Created
May 10, 2018 02:45
-
-
Save Jamonek/97fe210c8f5a1241ac26aa77b0be36c9 to your computer and use it in GitHub Desktop.
Forex automated trader - https://www.reddit.com/r/Forex/comments/8i4i3r/my_controversial_algorithm_released/
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| #!/usr/bin/env python | |
| # -*- coding: utf-8 -*- | |
| import numpy | |
| import pandas | |
| import matplotlib.pyplot as plt | |
| import matplotlib.dates as mdates | |
| # Scikit's LinearRegression model | |
| from sklearn.linear_model import LinearRegression | |
| from scipy import stats | |
| import math | |
| import os | |
| import requests | |
| import json | |
| import time | |
| import random | |
| import uuid | |
| from time import localtime, strftime | |
| import datetime | |
| import calendar | |
| import sys | |
| import operator | |
| import sched | |
| from random import shuffle | |
| import holidays | |
| import pytz | |
| set(pytz.all_timezones_set) | |
| YEAR_var = 2018 | |
| # ALL EPICS | |
| main_epic_ids = [ | |
| 'CS.D.AUDUSD.TODAY.IP', | |
| 'CS.D.EURCHF.TODAY.IP', | |
| 'CS.D.EURGBP.TODAY.IP', | |
| 'CS.D.EURJPY.TODAY.IP', | |
| 'CS.D.EURUSD.TODAY.IP', | |
| 'CS.D.GBPEUR.TODAY.IP', | |
| 'CS.D.GBPUSD.TODAY.IP', | |
| 'CS.D.USDCAD.TODAY.IP', | |
| 'CS.D.USDCHF.TODAY.IP', | |
| 'CS.D.USDJPY.TODAY.IP', | |
| 'CS.D.CADCHF.TODAY.IP', | |
| 'CS.D.CADJPY.TODAY.IP', | |
| 'CS.D.CHFJPY.TODAY.IP', | |
| 'CS.D.EURCAD.TODAY.IP', | |
| 'CS.D.EURSGD.TODAY.IP', | |
| 'CS.D.EURZAR.TODAY.IP', | |
| 'CS.D.GBPCAD.TODAY.IP', | |
| 'CS.D.GBPCHF.TODAY.IP', | |
| 'CS.D.GBPJPY.TODAY.IP', | |
| 'CS.D.GBPSGD.TODAY.IP', | |
| 'CS.D.GBPZAR.TODAY.IP', | |
| 'CS.D.MXNJPY.TODAY.IP', | |
| 'CS.D.NOKJPY.TODAY.IP', | |
| 'CS.D.PLNJPY.TODAY.IP', | |
| 'CS.D.SEKJPY.TODAY.IP', | |
| 'CS.D.SGDJPY.TODAY.IP', | |
| 'CS.D.USDSGD.TODAY.IP', | |
| 'CS.D.USDZAR.TODAY.IP', | |
| 'CS.D.AUDCAD.TODAY.IP', | |
| 'CS.D.AUDCHF.TODAY.IP', | |
| 'CS.D.AUDEUR.TODAY.IP', | |
| 'CS.D.AUDGBP.TODAY.IP', | |
| 'CS.D.AUDJPY.TODAY.IP', | |
| 'CS.D.AUDNZD.TODAY.IP', | |
| 'CS.D.AUDSGD.TODAY.IP', | |
| 'CS.D.EURAUD.TODAY.IP', | |
| 'CS.D.EURNZD.TODAY.IP', | |
| 'CS.D.GBPAUD.TODAY.IP', | |
| 'CS.D.GBPNZD.TODAY.IP', | |
| 'CS.D.NZDAUD.TODAY.IP', | |
| 'CS.D.NZDCAD.TODAY.IP', | |
| 'CS.D.NZDCHF.TODAY.IP', | |
| 'CS.D.NZDEUR.TODAY.IP', | |
| 'CS.D.NZDGBP.TODAY.IP', | |
| 'CS.D.NZDJPY.TODAY.IP', | |
| 'CS.D.NZDUSD.TODAY.IP', | |
| 'CS.D.CHFHUF.TODAY.IP', | |
| 'CS.D.EURCZK.TODAY.IP', | |
| 'CS.D.EURHUF.TODAY.IP', | |
| 'CS.D.EURILS.TODAY.IP', | |
| 'CS.D.EURMXN.TODAY.IP', | |
| 'CS.D.EURPLN.TODAY.IP', | |
| 'CS.D.EURTRY.TODAY.IP', | |
| 'CS.D.GBPCZK.TODAY.IP', | |
| 'CS.D.GBPHUF.TODAY.IP', | |
| 'CS.D.GBPILS.TODAY.IP', | |
| 'CS.D.GBPMXN.TODAY.IP', | |
| 'CS.D.GBPPLN.TODAY.IP', | |
| 'CS.D.GBPTRY.TODAY.IP', | |
| 'CS.D.TRYJPY.TODAY.IP', | |
| 'CS.D.USDCZK.TODAY.IP', | |
| 'CS.D.USDHUF.TODAY.IP', | |
| 'CS.D.USDILS.TODAY.IP', | |
| 'CS.D.USDMXN.TODAY.IP', | |
| 'CS.D.USDPLN.TODAY.IP', | |
| 'CS.D.USDTRY.TODAY.IP', | |
| 'CS.D.CADNOK.TODAY.IP', | |
| 'CS.D.CHFNOK.TODAY.IP', | |
| 'CS.D.EURDKK.TODAY.IP', | |
| 'CS.D.EURNOK.TODAY.IP', | |
| 'CS.D.EURSEK.TODAY.IP', | |
| 'CS.D.GBPDKK.TODAY.IP', | |
| 'CS.D.GBPNOK.TODAY.IP', | |
| 'CS.D.GBPSEK.TODAY.IP', | |
| 'CS.D.NOKSEK.TODAY.IP', | |
| 'CS.D.USDDKK.TODAY.IP', | |
| 'CS.D.USDNOK.TODAY.IP', | |
| 'CS.D.USDSEK.TODAY.IP', | |
| 'CS.D.AUDCNH.TODAY.IP', | |
| 'CS.D.CADCNH.TODAY.IP', | |
| 'CS.D.CNHJPY.TODAY.IP', | |
| 'CS.D.BRLJPY.TODAY.IP', | |
| 'CS.D.GBPINR.TODAY.IP', | |
| 'CS.D.USDBRL.TODAY.IP', | |
| 'CS.D.USDIDR.TODAY.IP', | |
| 'CS.D.USDINR.TODAY.IP', | |
| 'CS.D.USDKRW.TODAY.IP', | |
| 'CS.D.USDMYR.TODAY.IP', | |
| 'CS.D.USDPHP.TODAY.IP', | |
| 'CS.D.USDTWD.TODAY.IP', | |
| 'CS.D.EURCNH.TODAY.IP', | |
| 'CS.D.sp_EURRUB.TODAY.IP', | |
| 'CS.D.GBPCNH.TODAY.IP', | |
| 'CS.D.NZDCNH.TODAY.IP', | |
| 'CS.D.USDCNH.TODAY.IP', | |
| 'CS.D.sp_USDRUB.TODAY.IP'] | |
| # ALL EPICS | |
| b_REAL = True #Change this if you want to use your Live/Demo account | |
| if b_REAL: | |
| REAL_OR_NO_REAL = 'https://api.ig.com/gateway/deal' | |
| API_ENDPOINT = "https://api.ig.com/gateway/deal/session" | |
| API_KEY = 'YOUR API KEY HERE' | |
| data = {"identifier": "YOUR USERNAME HERE", "password": "YOUR PASSWORD HERE"} | |
| else: | |
| REAL_OR_NO_REAL = 'https://demo-api.ig.com/gateway/deal' | |
| API_ENDPOINT = "https://demo-api.ig.com/gateway/deal/session" | |
| API_KEY = 'YOUR API KEY HERE' | |
| data = {"identifier": "YOUR USERNAME HERE", "password": "YOUR PASSWORD HERE"} | |
| headers = {'Content-Type': 'application/json; charset=utf-8', | |
| 'Accept': 'application/json; charset=utf-8', | |
| 'X-IG-API-KEY': API_KEY, | |
| 'Version': '2' | |
| } | |
| r = requests.post(API_ENDPOINT, data=json.dumps(data), headers=headers) | |
| headers_json = dict(r.headers) | |
| CST_token = headers_json["CST"] | |
| print(R"CST : " + CST_token) | |
| x_sec_token = headers_json["X-SECURITY-TOKEN"] | |
| print(R"X-SECURITY-TOKEN : " + x_sec_token) | |
| # GET ACCOUNTS | |
| base_url = REAL_OR_NO_REAL + '/accounts' | |
| authenticated_headers = {'Content-Type': 'application/json; charset=utf-8', | |
| 'Accept': 'application/json; charset=utf-8', | |
| 'X-IG-API-KEY': API_KEY, | |
| 'CST': CST_token, | |
| 'X-SECURITY-TOKEN': x_sec_token} | |
| auth_r = requests.get(base_url, headers=authenticated_headers) | |
| d = json.loads(auth_r.text) | |
| # print ("-----------------DEBUG-----------------") | |
| # print ("#################DEBUG#################") | |
| # print(auth_r.status_code) | |
| # print(auth_r.reason) | |
| # print (auth_r.text) | |
| # print ("-----------------DEBUG-----------------") | |
| # print ("#################DEBUG#################") | |
| for i in d['accounts']: | |
| if str(i['accountType']) == "SPREADBET": | |
| print("Spreadbet Account ID is : " + str(i['accountId'])) | |
| spreadbet_acc_id = str(i['accountId']) | |
| # SET SPREAD BET ACCOUNT AS DEFAULT | |
| base_url = REAL_OR_NO_REAL + '/session' | |
| data = {"accountId": spreadbet_acc_id, "defaultAccount": "True"} | |
| auth_r = requests.put( | |
| base_url, | |
| data=json.dumps(data), | |
| headers=authenticated_headers) | |
| ########################################################################## | |
| ##########################END OF LOGIN CODE############################### | |
| ##########################END OF LOGIN CODE############################### | |
| ##########################END OF LOGIN CODE############################### | |
| ##########################END OF LOGIN CODE############################### | |
| ########################################################################## | |
| # PROGRAMMABLE VALUES | |
| orderType_value = "MARKET" | |
| size_value = "5" | |
| expiry_value = "DFB" | |
| guaranteedStop_value = True | |
| currencyCode_value = "GBP" | |
| forceOpen_value = True | |
| stopDistance_value = "15" # Make this a global variable for ease! | |
| SL_MULTIPLIER = 4 | |
| LOW_SL_WATERMARK = 10 | |
| HIGH_SL_WATERMARK = 90 | |
| STR_CHECK = "" | |
| def is_between(time, time_range): | |
| if time_range[1] < time_range[0]: | |
| return time >= time_range[0] or time <= time_range[1] | |
| return time_range[0] <= time <= time_range[1] | |
| def midpoint(p1, p2): | |
| return (p1 + p2) / 2 | |
| def distance(a, b): | |
| if (a == b): | |
| return 0 | |
| elif (a < 0) and (b < 0) or (a > 0) and (b > 0): | |
| if (a < b): | |
| return (abs(abs(a) - abs(b))) | |
| else: | |
| return -(abs(abs(a) - abs(b))) | |
| else: | |
| return math.copysign((abs(a) + abs(b)), b) | |
| def percentage(part, whole): | |
| return 100 * float(part) / float(whole) | |
| def humanize_time(secs): | |
| mins, secs = divmod(secs, 60) | |
| hours, mins = divmod(mins, 60) | |
| return '%02d:%02d:%02d' % (hours, mins, secs) | |
| def find_good_epics(): | |
| spreads_and_epics = [] | |
| i_count = 0 | |
| pick_from_epics = [] | |
| full_hol_list = [] | |
| ################################################################### | |
| tz = pytz.timezone('Europe/Berlin') | |
| todays_date = str(datetime.datetime.now(tz=tz).strftime('%Y-%m-%d')) | |
| ger_today = str(str("GER_" + str(todays_date))) | |
| print("Europe/Berlin :- Today's Date is ..." + str(todays_date)) | |
| ################################################################### | |
| tz = pytz.timezone('Europe/London') | |
| todays_date = str(datetime.datetime.now(tz=tz).strftime('%Y-%m-%d')) | |
| gb_today = str(str("GB_" + str(todays_date))) | |
| print("Europe/London :- Today's Date is ..." + str(todays_date)) | |
| ################################################################### | |
| tz = pytz.timezone('America/New_York') | |
| todays_date = str(datetime.datetime.now(tz=tz).strftime('%Y-%m-%d')) | |
| us_today = str(str("US_" + str(todays_date))) | |
| print("America/New_York :- Today's Date is ..." + str(todays_date)) | |
| ################################################################### | |
| tz = pytz.timezone('Australia/Sydney') | |
| todays_date = str(datetime.datetime.now(tz=tz).strftime('%Y-%m-%d')) | |
| aus_today = str(str("AUS_" + str(todays_date))) | |
| print("Australia/Sydney :- Today's Date is ..." + str(todays_date)) | |
| ################################################################### | |
| tz = pytz.timezone('Asia/Tokyo') | |
| todays_date = str(datetime.datetime.now(tz=tz).strftime('%Y-%m-%d')) | |
| jp_today = str(str("JP_" + str(todays_date))) | |
| print("Asia/Tokyo :- Today's Date is ..." + str(todays_date)) | |
| ################################################################### | |
| b_ger_hol = False | |
| b_uk_hol = False | |
| b_us_hol = False | |
| b_aus_hol = False | |
| b_jp_hol = False | |
| for date, name in sorted(holidays.DE(years=YEAR_var).items()): | |
| full_hol_list.append(str("GER_" + str(date))) | |
| for date, name in sorted(holidays.UK(years=YEAR_var).items()): | |
| full_hol_list.append(str("GB_" + str(date))) | |
| for date, name in sorted(holidays.US(years=YEAR_var).items()): | |
| full_hol_list.append(str("US_" + str(date))) | |
| for date, name in sorted(holidays.AU(years=YEAR_var).items()): | |
| full_hol_list.append(str("AUS_" + str(date))) | |
| for date, name in sorted(holidays.JP(years=YEAR_var).items()): | |
| full_hol_list.append(str("JP_" + str(date))) | |
| full_hol_list = sorted(full_hol_list) | |
| for d in full_hol_list: | |
| #print (d) | |
| if str(d) == ger_today: | |
| b_ger_hol = True | |
| if str(d) == gb_today: | |
| b_uk_hol = True | |
| if str(d) == us_today: | |
| b_us_hol = True | |
| if str(d) == aus_today: | |
| b_aus_hol = True | |
| if str(d) == jp_today: | |
| b_jp_hol = True | |
| for epic_id in main_epic_ids: | |
| tmp_lst = [] | |
| base_url = REAL_OR_NO_REAL + '/markets/' + epic_id | |
| auth_r = requests.get(base_url, headers=authenticated_headers) | |
| d = json.loads(auth_r.text) | |
| try: | |
| i_count = i_count + 1 | |
| if epic_id.find('MXN') != -1: | |
| #print("!!DEBUG!!...skipping, FOUND MXN in..." + str(epic_id)) | |
| time.sleep(1) | |
| elif epic_id.find('SEK') != -1: | |
| #print("!!DEBUG!!...skipping, FOUND SEK in..." + str(epic_id)) | |
| time.sleep(1) | |
| elif epic_id.find('NOK') != -1: | |
| #print("!!DEBUG!!...skipping, FOUND NOK in..." + str(epic_id)) | |
| time.sleep(1) | |
| elif epic_id.find('CNH') != -1: | |
| #print("!!DEBUG!!...skipping, FOUND CNH in..." + str(epic_id)) | |
| time.sleep(1) | |
| else: | |
| b_TRADE_OK = False | |
| while True: | |
| ###################EUROPE############################ | |
| ###################EUROPE############################ | |
| ###################EUROPE############################ | |
| tz = pytz.timezone('Europe/Berlin') | |
| now_time = datetime.datetime.now(tz=tz).strftime('%H:%M') | |
| #print ("!!DEBUG!! Europe/Berlin:" + str(now_time)) | |
| if is_between(str(now_time), ("08:00", "16:00")): | |
| #print("!!DEBUG!!...FRANKFURT MARKET OPEN!!") | |
| time.sleep(1) | |
| STR_CHECK = "EUR" | |
| if STR_CHECK in epic_id and b_ger_hol == False: | |
| b_TRADE_OK = True | |
| break | |
| ###################LONDON############################ | |
| ###################LONDON############################ | |
| ###################LONDON############################ | |
| tz = pytz.timezone('Europe/London') | |
| now_time = datetime.datetime.now(tz=tz).strftime('%H:%M') | |
| while True: | |
| if is_between(str(now_time), ("22:00", "22:59")): | |
| time.sleep(1) # Sleeping for the tally up hour | |
| print("!!DEBUG!! Tally Up hour:" + str(now_time)) | |
| now_time = datetime.datetime.now( | |
| tz=tz).strftime('%H:%M') | |
| else: | |
| break | |
| #print ("!!DEBUG!! Europe/London:" + str(now_time)) | |
| if is_between(str(now_time), ("08:00", "16:00")): | |
| #print("!!DEBUG!!...LONDON MARKET OPEN!!") | |
| time.sleep(1) | |
| STR_CHECK = "GBP" | |
| if STR_CHECK in epic_id and b_uk_hol == False: | |
| b_TRADE_OK = True | |
| break | |
| ###################NY############################ | |
| ###################NY############################ | |
| ###################NY############################ | |
| tz = pytz.timezone('America/New_York') | |
| now_time = datetime.datetime.now(tz=tz).strftime('%H:%M') | |
| #print ("!!DEBUG!! America/New_York:" + str(now_time)) | |
| if is_between(str(now_time), ("08:00", "16:00")): | |
| #print("!!DEBUG!!...NEW YORK MARKET OPEN!!") | |
| time.sleep(1) | |
| STR_CHECK = "USD" | |
| if STR_CHECK in epic_id and b_us_hol == False: | |
| b_TRADE_OK = True | |
| break | |
| ###################AUS############################ | |
| ###################AUS############################ | |
| ###################AUS############################ | |
| tz = pytz.timezone('Australia/Sydney') | |
| now_time = datetime.datetime.now(tz=tz).strftime('%H:%M') | |
| #print ("!!DEBUG!! Australia/Sydney:" + str(now_time)) | |
| if is_between(str(now_time), ("08:00", "16:00")): | |
| #print("!!DEBUG!!...SYDNEY MARKET OPEN!!") | |
| time.sleep(1) | |
| STR_CHECK = "AUD" | |
| if STR_CHECK in epic_id and b_aus_hol == False: | |
| b_TRADE_OK = True | |
| break | |
| ###################TOKYO############################ | |
| ###################TOKYO############################ | |
| ###################TOKYO############################ | |
| tz = pytz.timezone('Asia/Tokyo') | |
| now_time = datetime.datetime.now(tz=tz).strftime('%H:%M') | |
| #print ("!!DEBUG!! Asia/Tokyo:" + str(now_time)) | |
| if is_between(str(now_time), ("08:00", "16:00")): | |
| #print("!!DEBUG!!...TOKYO MARKET OPEN!!") | |
| time.sleep(1) | |
| STR_CHECK = "JPY" | |
| if STR_CHECK in epic_id and b_jp_hol == False: | |
| b_TRADE_OK = True | |
| break | |
| break | |
| if b_TRADE_OK: | |
| current_bid = d['snapshot']['bid'] | |
| ask_price = d['snapshot']['offer'] | |
| spread = float(current_bid) - float(ask_price) | |
| if float(spread) >= -1: | |
| # tmp_lst.append(epic_id) | |
| # spreads_and_epics.append(tmp_lst) | |
| pick_from_epics.append(epic_id) | |
| # print ("bid : " + str(current_bid)) | |
| # print ("ask : " + str(ask_price)) | |
| # print ("-------------------------") | |
| # print ("spread : " + str(spread)) | |
| # print ("-------------------------") | |
| print("!!DEBUG!!...FOUND GOOD EPIC..." + | |
| str(i_count) + "/" + str(len(main_epic_ids))) | |
| time.sleep(1) | |
| else: | |
| print( | |
| "!!DEBUG!!...skipping, NO GOOD EPIC....Checking next epic spreads..." + | |
| str(i_count) + | |
| "/" + | |
| str( | |
| len(main_epic_ids))) | |
| time.sleep(1) | |
| continue | |
| except Exception as e: | |
| print(e) | |
| pass | |
| return (pick_from_epics) | |
| def are_we_going_to_trade(epic_id, TRADE_DIRECTION, limit): | |
| if TRADE_DIRECTION == "NONE": | |
| return None | |
| limitDistance_value = str(limit) | |
| ########################################################################## | |
| print( | |
| "Order will be a " + | |
| str(TRADE_DIRECTION) + | |
| " Order, With a limit of: " + | |
| str(limitDistance_value)) | |
| print( | |
| "stopDistance_value for " + | |
| str(epic_id) + | |
| " will bet set at " + | |
| str(stopDistance_value)) | |
| ########################################################################## | |
| # MAKE AN ORDER | |
| base_url = REAL_OR_NO_REAL + '/positions/otc' | |
| data = { | |
| "direction": TRADE_DIRECTION, | |
| "epic": epic_id, | |
| "limitDistance": limitDistance_value, | |
| "orderType": orderType_value, | |
| "size": size_value, | |
| "expiry": expiry_value, | |
| "guaranteedStop": guaranteedStop_value, | |
| "currencyCode": currencyCode_value, | |
| "forceOpen": forceOpen_value, | |
| "stopDistance": stopDistance_value} | |
| r = requests.post( | |
| base_url, | |
| data=json.dumps(data), | |
| headers=authenticated_headers) | |
| print("-----------------DEBUG-----------------") | |
| print("#################DEBUG#################") | |
| print(r.status_code) | |
| print(r.reason) | |
| print(r.text) | |
| print("-----------------DEBUG-----------------") | |
| print("#################DEBUG#################") | |
| d = json.loads(r.text) | |
| deal_ref = d['dealReference'] | |
| time.sleep(1) | |
| # CONFIRM MARKET ORDER | |
| base_url = REAL_OR_NO_REAL + '/confirms/' + deal_ref | |
| auth_r = requests.get(base_url, headers=authenticated_headers) | |
| d = json.loads(auth_r.text) | |
| DEAL_ID = d['dealId'] | |
| print("DEAL ID : " + str(d['dealId'])) | |
| print(d['dealStatus']) | |
| print(d['reason']) | |
| if str(d['reason']) != "SUCCESS": | |
| print("!!DEBUG!!...!!some thing occurred ERROR!!") | |
| time.sleep(10) | |
| print("-----------------DEBUG-----------------") | |
| print("#################DEBUG#################") | |
| print("!!DEBUG!! Resuming...") | |
| print("-----------------DEBUG-----------------") | |
| print("#################DEBUG#################") | |
| else: | |
| print("-----------------DEBUG-----------------") | |
| print("#################DEBUG#################") | |
| print("!!DEBUG!!...Yay, ORDER OPEN") | |
| time.sleep(10) | |
| print("-----------------DEBUG-----------------") | |
| print("#################DEBUG#################") | |
| def Chandelier_Exit_formula(TRADE_DIR, ATR, Price): | |
| if TRADE_DIR == "BUY": | |
| return float(Price) - float(ATR) * 3 | |
| elif TRADE_DIR == "SELL": | |
| return float(Price) + float(ATR) * 3 | |
| def calculate_stop_loss(d): | |
| price_ranges = [] | |
| closing_prices = [] | |
| first_time_round_loop = True | |
| TR_prices = [] | |
| price_compare = "bid" | |
| for i in d['prices']: | |
| if first_time_round_loop: | |
| # First time round loop cannot get previous | |
| closePrice = i['closePrice'][price_compare] | |
| closing_prices.append(closePrice) | |
| high_price = i['highPrice'][price_compare] | |
| low_price = i['lowPrice'][price_compare] | |
| price_range = float(high_price - closePrice) | |
| price_ranges.append(price_range) | |
| first_time_round_loop = False | |
| else: | |
| prev_close = closing_prices[-1] | |
| ############################### | |
| closePrice = i['closePrice'][price_compare] | |
| closing_prices.append(closePrice) | |
| high_price = i['highPrice'][price_compare] | |
| low_price = i['lowPrice'][price_compare] | |
| price_range = float(high_price - closePrice) | |
| price_ranges.append(price_range) | |
| TR = max(high_price - low_price, | |
| abs(high_price - prev_close), | |
| abs(low_price - prev_close)) | |
| TR_prices.append(TR) | |
| return str(int(float(max(TR_prices)))) | |
| if __name__ == '__main__': | |
| while True: | |
| try: | |
| base_url = REAL_OR_NO_REAL + "/accounts" | |
| auth_r = requests.get(base_url, headers=authenticated_headers) | |
| d = json.loads(auth_r.text) | |
| print("-----------------DEBUG-----------------") | |
| print("#################DEBUG#################") | |
| print(auth_r.status_code) | |
| print(auth_r.reason) | |
| print(auth_r.text) | |
| print("-----------------DEBUG-----------------") | |
| print("#################DEBUG#################") | |
| for i in d['accounts']: | |
| if str(i['accountType']) == "SPREADBET": | |
| balance = i['balance']['balance'] | |
| deposit = i['balance']['deposit'] | |
| percent_used = percentage(deposit, balance) | |
| print("-----------------DEBUG-----------------") | |
| print("#################DEBUG#################") | |
| print( | |
| "!!DEBUG!!...Percent of account used ..." + | |
| str(percent_used)) | |
| print("-----------------DEBUG-----------------") | |
| print("#################DEBUG#################") | |
| if float(percent_used) > 70: | |
| print("!!DEBUG!!...Don't trade, Too much margin used up already") | |
| time.sleep(60) | |
| continue | |
| else: | |
| print("!!DEBUG!!...OK to trade, Account balance OK!!") | |
| tradeable_epic_ids = find_good_epics() | |
| shuffle(tradeable_epic_ids) | |
| except Exception as e: | |
| print(e) | |
| print("!!DEBUG!!...No Suitable Epics...Yet!!, Try again!!") | |
| continue | |
| for epic_id in tradeable_epic_ids: | |
| base_url = REAL_OR_NO_REAL + "/prices/" + epic_id + "/MINUTE_15/16" | |
| auth_r = requests.get(base_url, headers=authenticated_headers) | |
| d = json.loads(auth_r.text) | |
| high_prices = [] | |
| low_prices = [] | |
| mid_prices = [] | |
| close_prices = [] | |
| ATR = calculate_stop_loss(d) | |
| remaining_allowance = d['allowance']['remainingAllowance'] | |
| reset_time = humanize_time(int(d['allowance']['allowanceExpiry'])) | |
| print("-----------------DEBUG-----------------") | |
| print("#################DEBUG#################") | |
| print("Remaining API Calls left: " + str(remaining_allowance)) | |
| print("Time to API Key reset: " + str(reset_time)) | |
| print("-----------------DEBUG-----------------") | |
| print("#################DEBUG#################") | |
| for i in d['prices']: | |
| if i['highPrice']['bid'] is not None: | |
| highPrice = i['highPrice']['bid'] | |
| high_prices.append(highPrice) | |
| ######################################## | |
| if i['lowPrice']['bid'] is not None: | |
| lowPrice = i['lowPrice']['bid'] | |
| low_prices.append(lowPrice) | |
| ######################################## | |
| if i['closePrice']['bid'] is not None: | |
| closePrice = i['lowPrice']['bid'] | |
| close_prices.append(closePrice) | |
| ######################################## | |
| mid_prices.append(float(midpoint(highPrice, lowPrice))) | |
| close_prices = numpy.asarray(close_prices) | |
| low_prices = numpy.asarray(low_prices) | |
| high_prices = numpy.asarray(high_prices) | |
| mid_prices = numpy.asarray(mid_prices) | |
| xi = numpy.arange(0, len(low_prices)) | |
| close_prices_slope, close_prices_intercept, close_prices_r_value, close_prices_p_value, close_prices_std_err = stats.linregress( | |
| xi, close_prices) | |
| low_prices_slope, low_prices_intercept, low_prices_r_value, low_prices_p_value, low_prices_std_err = stats.linregress( | |
| xi, low_prices) | |
| high_prices_slope, high_prices_intercept, high_prices_r_value, high_prices_p_value, high_prices_std_err = stats.linregress( | |
| xi, high_prices) | |
| mid_prices_slope, mid_prices_intercept, mid_prices_r_value, mid_prices_p_value, mid_prices_std_err = stats.linregress( | |
| xi, mid_prices) | |
| base_url = REAL_OR_NO_REAL + '/markets/' + epic_id | |
| auth_r = requests.get( | |
| base_url, headers=authenticated_headers) | |
| d = json.loads(auth_r.text) | |
| current_bid = d['snapshot']['bid'] | |
| if distance(current_bid, mid_prices_intercept) > 1: | |
| TRADE_DIRECTION = "SELL" | |
| pip_limit = int(abs(float(max(high_prices)) - | |
| float(current_bid)) / SL_MULTIPLIER) | |
| print("-----------------DEBUG-----------------") | |
| print("#################DEBUG#################") | |
| print("!!DEBUG!!...BUY!!") | |
| print(str(epic_id)) | |
| print( | |
| "!!DEBUG!!...Take Profit@...." + | |
| str(pip_limit) + | |
| " pips") | |
| print("-----------------DEBUG-----------------") | |
| print("#################DEBUG#################") | |
| ce_stop = Chandelier_Exit_formula( | |
| TRADE_DIRECTION, ATR, min(low_prices)) | |
| tmp_stop = int(abs(float(current_bid) - (ce_stop))) | |
| elif distance(current_bid, mid_prices_intercept) < -1: | |
| TRADE_DIRECTION = "BUY" | |
| pip_limit = int(abs(float(min(low_prices)) - | |
| float(current_bid)) / SL_MULTIPLIER) | |
| print("-----------------DEBUG-----------------") | |
| print("#################DEBUG#################") | |
| print("!!DEBUG!!...SELL!!") | |
| print(str(epic_id)) | |
| print( | |
| "!!DEBUG!!...Take Profit@...." + | |
| str(pip_limit) + | |
| " pips") | |
| print("-----------------DEBUG-----------------") | |
| print("#################DEBUG#################") | |
| ce_stop = Chandelier_Exit_formula( | |
| TRADE_DIRECTION, ATR, max(high_prices)) | |
| tmp_stop = int(abs(float(current_bid) - (ce_stop))) | |
| else: | |
| pip_limit = 9999999 | |
| tmp_stop = "999999" | |
| TRADE_DIRECTION = "NONE" | |
| print("!!DEBUG!!...Within trading range...Leave!!") | |
| if int(pip_limit) <= 1: | |
| print("!!DEBUG!!...No Trade!!, Pip Limit Under 1") | |
| TRADE_DIRECTION = "NONE" | |
| stopDistance_value = str(tmp_stop) | |
| if int(stopDistance_value) <= LOW_SL_WATERMARK or int( | |
| stopDistance_value) >= HIGH_SL_WATERMARK: | |
| TRADE_DIRECTION = "NONE" | |
| try: | |
| are_we_going_to_trade(epic_id, TRADE_DIRECTION, pip_limit) | |
| except Exception as e: | |
| print(e) | |
| print("Something fucked up!!, Try again!!") | |
| continue |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment