aiomql/docs/lib/strategy.md

Strategy

The base class for creating strategies.

Table of Contents

• Strategy
• _init_
• sleep
• delay
• live_sleep
• backtest_sleep
• run_strategy
• live_strategy
• backtest_strategy
• trade
• test

Strategy

class Strategy(ABC)

The base class for creating strategies.

Attributes:

Name	Type	Description	Default
name	str	A name for the strategy.	None
symbol	Symbol	The Financial Instrument as a Symbol Object	None
sessions	Sessions	Trading sessions.	None
mt5	MetaTrader | MetaBackTester	MetaTrader instance.	None
config	Config	Config instance.	None
parameters	dict	A dictionary of parameters for the strategy.	None
backtest_controller	BackTesterController	A controller for the backtester.
current_session	Session	The current trading session
running	bool	A flag to indicate if the strategy is running.	True

_init_

def __init__(*, symbol: Symbol, params: dict = None, sessions: Sessions, name: str = "")

Initiate the parameters dict and add name and symbol fields. Use class name as strategy name if name is not provided.

Parameters:

Name	Type	Description	Default
symbol	Symbol	The Financial instrument
params	Dict	Trading strategy parameters	None
sessions	Sessions	Trading sessions	None
name	str	The name of the strategy	""

sleep

async def sleep(*, secs: float)

Sleep for the needed amount of seconds in between requests to the terminal. computes the accurate amount of time needed to sleep ensuring that the next request is made at the start of a new bar and making cooperative multitasking possible. This method calls the live_sleep method during live trading or backtest_sleep.

Parameters:

Name	Type	Description	Default
secs	float	The time in seconds. Usually the timeframe you are trading on.	None

delay

async def delay(*, secs: float)

Sleep for the needed amount of seconds specified in the parameter.

live_sleep

async def live_sleep(*, secs: float)

Sleep method for live trading

backtest_sleep

async def backtest_sleep(*, secs: float)

Sleep method for backtesting

trade

@abstractmethod
async def trade()

Place trades using this method. Implement this method in your own strategy as you wish.

test

@abstractmethod
async def test()

Use for backtesting. If not implemented use the trade method.

run_strategy

async def run_strategy()

Run the strategy by calling the trade or test method repeatedly in a while loop. This method actually calls the live_strategy or backtest_strategy depending on the mode.

live_strategy

async def live_strategy()

Runs the strategy in live mode.

backtest_strategy

async def live_strategy()

Runs the strategy in backtest mode.