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pannet1 / telegram-trades

get calls from telegram and place traders
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Trailing stops lagging..Refer #26 #30

Closed ravikanthvishnubhotla closed 4 months ago

ravikanthvishnubhotla commented 4 months ago

PlatinumMembers 1.2172E+16 NFO:BANKNIFTY03JUL24C52600 310 331|352|373|394|415|436|457|478|499|520 277 15|15 Buy 12-04-2658 20:50 when the LTP is above 415 also, it did not trail beyond 373.

Attached Tasks.Jason file and 52600 CE Log file of today { "channel": "PlatinumMembers", "id": 12171997843347599, "symbol": "NFO:BANKNIFTY03JUL24C52600", "entry_range": "310", "target_range": "331|352|373|394|415|436|457|478|499|520", "sl": 277, "quantity": "15|15", "action": "Buy", "timestamp": "2658-04-12 20:50:33", "q1": 15, "q2": 15, "tq": 30, "fn": "TRAILED-OUT", "ltp": 398.65, "price": 310.0, "entry": { "symbol": "BANKNIFTY03JUL24C52600", "quantity": 30, "side": "B", "price": "310.00", "trigger_price": "309.95", "average_price": "310.00", "filled_quantity": 30, "exchange": "NFO", "order_id": "24070300010082", "broker_timestamp": "03/07/2024 09:21:08", "product": "MIS", "remarks": "PlatinumMembers", "order_type": "L", "Status": "complete" }, "stop": { "symbol": "BANKNIFTY03JUL24C52600", "quantity": 30, "side": "S", "price": "276.95", "trigger_price": "277.00", "average_price": "0.00", "exchange": "NFO", "order_id": "24070300021058", "broker_timestamp": "03/07/2024 09:21:27", "product": "MIS", "remarks": "PlatinumMembers", "order_type": "SL", "Status": "trigger pending" }, "pnl": 2557.5, "trail": { "symbol": "BANKNIFTY03JUL24C52600", "quantity": 15, "side": "S", "price": "372.95", "trigger_price": "373.00", "average_price": "373.00", "filled_quantity": 15, "exchange": "NFO", "order_id": "24070300022264", "broker_timestamp": "03/07/2024 09:23:07", "product": "MIS", "remarks": "PlatinumMembers", "order_type": "L", "Status": "complete" } }, file.log tasks.json

ravikanthvishnubhotla commented 4 months ago

53000 CE.txt Similar Observation with another instrument..53000 CE SmsOptionsPremium 2.172E+15 NFO:BANKNIFTY03JUL24C53000 280|300 321|342|363|384|405|426|447|469|490|511 265 15|15 Buy 03-07-2024 09:41 it did not trail to 342 even when the price went till 370 image tasks.json

pannet1 commented 4 months ago

@ravikanthvishnubhotla can you please check the trailing log as mentioned in telegram for atleast one case. what was the LTP according to log when we were checking trail every time, till the order is closed.

pannet1 commented 4 months ago

@ravikanthvishnubhotla added symbol name to the trailing so that we will know what symbol, the trailing is actually for. can you please git pull once.

ravikanthvishnubhotla commented 4 months ago

Signals

BnoPremium 5.17202E+15 NFO:BANKNIFTY10JUL24P52500 310|320 342|364|386|407|429|451|473|495|517|539 286 15|15 Buy 05-07-2024 09:23 PaidCallPut 3.17202E+15 NFO:BANKNIFTY10JUL24P52500 330|320 351|372|394|415|436|457|479|500|521|542 296 15|15 Buy 05-07-2024 09:23

Executed Orders UserId Time Type Instrument Product Qty. Price Status 172259 09:36:55 SELL BANKNIFTY 10th JUL 52500 PE MIS / L 15 473 / 473.00 trg. COMPLETE 172259 09:36:23 SELL BANKNIFTY 10th JUL 52500 PE MIS / L 15 478.95 / 479.00 trg. COMPLETE 172259 09:25:45 SELL BANKNIFTY 10th JUL 52500 PE MIS / MKT 15 353.4 / 296.00 trg. COMPLETE 172259 09:24:52 BUY BANKNIFTY 10th JUL 52500 PE MIS / L 30 330 COMPLETE 172259 09:24:10 SELL BANKNIFTY 10th JUL 52500 PE MIS / MKT 15 343.7 / 286.00 trg. COMPLETE 172259 09:23:06 BUY BANKNIFTY 10th JUL 52500 PE MIS / L 30 320 COMPLETE

As you can see, 2nd Lot of both the Trades are exited with TSL @ 473 & 479 respectively, where as the high for BANKNIFTY10JUL24P52500 is 571

It should have trailed atleast upto 539&542 respectively since the high was 571, or atleast till 517 & 521 at minimum, assuming the price spiked- later

image tasks.json file.log

pannet1 commented 4 months ago

the commit 1a3f7b53db99adc273591e6101e2fef8a98e9437 solved the issue. also made some attempts to improve speed.