row, priceQueue, longQueue, backtestSettings,
tradeOpen) # check for buy/sell signals
print signal["signal"]
print connection.orders()
if signal["signal"] and not tradeOpen and not connection.orders():
#event = tradeEvent("EUR_USD", 100000, signal["signal"], signal["stopLoss"], signal["takeProfit"])
threeMinutes = dt.utcnow() + datetime.timedelta(minutes=3)
event = tradeEventLimit("EUR_USD", 100000, signal["signal"],
signal["stopLoss"],
signal["takeProfit"],
signal["tradePrice"],
threeMinutes.isoformat("T"),
signal["upperBound"],
signal["lowerBound"])
try:
# PREPARE TRADE EXECUTION
execution = Execution(API_DOMAIN, ACCESS_TOKEN, ACCOUNT_ID)
execute = execution.execute_order(event)
print execute
except Exception, e:
print "there was an error!\n"
print repr(e)
print str(e)
else:
pass
time.sleep(60)
#print " *** LIVE TRADING ***" # live trading
longQueue = strategy.doQueue(longQueue,strategySettings["longQueuePeriod"],row) # add current price to queue, along with stats
#CHECK OPEN POSITIONS
tradeOpen = strategy.checkOpen(connection.positions())
print "tradeOpen: ", tradeOpen
# 2.A: STRATEGY:
signal = strategy.maCrossAnticipate(row, priceQueue, longQueue, backtestSettings, tradeOpen) # check for buy/sell signals
print signal["signal"]
print connection.orders()
if signal["signal"] and not tradeOpen and not connection.orders():
#event = tradeEvent("EUR_USD", 100000, signal["signal"], signal["stopLoss"], signal["takeProfit"])
threeMinutes = dt.utcnow() + datetime.timedelta(minutes=3)
event = tradeEventLimit("EUR_USD", 100000, signal["signal"], signal["stopLoss"], signal["takeProfit"],signal["tradePrice"],threeMinutes.isoformat("T"),signal["upperBound"],signal["lowerBound"])
try:
# PREPARE TRADE EXECUTION
execution = Execution(API_DOMAIN, ACCESS_TOKEN, ACCOUNT_ID)
execute = execution.execute_order(event)
print execute
except Exception, e:
print "there was an error!\n"
print repr(e)
print str(e)
else:
pass
time.sleep(60)
#print " *** LIVE TRADING ***" # live trading
