Name: Bank NIFTY Stock Trades
Creator: Kaggle
License: https://creativecommons.org/publicdomain/zero/1.0/

About this Dataset

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.

Tables

Bankniftyfutures

@kaggle.ikarosalpha_bank_nifty_stock_trades.bankniftyfutures

2.15 MB
91,737 rows
10 columns

CREATE TABLE bankniftyfutures (
  "ticker" VARCHAR,
  "date" VARCHAR,
  "final_date_format" BIGINT,
  "time" VARCHAR,
  "open_5" DOUBLE,
  "high_5" DOUBLE,
  "low_5" DOUBLE,
  "close_5" DOUBLE,
  "volume_5" BIGINT,
  "year" BIGINT
);