Place-Order-Trading-Bot/check_market_regime.py

#!/usr/bin/env python3
"""
📊 Market Regime Checker - Quick Status
Checks if market is Trending or Ranging
"""

import sys
import MetaTrader5 as mt5
import pandas as pd
import numpy as np
from datetime import datetime, timezone

SYMBOL = "XAUUSD"
TIMEFRAME = mt5.TIMEFRAME_M15
ADX_THRESHOLD = 25

def calculate_adx(df, period=14):
    """Calculate ADX indicator using Wilder's smoothing (EWM)"""
    if len(df) < period + 1:
        return float('nan')

    alpha = 1 / period

    df['high_low'] = df['high'] - df['low']
    df['high_close'] = np.abs(df['high'] - df['close'].shift())
    df['low_close'] = np.abs(df['low'] - df['close'].shift())
    df['true_range'] = df[['high_low', 'high_close', 'low_close']].max(axis=1)

    df['up_move'] = df['high'] - df['high'].shift()
    df['down_move'] = df['low'].shift() - df['low']

    df['plus_dm'] = np.where((df['up_move'] > df['down_move']) & (df['up_move'] > 0), df['up_move'], 0)
    df['minus_dm'] = np.where((df['down_move'] > df['up_move']) & (df['down_move'] > 0), df['down_move'], 0)

    # Wilder's smoothing via EWM (adjust=False matches the classic formula)
    df['atr'] = df['true_range'].ewm(alpha=alpha, adjust=False).mean()
    df['plus_di'] = 100 * (df['plus_dm'].ewm(alpha=alpha, adjust=False).mean() / df['atr'])
    df['minus_di'] = 100 * (df['minus_dm'].ewm(alpha=alpha, adjust=False).mean() / df['atr'])

    sum_di = df['plus_di'] + df['minus_di']
    df['dx'] = np.where(sum_di == 0, 0.0, 100 * np.abs(df['plus_di'] - df['minus_di']) / sum_di)
    df['adx'] = df['dx'].ewm(alpha=alpha, adjust=False).mean()

    return df['adx'].iloc[-1]

def check_market_regime():
    """Check current market regime"""

    print("=" * 70)
    print(f"📊 MARKET REGIME CHECK: {SYMBOL}")
    print("=" * 70)

    if not mt5.initialize():
        print("❌ MT5 initialization failed")
        return None

    try:
        tick = mt5.symbol_info_tick(SYMBOL)
        if not tick:
            print("❌ Could not get price data")
            return None

        current_price = tick.bid
        timestamp = datetime.fromtimestamp(tick.time, tz=timezone.utc)

        print(f"\n💹 Current Price: ${current_price:.2f}")
        print(f"⏰ Time: {timestamp.strftime('%Y-%m-%d %H:%M:%S UTC')}")

        rates = mt5.copy_rates_from_pos(SYMBOL, TIMEFRAME, 0, 100)
        if rates is None or len(rates) == 0:
            print("❌ Could not get historical data")
            return None

        df = rates if isinstance(rates, pd.DataFrame) else pd.DataFrame(rates)
        df['time'] = pd.to_datetime(df['time'], unit='s')

        adx = calculate_adx(df, period=14)

        if np.isnan(adx):
            print("❌ ADX calculation failed (not enough data)")
            return None

        if adx < ADX_THRESHOLD:
            regime = "ranging"
            can_trade = False
            marker = "🛑"
            status = "RANGING MARKET"
            decision = "Trading BLOCKED"
            reason = f"ADX < {ADX_THRESHOLD} = No clear trend"
            advice = f"Wait for trending market (ADX ≥ {ADX_THRESHOLD})"
        else:
            regime = "trending"
            can_trade = True
            marker = "✅"
            status = "TRENDING MARKET"
            decision = "Trading ALLOWED"
            reason = f"ADX ≥ {ADX_THRESHOLD} = Strong trend"
            advice = "Good conditions for trading!"

        print(f"\n📈 REGIME ANALYSIS:")
        print(f"   Regime: {status}")
        print(f"   ADX: {adx:.1f}")
        print(f"   Status: {marker} {regime.upper()}")

        print(f"\n🎯 TRADING DECISION:")
        print(f"   {marker} {decision}")
        print(f"   📊 {reason}")
        print(f"   💡 {advice}")

        print(f"\n📊 ADX SCALE:")
        print("   0-20:  Very Weak/Ranging ❌")
        print("   20-25: Weak/Ranging ⚠️")
        print("   25-40: Trending ✅")
        print("   40+:   Strong Trending ✅✅")
        print(f"   YOUR ADX: {adx:.1f} {'━' * min(int(adx / 2), 40)}")

        print("\n" + "=" * 70)

        return {
            'regime': regime,
            'adx': adx,
            'can_trade': can_trade,
            'price': current_price,
            'timestamp': timestamp
        }

    finally:
        mt5.shutdown()


if __name__ == "__main__":
    result = check_market_regime()
    sys.exit(0 if (result and result['can_trade']) else 1)