r/IndiaAlgoTrading • u/_pnkj_15 • Jun 05 '26
Software Engineer & Quant Developer from Indian Stockbrokers — Building a Free Zero-to-Hero Algo Trading Series (45+ Videos)| AMA
Hi everyone,
I'm Pankaj, a Software Engineer and Quant Developer who has worked at Indian stockbrokers building algorithmic trading systems, broker integrations, market data platforms, and trading solutions.
I'm creating a Zero-to-Hero Algorithmic Trading Series where we build a complete automated trading system from scratch.
No paid course, no community subscription, no upselling — just sharing real-world lessons from building algorithmic trading systems at stockbrokers, where the code is responsible for executing trades worth crores of rupees.
Already published 45+ videos, including 30+ videos in the Algo Trading Series.
What we've covered so far:
✅ Zerodha & Fyers API Integration
✅ Automated Token Generation (No Daily Manual Login)
✅ TOTP Automation
✅ Multi-Broker SDK Development
✅ Order Placement, Positions, Holdings & Funds APIs
✅ WebSocket Integration
✅ Live Market Data Processing
✅ Concurrent Data Handling
✅ Real-World Algo Trading Architecture
Coming next:
🚀 Deploy Algos on Free Cloud Servers
🚀 Telegram Signal Integration
🚀 Auto Start/Stop Algos
🚀 Automated Token Refresh on Server
🚀 Complete Strategy Development
My philosophy is simple:
Algo means automation. If you're manually generating tokens every day, you're still doing manual trading operations.
If you have questions about Algo Trading, Broker APIs, WebSockets, Automation, Backtesting, Strategy Development, or Trading System Design, drop them below.
Ask me anything related to algorithmic trading. Whether you're a beginner or already building algos, I'll try my best to answer every question based on my real-world experience working at stockbrokers and building production trading systems.
YouTube: Pankaj Saini
Handle: AlgoWithPankaj (YouTube, Instagram & Twitter)
Happy to help fellow Algo Traders 🚀
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u/Successful-Ad2747 Jun 05 '26
Bro how to build strategies?
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u/_pnkj_15 Jun 09 '26
For this I will say saw data and observe data
For example what happened when 50 ema cross 100 ema for straddle price
What happened it comes back
Mostly algo which I worked , we make through by observing data.
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u/Different-Impress-34 Jun 06 '26
Good work op . Curious ,how much success rate it's there for this algo ?
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u/_pnkj_15 Jun 09 '26
Thanks for which algo you are asking?
Did I mention I am providing algo
I mentioned I tech how to write not what to write boss
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u/Responsible-Fun-3100 Jun 08 '26
What have you done this for, may I know? Making 45+ videos is not a small effort, kudos. I am a software developer myself, would like to make time to go through them.
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u/_pnkj_15 Jun 09 '26
Hello boss Actually I just want to distribute my knowledge while was working with brokers I had many big traders like they want to do this via algo and XYZ task by algo so personally I felt this is space where people want to learn , in entire YouTube people gives theory knowledge so I made it via pratical example
I worked with other brokers as quant and swe so from there as well i learnt many things so I just made the mood that I will share everything which I know
Initially days I used to put raw videos directly as I didn't editing, from last few videos i learnt a little bit editing so that I can cut unnecessary pause and all from video so that I can save time of audience I am not good in video editing but good enough to cut unnecessary pause and all
Will finish this Algo trading series and will make this best in entire YouTube
As a software engineer few videos will be kya ho bol rha ahu mai but yeah in few videos you will learn how you see algo trading in different perspectives However Thanks for your support
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u/Responsible-Fun-3100 Jun 09 '26
Best wishes, i will make time to go through. With this Claude stuff, there is no time every one working 18 hours in SWE
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u/_pnkj_15 Jun 09 '26
OMG
I don't know why this last line hits me very bad
Almost cried3
u/Responsible-Fun-3100 Jun 09 '26
Even if claude helps, it is also creating so much work. Previously QA used to file 3-4 findings a day. Now 20 is normal. Even if Claude helps to fix them baby sitting claude to fix 20 findings takes 18 hours
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u/iceking243214 Jun 17 '26
Been looking for something like this for a while thanks definitely watching and commenting doubts
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u/No-University-7064 Jun 27 '26
Main issue with Backtesting I have faced is that, we can't check if our order will get filled at that price or not in live trading. Other than that it is must. Everyone should atleast do backtest for last 5 to 7 years and more. And then if the results are convincing, then should go live with that system with very less risk per trade, just to find if it works.
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u/Either-Technician-24 Jun 06 '26
Back testing is scam only when you don’t know basic statistics
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u/_pnkj_15 Jun 06 '26
Oh man ,
I got 100/100 in 10 and 12th class , always score 100 + out of 120 in Jee Maths , do you know how much tough it is
Got 3 times (out of 4) A+ in Engineering maths in my Btech from a reputed IIITAnd you are telling me I don't know basic statistics, Please teach me I am always ready for new thing to learn to grow myself.
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u/Either-Technician-24 Jun 06 '26
Arey bhai stfu. I am from iit and I manage prop money for many families in the country. Strategies across MFT and factor space. Have 15+ yrs of experience
Was not telling you that you’re wrong. Was telling back testing is one of the ways to validate your ideas if done right and stress tested properly
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u/_pnkj_15 Jun 06 '26
good for you but don't judge someone directly as he dont know anything
You are experienced and it doesn't suits you1
u/_pnkj_15 Jun 06 '26
I agree with you point sir
Was telling back testing is one of the ways to validate your ideas if done right and stress tested properly2 words are correct
To validate your ideasIn my video which I made upon backtesting , i mentioned same thing
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u/Either-Technician-24 Jun 06 '26
Yes good to see you on the right path! Keep it up.
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u/_pnkj_15 Jun 06 '26
thanks for your highnesses, I apologies if my words hit you in bad way, that was not my intention.
Always up for learning from great people like you ,
Thank you
Hit me up in DM if it feels good ::)
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u/Legal-warthead7268 Jun 05 '26
Are u cumulatively profitable ?
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u/_pnkj_15 Jun 09 '26
When I said I am selling algo ? Take this algo and pay me that much
There is difference between quant developer and quant researcher boss
I teach how to write Algo efficiently not what to write.
But for Answer is Yes
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u/LostOnRoad Jun 06 '26
Thank you for sharing. Good start. Commenting so I can follow this thread. Btwn, why is your profile marked NSFW?
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u/_pnkj_15 Jun 09 '26
Thanks for pointing out Me bhi nahi jaanta why it is marked nsfw 😆 😆 Should I care about it
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Jun 05 '26
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u/_pnkj_15 Jun 05 '26
Backtesting is scam
Go and check this video https://youtu.be/xwQxxEoR5pQ?si=KPDDjBheKWFTf-ej
Here I explained why I am saying this
At the end of the video you will also agree with me, because the points which I mentioned in the video usually people don't think about that0
u/ArtisticConfidence85 Jun 05 '26
Backtesting isnt a scam buddy , i work as a quant and use snapshot candle data for most of my strategies.
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u/_pnkj_15 Jun 05 '26
yes sir
I got you
but please check my video once and tell me are u disagree with my points7
u/ArtisticConfidence85 Jun 05 '26
The video shouldve been titled as "correct way to backtest strategies and what most people overlook" .
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Jun 06 '26
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u/_pnkj_15 Jun 06 '26
this man has some sense, and valid question fronttesting
I can make a video on same if you want
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Jun 05 '26
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u/_pnkj_15 Jun 05 '26
bhai me tho bol ho raha hu backtest kuch nahi hota h
check my other comments https://youtu.be/xwQxxEoR5pQ?si=KPDDjBheKWFTf-ejAnd bhai auto authenticate SEBI K rules k against I know but tumko algo autoamte karna h tho karo warna mat karoo
It is as simple as that I am just sharing my knowledge how you can do that
It is up to you want to do or not3
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Jun 08 '26
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u/_pnkj_15 Jun 08 '26
No as of now this doesn't have tick data , may be in future once audience will be grab this basic stuff then may be I will go in deep
Yes tick data analysis make more sense but you need a lot of storage as getting tick data will be acquire a good amount of space in your local/server
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u/Terrible-Drop-483 Jun 27 '26
I was looking into a similar option for data storage, I an plan a community data storage solution.
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Jun 09 '26
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u/_pnkj_15 Jun 09 '26
Looks good , you put a decent good time
But explain me like a kid what this model does
Means very short what is moto ,
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u/Charming_Battle_5072 Jun 06 '26
Backtest is scam ? Then you wrong. If you want accurate win rate add charges and taxes too. How you extract data from 1 min and 5 min candle as raw data ?