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webclinic017 / ShoonyaApi-AmiBroker

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ShoonyaApi-Amibroker

Instructions ( for 64 bit Amibroker):

  1. Copy the ShoonyaAPI_x64.dll to Amibroker/Plugins folder
  2. Copy cpprest141_2_10.dll to Amibroker folder

Instructions ( for 32 bit Amibroker):

  1. Copy the ShoonyaAPI.dll to Amibroker/Plugins folder
  2. Copy cpprest141_2_10.dll to Amibroker folder

First Login:

Enter Login Credentials provided in the Credentials window. NorenAmicache.dat is created on successful login and restarting Amibroker will read credentials from the same.

AFL strategy:

One of most important aspects of AFL is that it is an array processing language. It operates on arrays (or rows/vectors) of data. As such you will need to build guards into your AFL so as not signal for the same data repeatedly. Read More here.https://www.amibroker.com/guide/h_understandafl.html

ShoonyAPI.afl provides a basic framework for Entry and Exit Signals on the last candle. Setup the Parameters of the AFL below

stg      = ParamStr("Strategy Name","Systematic Trading");
flag     = ParamList("STATE","STOP|START");
lasttime = StrFormat("%0.f",LastValue(BarIndex()));
exch     = ParamList("Exchange","NSE|NFO|BSE|CDS");
tsym     = ParamStr("TradingSymbol","XYZ-EQ");    <=Note set this up correctly for each symbol, we donot pickup symbol being plotted.
qty      = Param("Quantity",1,1,1000,1);
prd      = ParamList("Product","I|C|M");

The following method collects the signals for each data record as per your AFL and evaluates the last record for an order signal. Example RSI_Crossover.afl

ShoonyaFireSignal(Buy,Sell,Short,Cover);

Place Order:

In your afl (or ShoonyaAPI.afl ) call the method when you want to send the signal to Shoonya

##NorenPlaceOrder(exch, tsym, qty, prc, trgprc, dscqty, prd, trantype, prctyp, ret, remarks);

DONOT call this function directly in your AFL without a signal guard. This may result in multiple

Logs: AMIAPI_RequestLog.txt is created in Amibroker directory. Check the same for confirmations.

Note: Amibroker runs the AFL code a couple of times every second for entire dataset. Make sure to build in checks to fire at the correct signal. An example of this is provided ShoonyaAPI.afl

Example Buy Limit Order

exch = "NSE";
tsym = "CANBK-EQ";
qty = "1";
prc = "150";
trgprc = "0";
dscqty = "0";
prd     = "I";
trantype = "B";
prctyp = "LMT";
ret = "DAY";
remarks = "1234";

NorenPlaceOrder(exch, tsym, qty, prc, trgprc, dscqty, prd, trantype, prctyp, ret, remarks);

Example Sell Limit Order


exch = "NSE";
tsym = "ACC-EQ";
qty = "1";
prc = "180";
trgprc = "0";
dscqty = "0";
prd     = "I";
trantype = "S";
prctyp = "LMT";
ret = "DAY";
remarks = "1234";
NorenPlaceOrder(exch, tsym, qty, prc, trgprc, dscqty, prd, trantype, prctyp, ret, remarks);

Example Market Order


exch = "NSE";
tsym = "ACC-EQ";
qty = "1";
prc = 0;
trgprc = "0";
dscqty = "0";
prd     = "I";
trantype = "B";
prctyp = "MKT";
ret = "DAY";
remarks = "1234";
NorenPlaceOrder(exch, tsym, qty, prc, trgprc, dscqty, prd, trantype, prctyp, ret, remarks);

Example StopLoss Limit Order

exch = "NSE";
tsym = "ACC-EQ";
qty = "1";
prc = Close;
trgprc = "100.5";
dscqty = "0";
prd     = "I";
trantype = "B";
prctyp = "SL-LMT";
ret = "DAY";
remarks = "1234";
NorenPlaceOrder(exch, tsym, qty, prc, trgprc, dscqty, prd, trantype, prctyp, ret, remarks);

Example Cover Order

exch = "NSE";
tsym = "CANBK-EQ";
qty = "1";
prc = "155";
trgprc = "0";
dscqty = "0";
prd     = "I";
trantype = "B";
prctyp = "LMT";
ret = "DAY";
remarks = "1234";
blprc  = "150.5";

NorenPlaceCoverOrder(exch, tsym, qty, prc, trgprc, dscqty, prd, trantype, prctyp, ret, remarks, blprc);

Example Bracket Order

exch = "NSE";
tsym = "CANBK-EQ";
qty = "1";
prc = "155";
trgprc = "0";
dscqty = "0";
prd     = "I";
trantype = "B";
prctyp = "LMT";
ret = "DAY";
remarks = "1234";
blprc  = "150.5";
bpprc  = "158";

NorenPlaceBracketOrder(exch, tsym, qty, prc, trgprc, dscqty, prd, trantype, prctyp, ret, remarks, blprc, bpprc);

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