online trading based on indicators and candles
Project description
base trading bot. mathematics of mechanical trading systems
#This simple library allows to count and to plot several indicators.
#Supported indicators: #'ivar', 'atr', 'macd', 'rsi', 'bollinger', 'aroon', 'stohasctic'
#Supported candles: #'black_maribozu', 'white_maribozu', 'solders', 'crows'
#example of usage:
importing
from candleplot_trade_library import candleplotfigures
creating instance
CPF = candleplotfigures(ticker = 'BTC-USD', # 'BTC-USD', 'GOOG' period = "1d", # start= '2021-05-25 14:38:00-04:00', interval = "1m", html_log = True, full_console_log = True, buy_commission = 0.003, sell_commission = 0.003)
getting indicators plot
CPF.indicators.atr(TR = [14, 100])
CPF.indicators.macd(EMA1 = 12, EMA2 = 26, EMA_signal = 9)
CPF.indicators.rsi(EMA1 = 14, EMA2 = 20)
CPF.indicators.bollinger(WINDOW = 20, K = 2)
CPF.indicators.ivar(WINDOW = 10)
CPF.indicators.aroon(WINDOW = 14)
CPF.indicators.stohasctic(WINDOW = 5, EMA1 = 3, EMA2 = 3)
CPF.plot(['all'])
getting candle plot
CPF.candles.black_maribozu(percent_up = 0.1, percent_down = 0.1)
CPF.candles.white_maribozu(percent_up = 0.1, percent_down = 0.1)
CPF.candles.three_white_solders(percent = 0.5)
CPF.candles.three_black_crows(percent = 0.5)
CPF.plot(['white_maribozu', 'black_maribozu', 'three_white_solders', 'three_black_crows'])
getting plot for everything in library
CPF.plot(['all'])
defining indicators
indicators = [ 'ivar', 'atr', 'macd', 'rsi', 'bollinger', 'aroon', 'stohasctic', 'stohasctic_sma', 'black_maribozu', 'white_maribozu', 'solders', 'crows' ]
defining strategy (though its only one by now)
CPF.set_traid_strategy('simple', indicators = indicators, money = 300000)
run test trade for previous periods
CPF.trade_several(start_idx = 220)
get profit by each indicator
CPF.train(end = None, money = 100000)
run trade in real time
CPF.start(refresh_time = 5)
Link to github page
https://github.com/zungl/base-trading-bot.mathematics-of-mechanical-trading-systems
Link to pip
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