Example input
[Code language]: Python, [Bot type]: Forex [Time Frames]: 3min 5min 1hr, [Trading indicator]: RSI VWAP SMA , ect.
Example output
Okay, let's start coding your Forex trading bot in Python based on the given requirements:
First, we will import the necessary libraries:
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import pandas as pd
import numpy as np
import oandapyV20
import oandapyV20.endpoints.trades as trades
import oandapyV20.endpoints.orders as orders
import oandapyV20.endpoints.pricing as pricing
import time
Next, we will define some variables:
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tickers = ["GBP_USD", "USD_CAD", "USD_CHF", "USD_JPY"]
allocation = [0.25, 0.25, 0.25, 0.25] # Cash allocation for each ticker
total_cash = 10000 # Total available cash
position_size = 100 # Dollar value for each position opening
timeframes = ["M3", "M15", "H1", "H4", "D"] # Time intervals
indicators = ["EMA", "RSI", "BBANDS", "ICHIMOKU"] # Indicators to use
rsi_buy = 28 # RSI buy signal value
rsi_sell = 72 # RSI sell signal value
rsi_hold_low = 35 # RSI hold signal low range
rsi_hold_high = 65 # RSI hold signal high range
tenkan_period = 9 # Ichimoku Cloud Tenkan-sen period
kijun_period = 26 # Ichimoku Cloud Kijun-sen period
senkou_a_period = 52 # Ichimoku Cloud Senkou Span A period
senkou_b_period = 26 # Ichimoku Cloud Senkou Span B period
chikou_lag_period = 26 # Ichimoku Cloud Chikou Span lag period
trailing_stop = 2 # Trailing stop order percentage
We will also define some functions:
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def get_price(ticker):
"""
Get the current price for a given ticker
"""
params = {"instruments": ticker}
r = pricing.PricingInfo(accountID=account_id, params=params)
rv = api.request(r)
return float(rv["prices"][0]["bids"][0]["price"])
def get_position_size(price):
"""
Calculate the position size based on the given price
"""
return int(position_size / price)
def get_rsi(df):
"""
Calculate the RSI for a given dataframe
"""
delta = df["close"].diff()
gain = delta.where(delta > 0, 0)
loss = -delta.where(delta < 0, 0)
avg_gain = gain.rolling(14).mean()
avg_loss = loss.rolling(14).mean()
rs = avg_gain / avg_loss
rsi = 100 - (100 / (1 + rs))
return rsi[-1]
def get_bbands(df):
"""
Calculate the Bollinger Bands for a given dataframe
"""
ma = df["close"].rolling(20).mean()
std = df["close"].rolling(20).std()
upper_band = ma + 2 * std
lower_band = ma - 2 * std
return upper_band[-1], lower_band[-1]
def get_ichimoku(df):
"""
Calculate the Ichimoku Cloud for a given dataframe
"""
high = df["high"]
low = df["low"]
tenkan_sen_high = high.rolling(tenkan_period).max