v4

examples/emaxover.py

@@ -0,0 +1,55 @@
+from aiomql import Strategy, ForexSymbol, TimeFrame, Tracker, OrderType, Sessions, Trader, ScalpTrader
+
+
+class EMAXOver(Strategy):
+    ttf: TimeFrame  # time frame for the strategy
+    tcc: int  # how many candles to consider
+    fast_ema: int  # fast moving average period
+    slow_ema: int  # slow moving average period
+    tracker: Tracker  # tracker to keep track of strategy state
+    interval: TimeFrame  # intervals to check for entry and exit signals
+    timeout: int  # timeout after placing an order in seconds
+
+    # default parameters for the strategy
+    # they are set as attributes. You can override them in the constructor via the params argument.
+    parameters = {'ttf': TimeFrame.H1, 'tcc': 3000, 'fast_ema': 34, 'slow_ema': 55, 'interval': TimeFrame.M15,
+                  'timeout': 3 * 60 * 60}
+
+    def __init__(self, *, symbol: ForexSymbol, params: dict | None = None, trader: Trader = None,
+                 sessions: Sessions = None, name: str = "EMAXOver"):
+        super().__init__(symbol=symbol, params=params, sessions=sessions, name=name)
+        self.tracker = Tracker(snooze=self.interval.seconds)
+        self.trader = trader or ScalpTrader(symbol=self.symbol)
+
+    async def find_entry(self):
+        # get the candles
+        candles = await self.symbol.copy_rates_from_pos(timeframe=self.ttf, start_position=0, count=self.tcc)
+
+        # get the fast moving average
+        candles.ta.ema(length=self.fast_ema, append=True)
+        # get the slow moving average
+        candles.ta.ema(length=self.slow_ema, append=True)
+        # rename the columns
+        candles.rename(**{f"EMA_{self.fast_ema}": "fast_ema", f"EMA_{self.slow_ema}": "slow_ema"}, inplace=True)
+
+        # check for crossovers
+        # fast above slow
+        fas = candles.ta_lib.cross(candles.fast_ema, candles.slow_ema, above=True)
+        # fast below slow
+        fbs = candles.ta_lib.cross(candles.fast_ema, candles.slow_ema, above=False)
+
+        ## check for entry signals in the current candle
+        if fas.iloc[-1]:
+            self.tracker.update(order_type=OrderType.BUY, snooze=self.timeout)
+        elif fbs.iloc[-1]:
+            self.tracker.update(order_type=OrderType.SELL, snooze=self.timeout)
+        else:
+            self.tracker.update(order_type=None, snooze=self.interval.seconds)
+
+    async def trade(self):
+        await self.find_entry()
+        if self.tracker.order_type is None:
+            await self.sleep(secs=self.tracker.snooze)
+        else:
+            await self.trader.place_trade(order_type=self.tracker.order_type, parameters=self.parameters)
+            await self.delay(secs=self.tracker.snooze)

examples/xover_bot.py

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+import logging
+
+from aiomql import Bot, ForexSymbol
+
+from emaxover import EMAXOver
+
+logging.basicConfig(level=logging.INFO)
+
+
+def x_bot():
+    syms = ["EURUSD", "GBPUSD", "USDJPY"]
+    symbols = [ForexSymbol(name=sym) for sym in syms]
+    strategies = [EMAXOver(symbol=symbol) for symbol in symbols]
+    bot = Bot()
+    bot.add_strategies(strategies=strategies)
+    bot.execute()
+
+
+x_bot()