How To Start Algorithmic Or Algo Trading In NSE Or MCX?

Algo Trading

In the ever-evolving world of stock trading, automated trading has emerged as a game-changer. Algo trading or algorithmic trading is the process of using computer programs and algorithms to execute trades automatically. The popularity of algorithms has been on the rise in recent years, especially in the National Stock Exchange (NSE) and Multi Commodity Exchange (MCX) markets. In this blog post, we will explore the world of algo trading and its benefits for retail traders.

Understanding Algo Trading

Algo trading has gained immense popularity in recent years because of the benefits it offers. With the help of an automated trading system (ATS), traders can execute trades automatically, which saves time and reduces the risk of human error. It allows traders to make trading decisions based on predefined rules, which eliminates the emotional aspect of trading. ATS can be used for various trading instruments, including stocks, futures, options, and currencies.

How to Get Started with Algo Trading

Algo trading can seem daunting for newcomers, but it is not as complicated as it sounds. To get started with algorithms, traders need to understand the basics of trading, develop a trading strategy, and backtest it. They also need to choose an ATS software or platform that suits their requirements and set up an API connection with the exchange.

Infrastructure Needed for Algo Trading

To start algo trading, traders need a reliable internet connection, a powerful computer or Virtual Private Server (VPS), data feeds and historical data, and a robust risk management system. Without these infrastructure components, traders may face issues with trade execution, data processing, and risk management.

List of Websites that Offer Algo Trading for Retail Traders

Several websites offer algo trading services for retail traders in India. Some of the popular ones include Zerodha, Upstox, Alice Blue, TradeSmart, and 5Paisa. These platforms offer a range of features, including access to historical data, advanced charting tools, and backtesting facilities.

Algo Trading FAQ

What is the minimum capital required for algo trading?

The minimum capital required for algo trading varies from platform to platform. However, most platforms require a minimum capital of Rs. 10,000 to Rs. 20,000 to get started.

Can algo trading be done without programming knowledge?

While having programming knowledge can be helpful, it is not necessary to start algo trading. Most platforms offer drag-and-drop interfaces that allow traders to create strategies without coding.

Is algo trading legal in India?

Yes, algo trading is legal in India. However, SEBI has set guidelines and regulations that traders need to follow.

How much does it cost to use an algo trading platform?

The cost of using an algo trading platform varies from platform to platform. Some platforms offer free services, while others charge a monthly subscription fee or a commission on trades.

Algo Trading Strategies

So, there is a number of strategies for the Automated Trading System as stated below:

  • Arbitrage Opportunities
  • Mathematical Model-Based Strategies
  • Volume Weighted Average Price (VWAP)
  • Percentage of Volume (POV)
  • Sideways Market Strategy
  • Trend-following Strategies
  • Index Fund Rebalancing
  • Trading Range (Mean Reversion)
  • Time Weighted Average Price (TWAP)
  • Implementation Shortfall

How to Do Automated Trading In NSE Or MCX?

Connecting AmiBroker with Zerodha Kite Connect:

If you are an AmiBroker user, you can use Zerodha Kite Connect API to connect to the Indian stock market. Kite Connect API is a set of HTTP/JSON APIs that allow you to access market data and place orders in real time. To get started with connecting AmiBroker with Zerodha Kite Connect, follow these steps:

  • Step 1: Register on the Zerodha Kite Connect developer console
  • Step 2: Generate API keys for your AmiBroker account
  • Step 3: Download and install AmiBroker software
  • Step 4: Write a simple AFL code to connect to the Kite Connect API
  • Step 5: Run the AFL code in AmiBroker
  • Similarly, you can connect AmiBroker to Upstox Pro.

Using Excel with Kite Connect to trade on Zerodha Kite

Just like the AmiBroker platform, Microsoft Excel can also be connected to Zerodha Kite using respective bridges. You can write codes directly on Excel for algo trading. The live data can be extracted from the Zerodha Kite. The old process of ATS on the Zerodha Pi Platform does not work anymore.

Using Python with Bridge or Kite Connect

Algorithmic codes can be written in Python also and that can be connected to Zerodha Kite. This method is getting popular nowadays among traders.

Writing Codes on Zerodha Streak

Streak is a platform that allows you to create and backtest trading strategies without any coding. You can also automate your trading strategies on Streak. To write quotes on Streak, follow these steps:

  • Step 1: Register on the Streak platform
  • Step 2: Choose the market and the scrip you want to trade
  • Step 3: Select the timeframe for your strategy
  • Step 4: Define the entry and exit conditions for your strategy
  • Step 5: Backtest your strategy on historical data

Writing Codes on TradeTron

TradeTron is a platform that allows you to automate your trading strategies without any coding. To write codes on TradeTron, follow these steps:

  • Step 1: Register on the TradeTron platform
  • Step 2: Choose the market and the scrip you want to trade
  • Step 3: Select the timeframe for your strategy
  • Step 4: Define the entry and exit conditions for your strategy
  • Step 5: Choose the order type and set the stop loss and target profit levels
  • Step 6: Deploy your strategy on TradeTron

Points to Remember

  • If traders want to play safe, they can apply Algo strategies on a bulk of securities, known as Basket.
  • After adding baskets, run the backtest option to test the strategies.
  • In order to get a secure and strong server option, connect to VPS (Virtual Private Server).
  • Though it is a computerized trading system, manual checking is quite important after a certain time span.

Suggested Reading

If you want to know more about this trading system, you can check out the following book: Trading the Measured Move: A Path to Trading Success in a World of Algos and High Frequency Trading (Wiley Trading)

Besides this, there is a PDF of SEBI (Securities and Exchange Board of India) on  Algorithmic Trading and Co-location.

Conclusion

In conclusion, algorithmic trading has become an essential tool for traders looking to automate their trades and reduce the risk of human error. While it may seem daunting for newcomers, with the right infrastructure and knowledge, anyone can start automated trading. By following the tips and guidelines discussed in this blog post, retail traders can start their journey into the exciting world of algo trading.

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