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Getting Started with Your Strategy

This guide will help you set up and start developing your algorithmic trading strategy using ProAlgoTrader.

Prerequisites​

Before getting started with your strategy, ensure you have:

  • Python 3.13+ - Required for running strategies
  • Git - For cloning your strategy repository
  • pip - Python package installer

Step 1: Clone Your Strategy Repository​

When you create a custom strategy at proalgotrader.com, you'll get a GitHub repository URL. Clone it:

# Clone your strategy repository
git clone <your-strategy-repo-url>
cd <strategy-name>

# Verify the structure
ls -la

Expected Structure:

your-strategy-name/
├── .env.example              # Environment template
├── README.md                 # Strategy documentation
├── requirements.txt          # Dependencies
├── main.py                   # Entry point to run your strategy
├── project/                  # Your strategy implementation
│   ├── strategy.py           # Main trading strategy
│   ├── position_manager.py   # Position management logic
│   └── custom_indicators.py  # Custom technical indicators
└── tests/                    # Strategy tests

Step 2: Install Dependencies​

Your strategy repository includes a requirements.txt file with all necessary dependencies:

# Create virtual environment
python -m venv .venv

# Activate virtual environment
source .venv/bin/activate  # On Windows: .venv\Scripts\activate

# Install all dependencies (including proalgotrader-core)
pip install -r requirements.txt

Step 3: Configure Your Environment​

1. Get Session Credentials​

  1. Sign up at proalgotrader.com
  2. Create a project with your chosen broker and strategy
  3. Get session credentials (ALGO_SESSION_KEY and ALGO_SESSION_SECRET) from your project dashboard

2. Configure Environment Variables​

Your strategy repository comes with a .env.example file that contains the required environment variables. You need to:

# Copy the environment template
cp .env.example .env

# Edit the .env file with your actual credentials
nano .env  # or use your preferred editor

What's in .env.example:

The .env.example file contains template values that you need to replace with your actual session credentials:

# ProAlgoTrader Session Credentials
ALGO_SESSION_KEY=your_session_key_here
ALGO_SESSION_SECRET=your_session_secret_here

Important: Never commit your actual .env file to version control. The .env.example file serves as a template showing what session credentials are needed.

Step 4: Verify Setup​

1. Check Dependencies​

# Verify all dependencies are installed
python -c "import proalgotrader_core; print('✓ ProAlgoTrader Core ready!')"

2. Test Your Strategy​

# Run your strategy
python main.py

Note: Your strategy will automatically use the appropriate trading mode based on your session configuration.

Your Strategy Files​

Your repository includes these key files ready for customization:

project/strategy.py - Main Trading Logic​

from datetime import timedelta

from proalgotrader_core.algorithm import Algorithm
from proalgotrader_core.enums.account_type import AccountType
from project.position_manager import PositionManager


class Strategy(Algorithm):
    def __init__(self, *args, **kwargs) -> None:
        super().__init__(*args, **kwargs)

        self.set_account_type(account_type=AccountType.DERIVATIVE_POSITIONAL)

        self.set_position_manager(position_manager=PositionManager)

        self.set_interval(interval=timedelta(seconds=1))

    async def initialize(self) -> None:
        pass

    async def next(self) -> None:
        pass

project/position_manager.py - Position Management​

ProAlgoTrader supports two types of position managers:

Single Position Manager (Global Management)​

from proalgotrader_core.protocols.position_manager import PositionManagerProtocol
from proalgotrader_core.protocols.algorithm import AlgorithmProtocol
from proalgotrader_core.protocols.position import PositionProtocol

class PositionManager(PositionManagerProtocol):
    def __init__(self, algorithm: AlgorithmProtocol) -> None:
        self.algorithm = algorithm

    async def initialize(self) -> None:
        # Initialize your position manager
        pass


    async def next(self) -> None:
        # Called on every algorithm iteration
        pass

Multiple Position Manager (Per-Position Management)​

from proalgotrader_core.protocols.multiple_position_manager import MultiplePositionManagerProtocol
from proalgotrader_core.protocols.algorithm import AlgorithmProtocol
from proalgotrader_core.protocols.position import PositionProtocol

class MultiplePositionManager(MultiplePositionManagerProtocol):
    def __init__(self, algorithm: AlgorithmProtocol, position: PositionProtocol) -> None:
        self.algorithm = algorithm
        self.position = position

    async def initialize(self) -> None:
        # Initialize for this specific position
        pass


    async def next(self) -> None:
        # Called on every algorithm iteration for this position
        pass

Development Workflow​

1. Edit Your Strategy​

# Edit strategy files
nano project/strategy.py
nano project/position_manager.py

2. Test Changes​

# Run in paper trading mode
python main.py

3. Version Control​

# Commit your changes
git add .
git commit -m "Update strategy logic"

# Push to your repository
git push origin main

Supported Brokers​

ProAlgoTrader supports:

  • Fyers - Equity, F&O, Currency, Commodity trading
  • Angel One - Equity, F&O, Currency trading
  • Shoonya - Equity, F&O trading

Troubleshooting​

Common Issues​

1. Import Errors​

# Reinstall dependencies
pip install --force-reinstall -r requirements.txt

2. Session Connection Issues​

# Check credentials
cat .env | grep -E "(ALGO_SESSION_KEY|ALGO_SESSION_SECRET)"

# Verify project status at proalgotrader.com

3. Strategy Not Running​

# Check logs
tail -f logs/proalgotrader.log

# Verify market hours
# Strategy only runs during market hours

Getting Help​

  1. Documentation: Check API Reference for framework details
  2. Community: Join ProAlgoTrader community forums
  3. Support: Contact support at support@proalgotrader.com

Next Steps​

  1. Read the Quick Start Guide to build your first strategy
  2. Explore Built-in Indicators for technical analysis
  3. Learn about Custom Indicators for advanced strategies
  4. Check API Reference for complete framework documentation

Ready to start trading? Your strategy is set up and ready for development! 🚀📈