Comment on Tradetax for income tax returns when trading
* Open a new NRI demat and trading account
* Transfer securities from existing demat to new demat. Initiate closure cum transfer of shares. Shares can be transferred only to NRO demat account.
* Close existing demat and trading account.
You can find info on NRI trading here: http://zerodha.com/z-connect/zerodha/open-an-account/nri-trading-on-indian-stock-exchanges