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@sharavsambuu
Created October 28, 2020 14:22
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Template for live algo with MetaTrader5 and Python
# 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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