def SimpleHeikinStrategy(accountID, token, instr, window, weight):
api = API(token, accountID)
try:
candles = api.get_candles(instr, window)
df = heikin_ashi(candles)
d = len(str(df['Close'][0]).split('.')[1])
n = len(df) - 1
sl = df['Open'][n]
stop_loss = str(round(float(sl), d))
p = (df['Open'][n] + df['Close'][n]) / 2
price = round(p, d)
open_orders = api.openOrders()
if instr in open_orders:
pnl = open_orders[instr]['open_pnl']
tradeIDs = open_orders[instr]['tradeIDs']
for _id in tradeIDs:
tsl = api.update_order(_id, price, endpoint="trailingStopLoss")
print("HEIKIN TRAILING STOP UPDATED")
# close orders if this candle's color doesn't match the direction
if open_orders[instr]['Bias'] == 'Long' and df['color'][n] == 'red':
api.close(instr)
elif open_orders[instr]['Bias'] == 'Short' and df['color'][
n] == 'green':
api.close(instr)
else:
if df['color'][n] == 'green': # go long
#tp = price + (price - float(stop_loss) * 20)
take_profit = str(
round(
float(
(price + (np.abs(float(stop_loss) - price) * 3))),
d))
try:
mo = api.order(instr, weight, price, stop_loss,
take_profit)
print("HEIKIN LONG ORDER: %s" % instr)
except Exception as e:
print(e)
elif df['color'][n] == 'red': # go short
#tp = price - ((stop_loss - price) * 20)
take_profit = str(
round(
float(
(price - (np.abs(float(stop_loss) - price) * 3))),
d))
try:
mo = api.order(instr, -weight, price, stop_loss,
take_profit)
print("HEIKIN SHORT ORDER: %s" % instr)
except Exception as e:
print(e)
except:
print("canldes not available right now: %s" % instr)
def AmazingCrossoverStrategy(accountID, token, instrument, window, weight):
api = API(token, accountID)
history = api.get_candles(instrument, window)
try:
n = len(history) - 1
price = history['Close'][n]
decimal = len(price.split('.')[1])
price = float(price)
history['High'] = history['High'].astype(float)
history['Low'] = history['Low'].astype(float)
history['median_price'] = (history['High'] + history['Low']) / 2
history['rsi'] = rsi(history['median_price'], 10)
history['fast_sma'] = ema(history['Close'], 5)
history['slow_sma'] = ema(history['Close'], 10)
history[-1:].to_sql(instrument + '_' + window,
conn,
if_exists='append')
oo = api.openOrders()
# long logic
if history['fast_sma'][n] > history['slow_sma'][n]:
if instrument in oo:
if oo[instrument]['Bias'] == 'Short':
api.close(instrument)
else:
tradeID = oo[instrument]['tradeIDs'][0]
price = history['Close'][n]
tsl = api.update_order(tradeID,
price,
endpoint='trailingStopLoss')
print("AMAZING TRAILING STOP LOSS UPDATED")
else:
# if not look for an opportunity
#if history['rsi'][n] > 50.0:
stop_loss = str(round(float(price - (price * 0.002)), decimal))
take_profit = str(round(float(price + (price * 0.02)),
decimal))
try:
mo = api.order(instrument, weight, price, stop_loss,
take_profit)
print("AMAZING went long %s" % instrument)
except Exception as e:
print(e)
if history['fast_sma'][n] < history['slow_sma'][n]:
if instrument in oo:
if oo[instrument]['Bias'] == 'Long':
api.close(instrument)
else:
tradeID = oo[instrument]['tradeIDs'][0]
price = history['Close'][n]
tsl = api.update_order(tradeID,
price,
endpoint='trailingStopLoss')
print("AMAZING TRAILING STOP LOSS UPDATED")
else:
#if history['rsi'][n] < 50.0:
stop_loss = str(round(float(price + (price * 0.002)), decimal))
take_profit = str(round(float(price - (price * 0.02)),
decimal))
try:
mo = api.order(instrument, -weight, price, stop_loss,
take_profit)
print("AMAZING went short %s" % instrument)
except Exception as e:
print(e)
except:
print("candles unavailable right now: %s" % instrument)
def IchimokuStrategy(accountID, token, instrument, window, weight):
api = API(token, accountID)
try:
history = api.get_candles(instrument, window)
ichi = Ichimoku(history)
n = len(history) - 1
price = history['Close'][n]
decimal = len(price.split('.')[1])
price = float(price)
# open orders
oo = api.openOrders()
# long logic
if price > ichi['senkou_spanA'][n] and price > ichi['senkou_spanB'][n]:
# price is above the cloud
if instrument in oo:
if oo[instrument]['Bias'] == 'Short':
api.close(instrument)
elif oo[instrument]['Bias'] == 'Long':
tradeID = oo[instrument]['tradeIDs'][0]
tsl = api.update_order(tradeID,
price,
endpoint='trailingStopLoss')
print("ICHIMOKU TRAILING STOP LOSS UPDATED")
else:
if ichi['tenkan_sen'][n] > ichi['kijun_sen'][
n]: # omit chikou span signal
stop_loss = str(round(float(ichi['kijun_sen'][n]),
decimal))
take_profit = str(
round(
float((price +
(np.abs(float(stop_loss) - price) * 3))),
decimal))
try:
mo = api.order(instrument, weight, price, stop_loss,
take_profit)
print("ICHIMOKU went long %s" % instrument)
except Exception as e:
print(e)
# short logic
if price < ichi['senkou_spanA'][n] and price < ichi['senkou_spanB'][n]:
# check to see if there's already a position
if instrument in oo:
if oo[instrument]['Bias'] == 'Long':
api.close(instrument)
elif oo[instrument]['Bias'] == 'Short':
tradeID = oo[instrument]['tradeIDs'][0]
tsl = api.update_order(tradeID,
price,
endpoint='trailingStopLoss')
print("ICHIMOKU TRAILING STOP LOSS UPDATED")
else:
# if not, let's look for an opportunity
if ichi['tenkan_sen'][n] < ichi['kijun_sen'][n]:
stop_loss = str(round(float(ichi['kijun_sen'][n]),
decimal))
take_profit = str(
round(
float((price -
(np.abs(float(stop_loss) - price) * 3))),
decimal))
try:
mo = api.order(instrument, -weight, price, stop_loss,
take_profit)
print("ICHIMOKU went short %s" % instrument)
except Exception as e:
print(e)
except:
print("candles unavailable right now: %s" % instrument)
