def pips_to_sma_calculator(self, ev):
if ev.signal == 'buy':
return an.pip_difference(ev.lt_sma_est, ev.price['ask'])
elif ev.signal == 'sell':
return an.pip_difference(ev.lt_sma_est, ev.price['bid'])
else:
return 0
def push_next_ma_bar_1h(self, gap=1300):
ev = event.Event('tick', self.df.index[self.lastrow])
ev.df = self.df[self.lastrow - gap:self.lastrow].resample('1H', how=self.ohlc_dict).dropna(how='any')
ev.ticker = self.ticker
ev.price = {'ask': self.df_full.iloc[self.lastrow]['closeAsk'], 'bid': self.df_full.iloc[self.lastrow]['closeBid']}
ev.spread = round(an.pip_difference(self.df_full.iloc[self.lastrow]['closeAsk'], self.df_full.iloc[self.lastrow]['closeBid']), 1)
self.lastrow += 1
return ev
def sl_tp_calculator(self, event, signal):
if signal == 'buy':
price = event.price['ask']
sl = round(Decimal(min(event.df['low'].iloc[-2:])), 5)
if an.pip_difference(price, sl) < event.min_pip_sl:
sl -= event.min_pip_sl / 10000
diff = price - sl
tp = round(price + (diff * Decimal(1.5)), 5)
return (sl, tp)
elif signal == 'sell':
price = event.price['bid']
sl = round(Decimal(max(event.df['high'].iloc[-2:])), 5)
if an.pip_difference(price, sl) < event.min_pip_sl:
sl += event.min_pip_sl / 10000
diff = (sl - price)
tp = round(price - (diff * Decimal(1.5)), 5)
return (sl, tp)
else:
return (0,0)
def check_sl(self, event, trade_details):
if trade_details['signal'] == 'buy':
if event.price['bid'] - self.trailing_stop >= trade_details['sl'] and 'be' in trade_details.keys():
event.type = 'alter_trade'
event.trade_details = trade_details
event.trade_details['sl'] = event.price['bid'] - self.trailing_stop
event.trade_details['pip_sl'] = an.pip_difference(event.trade_details['sl'], event.trade_details['price']['ask'])
event.slchecked = True
return event
elif event.price['bid'] - self.initial_stop_change >= trade_details['price']['ask'] and 'be' not in trade_details.keys():
event.type = 'alter_trade'
event.trade_details = trade_details
event.trade_details['sl'] = event.trade_details['price']['ask']
event.trade_details['be'] = True
event.slchecked = True
return event
else:
event.type = 'none'
return event
elif trade_details['signal'] == 'sell':
if event.price['ask'] + self.trailing_stop <= trade_details['sl'] and 'be' in trade_details.keys():
event.type = 'alter_trade'
event.trade_details = trade_details
event.trade_details['sl'] = event.price['ask'] + self.trailing_stop
event.trade_details['pip_sl'] = an.pip_difference(event.trade_details['sl'], event.trade_details['price']['bid'])
event.slchecked = True
return event
elif event.price['ask'] + self.initial_stop_change <= trade_details['price']['bid'] and 'be' not in trade_details.keys():
event.type = 'alter_trade'
event.trade_details = trade_details
event.trade_details['sl'] = trade_details['price']['bid']
event.trade_details['be'] = True
event.slchecked = True
return event
else:
event.type = 'none'
return event
else:
event.type = 'none'
return event
def pip_take_profit_calculator(self, signal, price, takeprofit):
if signal == 'buy':
return an.pip_difference(price['ask'], takeprofit)
elif signal == 'sell':
return an.pip_difference(price['bid'], takeprofit)
def pip_stop_loss_calculator(self, signal, price, stoploss):
if signal == 'buy':
return an.pip_difference(price['ask'], stoploss)
elif signal == 'sell':
return an.pip_difference(price['bid'], stoploss)
continue
elif event.type == 'tick' and portfolio.open_trade and not (hasattr(
event, 'plchecked')):
queue.add_to_queue(portfolio.check_position(event))
try:
if portfolio.trade_details['signal'] == 'sell':
print('Position: ', portfolio.trade_details['signal'])
print('From Entry:',
(portfolio.trade_details['price']['bid'] -
event.price['ask']) * 10000)
print('Price: ', event.price['ask'])
print('SL: ', portfolio.trade_details['sl'])
print(
'To SL: ',
an.pip_difference(portfolio.trade_details['sl'],
event.price['ask']))
print(
'To TP: ',
an.pip_difference(portfolio.trade_details['tp'],
event.price['ask']))
elif portfolio.trade_details['signal'] == 'buy':
print('Position: ', portfolio.trade_details['signal'])
print('From Entry',
(event.price['bid'] -
portfolio.trade_details['price']['ask']) * 10000)
print('Price: ', event.price['bid'])
print('SL: ', portfolio.trade_details['sl'])
print(
'To SL: ',
an.pip_difference(portfolio.trade_details['sl'],
event.price['bid']))