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May 10, 2018 02:45
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Forex automated trader - https://www.reddit.com/r/Forex/comments/8i4i3r/my_controversial_algorithm_released/
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| #!/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 |
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