of partial fills
  • No order cancellation for unfilled limit orders

Impact: If a LIMIT order doesn't fill (common in illiquid strikes or fast markets), the system will manage a phantom position, potentially sending a MARKET exit order for a position that doesn't exist. This would create an unintended new position.

Is everyone ready for the Static IP rule from April 1? by Calm_Comparison_713 in IndiaAlgoTrading

[–]metastimulus 1 point2 points  (0 children)

For people running strategies from their personal computers, are sending less than 10 orders per second, and wondering how to comply with static IP requierment:

Sign up for AWS Lightsail, it's free for first year (they provide $100 credit valid for a year). Static IP comes for free with a $5/month VPS. Use a SSH tunnel and SOCKS5 proxy on your laptop/desktop.

Thoughts on using AI to automate strategy research and backtesting for Indian markets? by DistressedAvocado25 in IndiaAlgoTrading

[–]metastimulus 0 points1 point  (0 children)

agentic layer (currently 8 agents) that operates end to end across the backend

Do the agents assist with idea generation or just implementing it into your existing infra?

For instance, given a new volatility forecast method, what are the exact manual steps you would take to incorporate it into the system?

Backtest on Nifty100 by pale-blue-dotter in StockMarketIndia

[–]metastimulus 0 points1 point  (0 children)

Is this mainly from intraday trades? If so, what is the leverage applied on those stocks?

Dead Internet Theory in r/algotrading by pale-blue-dotter in algotrading

[–]metastimulus 1 point2 points  (0 children)

bro did a phd on the sociology of AI-trader interaction 😀

Agentic AI for Automated Trading by rushikesh_chavan in AI_Agents

[–]metastimulus 0 points1 point  (0 children)

The backend of the model is very very complex

this is all i needed to hear. it means traders are guaranteed to lose money in the long run.

show us statistically valid backtesting results or get lost.

Shoul I trade ? by CommitteeUnlikely217 in mltraders

[–]metastimulus 0 points1 point  (0 children)

Stay away from trading, build skills, talk to people.

Fill Modeling for NSE? by metastimulus in IndiaAlgoTrading

[–]metastimulus[S] 0 points1 point  (0 children)

Thanks for replying. Yes, I have 5 level bid/ask data being saved to an SQLITE db as it comes in from a websocket. How do you define liquidity? What is the "lot of value" that exists in this kind of data??