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