if not order:
if strategy.signal == 'buy':
price = candle.close - (candle.close * order_diff / 100)
elif strategy.signal == 'sell':
price = candle.close + (candle.close * order_diff / 100)
else:
price = candle.close
order = Order(candle.end, order_valid_time, price, strategy.signal)
# Check order status
if order:
if order.status == 'ACTIVE':
order.check_status(candle)
if order.status == 'FILLED':
if order.side == 'buy':
logging.info('Open long position @ ' + str(order.price) + " diff: " + str(strategy.up_percent * 100))
pos.open('btcusd', order.price, start_margin / float(order.price))
plot_buy_index.append(datetime.fromtimestamp(float(candle.start / 1000)))
plot_buy_value.append(order.price)
if order.side == 'sell':
logging.info('Open short position @ ' + str(order.price) + " diff: " + str(strategy.down_percent * 100))
pos.open('btcusd', order.price, -start_margin / float(order.price))
plot_sell_index.append(datetime.fromtimestamp(float(candle.start / 1000)))
plot_sell_value.append(order.price)
# trailing_profit_pct = (strategy.down_percent * 100 + order_diff) / 4
# stop_pct = trailing_profit_pct * 2
order = None
elif order.status == 'CANCELED':
order = None
check_position(candle, trade)
candle = OHLCV()
plot_macd_short = []
plot_macd_long = []
for trade in trade_cursor:
# Add trade to OHLCV candle
candle.add_trade(trade['time'], trade['size'], trade['price'],
trade['side'])
# print(candle.start, candle.end, candle.open, candle.high, candle.low, candle.close, candle.volume)
# Check order status
if order:
if order.status == 'ACTIVE':
order.check_status(candle)
if order.status == 'FILLED':
if order.side == 'buy':
logging.info('Open long position @ ' + str(order.price) +
" diff: " + str(strategy.up_percent * 100))
pos.open('btcusd', order.price, margin / float(order.price))
plot_buy_index.append(
datetime.fromtimestamp(float(candle.start / 1000)))
plot_buy_value.append(order.price)
if order.side == 'sell':
logging.info('Open short position @ ' + str(order.price) +
" diff: " + str(strategy.down_percent * 100))
pos.open('btcusd', order.price, -margin / float(order.price))
plot_sell_index.append(
datetime.fromtimestamp(float(candle.start / 1000)))
plot_sell_value.append(order.price)
trailing_profit_pct = (strategy.down_percent * 100 +
order_diff) / 4
stop_pct = trailing_profit_pct * 2
order = None
elif order.status == 'CANCELED':
