Bank NIFTY Stock Trades

Context

Well, I was checking about stocks n stuff like that and came up with an idea of analyzing the NIFTY stocks. Thus, this dataset !!!
This dataset contains data of NIFTY stock trading from 1 Jan 2015 to 31 Dec 2019

Content

https://www1.nseindia.com/live_market/dynaContent/live_watch/equities_stock_watch.htm

Check out this website for stock trading related information, also you will get to know about trades other than NIFTY.

Tasks

Well, there are some tasks I want you to help me with.

• Attached Bank Nifty time series data of 5 min.

• Backtest using Python.

• Convert data into 15 min time frame.

• Intraday trades are to be taken and mandatorily closed in the same day.

• Trade starts only after 2nd 15-minute candle (9:30 to 9:45)

• If candle closes above VWAP, we will buy and if candle closes below VWAP, we will sell

• Example: If 2nd candle is closing above VWAP, we will buy 1 tick above candle high and Stop Loss (SL) will be 1 tick below candle low.

• If stop loss is not hit, then all trades are exited at 3:15 PM.

• Calculate the overall profit and loss.

• Segregate the Profit and Loss Year wise and Day wise

• Suggest best performing Year.