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TRADEO - A forex trading framework using MetaTrader

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This library contains a series of tools to create a trading bot for Forex trading. It uses the DWX Connect (modified) to send commands and receive information of MetaTrader. This library is created based on a linux installation of MetaTrader.

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Installation

Install the library

PIP

pip install tradeo

POETRY

poetry add tradeo

Or you can add manually in pyproject.toml file if you want download it from a specific branch:

tradeo = { git = "git@github.com:sorul/tradeo.git", branch = "master" }

And finally:

poetry install --without dev

Configure Metatrader

It is necessary to download the mt_tb_expert.mq5 file and put it in the proper directory. This directory is usually: MetaTrader/MQL5/Experts/Advisors/mt_tb_expert.mq5.

We add the currency pairs in the timeframe we are going to use (in my case it would be 5 minutes). There is the option for the bot to open them automatically, but I do not recommend it.

Activate the expert in any symbol chart, it does not matter which chart you use. But only in one of them.

[!TIP] If you want to execute MetaTrader in the background, your can use this execute_mt5.sh script.

Usage

  • You can create strategies inheriting tradeo.strategies.strategy.Strategy class. An example of this it would be basic_strategy.py

  • You can customize the handler of metatrader responses inheriting tradeo.event_handlers.event_handler.EventHandler class. An example of this it would be basic_handler.py

  • An example of a main script using this library would be basic_forex.py that inheriting tradeo.executable.executable.Executable.

[!NOTE]
A real project that imports this wonderful library and you can watch for inspiration is sorul_tradingbot

Execution of your project if you import this library

It's necessary to export certain environment variables before running the bot.

# Timezone configuration
export TB_LOCAL_TIMEZONE=Europe/Madrid
export TB_BROKER_TIMEZONE=Etc/GMT-2

# Trading configuration
export TB_SYMBOLS=EURUSD,USDCAD,USDCHF
export TB_ACCOUNT_CURRENCY=EUR
export TB_TIMEFRAME=M5
export TB_LOOKBACK_DAYS=10

# Forex-Client configuration
export TB_CHECK_MESSAGES_THREAD=true
export TB_CHECK_MARKET_DATA_THREAD=false
export TB_CHECK_BAR_DATA_THREAD=false
export TB_CHECK_OPEN_ORDERS_THREAD=true
export TB_CHECK_HISTORICAL_DATA_THREAD=true
export TB_CHECK_HISTORICAL_TRADES_THREAD=false

# Metatrader configuration
export TB_WINE_PATH=/usr/local/bin/wine
export TB_WINE_HOME="${HOME}/.wine"
export TB_MT_TERMINAL_EXE="${TB_WINE_HOME}/drive_c/Program Files/MetaTrader/terminal.exe"
export TB_MT_FILES_PATH="${TB_WINE_HOME}/drive_c/Program Files/MetaTrader/MQL5/Files"

# Logging configuration
export TB_LOG_LEVEL=INFO
export TB_SYSLOG_ADDRESS=logs2.papertrailapp.com
export TB_SYSLOG_PORT=43931

# Telegram configuration
export TB_TG_LOG_LEVEL=INFO
export TB_TG_FOREX_TOKEN=0000000000:AAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAA
export TB_TG_FOREX_CHAT_ID=-999999999

The different possibilities for exporting environment variables depend on the user's preference. For example, we can place all the variables in a ".env" file and then execute the command using Poetry:

main_forex.sh

#!/bin/bash
PATH=/home/pi/.poetry/bin:/home/pi/.pyenv/shims:/home/pi/.pyenv/bin:/home/pi/.poetry/bin:/home/pi/.pyenv/shims:/home/pi/.pyenv/bin:/home/pi/.cargo/bin:/home/pi/.poetry/bin:/home/pi/.local/bin:/usr/local/sbin:/usr/local/bin:/usr/sbin:/usr/bin:/sbin:/bin:/usr/local/games:/usr/games
SHELL=/usr/bin/bash
DISPLAY=:10.0
XAUTHORITY=/home/pi/.Xauthority
touch ~/.bashrc
cd <path_to_project>
source .env
poetry run run_forex

Edit the crontab (crontab -e):

@reboot /usr/bin/env bash <path_to_your_project>/execute_mt5.sh

*/5 * * * 0-5 <path_to_your_project>/main_forex.sh >> /tmp/crontab_script_log.txt 2>&1

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