No, this problem does not come if you use the algodelta because we have “Multi account trading system”.

So how it’s actually works like the order will not place one by one manually, it happens in parallel and your all orders execute almost simultaneously.

In our case, the execution latency is around 0.04 seconds. So, this problem never happens in algodelta.

No, nothing breaks. You’re safe because AlgoDelta is always synced with the broker’s real-time position book.

So, if you or your client manually closes a trade the Quantity becomes 0 on broker. So, algo detects that instantly and algo won’t try to close it again or no error, no duplicate order nothing. It simply updates and treats the trade as closed.

More info you can contact our support team.

Yes, your worrying is right, but in algodelta this problem never happens.

So, now with our new upgrade we will move to the distributed execution setup, where each child account operates through separate IP routes means each child account have separate IP.

So now each account handle independently because of this the latency is minimum and execution very fast.

Not at all! AlgoDelta gives you individual Control within a group.

So, if you want to remove 2 positions you can simply square off the position for those 2 clients.

The remaining 3 accounts will stay in the trade and continue to follow your Master account’s next signal. You get the power of a “Group” with the flexibility of “Individual” management.

Yes, Bollinger Bands are simple, but small mistakes in data or calculation make them mismatch.

Let break it properly:

So if you are using Bb on less candles data then also this happnes, usally you should use the 20 period by default if anything else, values won’t match.

May be the another reason is standard deviation – if even small variation in how std dev is calculated → visible difference in bands.

If you start with less data, then also this happens so if you are testing this in morning at market starts then it also gives inaccurate values, so you also need to feed some historical data + live candle data (aftermarket start).

Below is the code you can refer:

import math

def calculate_bollinger_bands(candles, period=20):
    # Use only closed candles (skip last running candle)
    candles = candles[:-1]

    if len(candles) < period:
        return None

    closes = [c["close"] for c in candles]
    recent = closes[-period:]

    sma = sum(recent) / period

    std_dev = math.sqrt(
        sum((price - sma) ** 2 for price in recent) / period
    )

    upper = sma + (2 * std_dev)
    lower = sma - (2 * std_dev)

    return {
        "upper": round(upper, 2),
        "middle": round(sma, 2),
        "lower": round(lower, 2),
    }

candles = [
    {"close": 100}, {"close": 101}, {"close": 102}, {"close": 103}, {"close": 104},
    {"close": 105}, {"close": 106}, {"close": 107}, {"close": 108}, {"close": 109},
    {"close": 110}, {"close": 111}, {"close": 112}, {"close": 113}, {"close": 114},
    {"close": 115}, {"close": 116}, {"close": 117}, {"close": 118}, {"close": 119},
    {"close": 120}  # last candle (running → will be ignored)
]

bb = calculate_bollinger_bands(candles)
print(bb)

Yes, in algodelta you don’t need to handle all that manually.

So, while setting you just select something like ATM, when signal comes system checks live price.

It finds the nearest strike automatically, picks the current weekly expiry, places the correct CE/PE order.

So even if your signal is simple, execution is handled fully by our system.

So you don’t have to worry about strike or expiry selection.

To fetch the historical data from zerodha’s api below is the sample code that you can refer and modify it accordingg to your requirenment.

def fetch_historical(kite, token, interval="minute", days=7):
    try:
        to_date   = datetime.now()
        from_date = to_date - timedelta(days=days)
        data = kite.historical_data(
            instrument_token=token,
            from_date=from_date,
            to_date=to_date,
            interval=interval
        )
        # FIX: strip timezone from all historical candle dates for consistent comparison
        for c in data:
            if c.get("date") and hasattr(c["date"], "tzinfo") and c["date"].tzinfo:
                c["date"] = c["date"].replace(tzinfo=None)
        return data
    except Exception as error:
        print(f"Historical fetch failed for token {token}: {error}")
        return []

fetch_historical(kite = kite,token=209604 , interval="minute", days=5)

Since the from_date and to_date are necessary parameters gives the candle data between this 2 dates in format datetime.

There are the 2 more parametrs we can pass to the kite.historical_data that is IO ( for IO data ) and continuous ( for continuous data ), but they are optional also sees thatin offical documentation https://www.kite.trade/docs/.

Yes, they are 100% safe. This is because AlgoDelta is a Cloud-Based System.

Once you add the demat accounts and once you made the groups of the master and child’s the platform handles by it’s on no need to worry after that.

Yes, see you don’t have to check 10 apps. AlgoDelta provides a Unified Order History with real-time rejection reasons.

See in our app we have order history if an order fails in a child account, AlgoDelta shows you exactly why (e.g., “Margin Shortfall” or “Invalid Token”) right on your main dashboard.

No, you have full flexibility. AlgoDelta allows Direct Group Orders.

So, for that algodelta provides:

Bypass the Master: You can make Groups and place an order directly to the entire group.

Uniform Execution: This will send the same order to every child account in that group simultaneously, even if your Master account is doing something else.

So, how this works like when you stop a strategy, it no longer controls your trades. Any open positions from that strategy are exited right at point. After that, when you apply a new strategy, it starts fresh — meaning it will only take new trades based on its own signals.

So, in simple by removing the strategy the open trades in that are exited and with new strategy the trades will take entries by new signal.

Your concern is valid. If the broker session expires, your existing positions remain unaffected — they will stay open as they are.

However, placing any new orders will not be allowed until you log in again and refresh the session.

To avoid interruptions, it’s best practice to check your connections before the market opens and re-login quickly if a session expires during live trading.

No, it’s not compulsory to select the child and master are from same broker. You can select the for-example master as zerodha and child as angle one or vice versa in algodelta we have the flexibility of that.

If you want to know more, you can contact support team.

So, the requirement to login daily depends on the rules set by your broker and the way their API sessions are managed.

Some brokers enforce daily logins for security, while others may allow longer sessions.

Regardless of the specific rules, we suggest our users that before market opens, please come to the platform and ensure that all the accounts are connected or not by doing this your trades will flow without interruption.

Skipping the login could leave your master account disconnected.

Yes, so the multiplier is feature that multiples X times of master account quantity of trade to its child account.

So, for example – if your choice the 10 quantities of trade in master account and put the multiplier is 2 then the multiplied by 2 quantity is placed in child account that is 20 quantity will be placed in child account.