Created
October 28, 2020 14:22
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Template for live algo with MetaTrader5 and Python
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# References : | |
# - https://stackoverflow.com/questions/61776425/logic-for-real-time-algo-trading-expert | |
import pytz | |
import pandas as pd | |
import MetaTrader5 as mt5 | |
import time | |
from datetime import datetime | |
from threading import Timer | |
def actualtime(): | |
# datetime object containing current date and time | |
now = datetime.now() | |
dt_string = now.strftime("%d/%m/%Y %H:%M:%S") | |
#print("date and time =", dt_string) | |
return str(dt_string) | |
def sync_60sec(op): | |
info_time_new = datetime.strptime(str(actualtime()), '%d/%m/%Y %H:%M:%S') | |
waiting_time = 60 - info_time_new.second | |
t = Timer(waiting_time, op) | |
t.start() | |
print(actualtime(), f'waiting till next minute and 00 sec...') | |
def program(symbol): | |
if not mt5.initialize(): | |
print("initialize() failed, error code =",mt5.last_error()) | |
quit() | |
timezone = pytz.timezone("Etc/UTC") | |
utc_from = datetime.now() | |
######### Change here the timeframe | |
rates = mt5.copy_rates_from(symbol, mt5.TIMEFRAME_M1, utc_from, 70) | |
mt5.shutdown() | |
rates_frame = pd.DataFrame(rates) | |
rates_frame['time']=pd.to_datetime(rates_frame['time'], unit='s') | |
# If you want to work only with open, high, low, close you could use | |
#rates_frame = rates_frame.drop(['tick_volume', 'real_volume'], axis=1) | |
print(f"\n", actualtime(),f"|| waiting for signals {symbol} ||\n") | |
if not mt5.initialize(): | |
print("initialize() failed, error code =",mt5.last_error()) | |
quit() | |
point = mt5.symbol_info(symbol).point | |
price = mt5.symbol_info_tick(symbol).ask | |
request = { | |
"action": mt5.TRADE_ACTION_PENDING, | |
"symbol": symbol, | |
"volume": 1.0, | |
"type": mt5.ORDER_TYPE_BUY_LIMIT, | |
"price": price, | |
"sl": price + 40 * point, | |
"tp": price - 80 * point, | |
"deviation": 20, | |
"magic": 234000, | |
"comment": "st_1_min_mod_3", | |
"type_time": mt5.ORDER_TIME_GTC, | |
"type_filling": mt5.ORDER_FILLING_RETURN, | |
} | |
condition_buy_1 = ( | |
(rates_frame.close.iloc[-2] > rates_frame.open.iloc[-2])& | |
(rates_frame.close.iloc[-2] > rates_frame.close.iloc[-3]) | |
) | |
if condition_buy_1: | |
#result = mt5.order_send(request) | |
print('Sending Order!') | |
# starting mt5 | |
if not mt5.initialize(): | |
print("initialize() failed, error code =", mt5.last_error()) | |
quit() | |
#------------------------------------------------------------------------------ | |
# S T A R T I N G M T 5 | |
#------------------------------------------------------------------------------ | |
account_info=mt5.account_info() | |
if account_info!=None: | |
account_info_dict = mt5.account_info()._asdict() | |
df=pd.DataFrame(list(account_info_dict.items()), columns=['property', 'value']) | |
print("account_info() as dataframe:") | |
print(df) | |
else: | |
print(f"failed to connect to trade account, error code =", mt5.last_error()) | |
mt5.shutdown() | |
#------------------------------------------------------------------------------ | |
def trading_bot(): | |
symbol_1 = 'EURUSD' | |
symbol_2 = 'EURCAD' | |
while True: | |
program(symbol_1) | |
program(symbol_2) | |
time.sleep(59.8) # it depends on your computer and ping | |
sync_60sec(trading_bot) |
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