mirror of
https://github.com/Ichinga-Samuel/aiomql.git
synced 2026-07-28 12:47:43 +00:00
Ichinga Samuel
56 lines
2.6 KiB
Python
56 lines
2.6 KiB
Python
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)
|