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