diff --git a/placedOrderBot.ipynb b/placedOrderBot.ipynb
index a6cd455..969fbf1 100644
--- a/placedOrderBot.ipynb
+++ b/placedOrderBot.ipynb
@@ -16,7 +16,7 @@
},
{
"cell_type": "code",
- "execution_count": null,
+ "execution_count": 172,
"metadata": {},
"outputs": [],
"source": [
@@ -35,9 +35,20 @@
},
{
"cell_type": "code",
- "execution_count": null,
+ "execution_count": 173,
"metadata": {},
- "outputs": [],
+ "outputs": [
+ {
+ "data": {
+ "text/plain": [
+ "True"
+ ]
+ },
+ "execution_count": 173,
+ "metadata": {},
+ "output_type": "execute_result"
+ }
+ ],
"source": [
"# login to your Trading Account - sign up in the description\n",
"mt.initialize()\n",
@@ -58,7 +69,7 @@
},
{
"cell_type": "code",
- "execution_count": null,
+ "execution_count": 174,
"metadata": {},
"outputs": [],
"source": [
@@ -81,7 +92,7 @@
},
{
"cell_type": "code",
- "execution_count": 665,
+ "execution_count": 267,
"metadata": {},
"outputs": [
{
@@ -118,28 +129,6 @@
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@@ -782,66 +793,66 @@
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" time open high low close tick_volume spread \\\n",
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- "1 2025-01-30 2759.43 2798.40 2758.21 2793.09 162479 18 \n",
- "2 2025-01-31 2796.26 2817.07 2791.03 2799.25 176088 18 \n",
- "3 2025-02-03 2800.67 2830.72 2772.09 2814.76 222780 18 \n",
- "4 2025-02-04 2814.23 2845.34 2807.33 2842.09 190207 18 \n",
- "5 2025-02-05 2842.57 2882.22 2839.76 2867.22 144079 18 \n",
- "6 2025-02-06 2865.36 2873.34 2834.23 2855.99 136634 18 \n",
- "7 2025-02-07 2855.96 2886.76 2852.55 2861.36 174549 18 \n",
- "8 2025-02-10 2858.80 2911.71 2854.73 2907.97 174533 18 \n",
- "9 2025-02-11 2907.84 2942.67 2881.61 2897.68 221876 18 \n",
- "10 2025-02-12 2898.02 2909.09 2864.20 2904.11 185547 18 \n",
- "11 2025-02-13 2904.02 2929.41 2900.54 2928.40 152063 18 \n",
- "12 2025-02-14 2927.85 2939.99 2876.94 2882.55 180610 18 \n",
- "13 2025-02-17 2884.84 2906.38 2878.83 2897.46 129712 18 \n",
- "14 2025-02-18 2898.40 2936.88 2891.99 2935.23 139030 18 \n",
- "15 2025-02-19 2935.71 2946.87 2918.54 2932.76 160944 18 \n",
- "16 2025-02-20 2933.47 2954.83 2924.08 2938.61 155405 18 \n",
- "17 2025-02-21 2938.70 2949.74 2916.75 2935.95 159274 18 \n",
- "18 2025-02-24 2935.19 2956.22 2921.30 2952.46 171870 18 \n",
- "19 2025-02-25 2952.42 2953.75 2888.18 2914.93 198402 18 \n",
- "20 2025-02-26 2915.06 2930.16 2890.77 2916.36 158179 18 \n",
- "21 2025-02-27 2916.73 2920.82 2867.77 2877.15 207221 18 \n",
- "22 2025-02-28 2877.31 2885.07 2832.62 2859.03 224045 18 \n",
- "23 2025-03-03 2856.18 2895.21 2855.57 2893.66 205740 18 \n",
- "24 2025-03-04 2892.77 2927.81 2881.92 2917.65 214258 18 \n",
- "25 2025-03-05 2917.84 2929.88 2894.34 2919.11 231043 18 \n",
- "26 2025-03-06 2919.52 2926.51 2891.20 2911.01 219058 18 \n",
- "27 2025-03-07 2911.39 2930.42 2896.78 2912.06 225312 18 \n",
- "28 2025-03-10 2911.25 2918.22 2880.22 2889.02 220535 18 \n",
- "29 2025-03-11 2888.82 2922.13 2880.30 2916.08 175258 18 \n",
- "30 2025-03-12 2915.66 2940.48 2906.11 2933.24 170540 18 \n",
- "31 2025-03-13 2934.10 2989.05 2932.89 2989.01 177969 18 \n",
- "32 2025-03-14 2989.31 3004.93 2978.46 2986.39 197059 18 \n",
- "33 2025-03-17 2984.83 3001.86 2982.13 3001.42 155946 18 \n",
- "34 2025-03-18 3001.16 3038.25 2999.39 3034.08 179165 18 \n",
- "35 2025-03-19 3033.89 3051.96 3022.79 3047.26 174636 18 \n",
- "36 2025-03-20 3047.96 3057.46 3025.69 3044.64 200333 18 \n",
- "37 2025-03-21 3044.55 3047.43 2999.46 3023.15 185542 18 \n",
- "38 2025-03-24 3021.99 3033.33 3002.46 3011.81 193224 18 \n",
- "39 2025-03-25 3011.62 3035.94 3007.55 3020.34 153347 18 \n",
- "40 2025-03-26 3019.39 3032.03 3012.34 3018.96 162718 18 \n",
- "41 2025-03-27 3019.37 3059.67 3017.60 3056.73 196828 18 \n",
- "42 2025-03-28 3056.57 3086.76 3054.19 3084.56 187584 18 \n",
- "43 2025-03-31 3086.34 3127.96 3076.77 3124.07 209942 18 \n",
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- "45 2025-04-02 3113.80 3143.32 3105.20 3133.56 188846 18 \n",
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- "48 2025-04-07 3008.62 3055.38 2956.52 2982.60 212668 0 \n",
- "49 2025-04-08 2983.16 3022.64 2974.72 2982.34 185173 18 \n",
- "50 2025-04-09 2983.48 3099.46 2969.98 3082.91 253727 18 \n",
- "51 2025-04-10 3083.53 3176.29 3071.39 3175.77 184496 18 \n",
- "52 2025-04-11 3175.72 3245.34 3175.71 3237.59 187568 18 \n",
- "53 2025-04-14 3226.90 3245.72 3193.72 3210.36 157467 18 \n",
- "54 2025-04-15 3211.18 3233.55 3210.02 3229.79 115741 18 \n",
- "55 2025-04-16 3231.04 3342.39 3229.80 3342.26 172558 18 \n",
- "56 2025-04-17 3343.13 3357.71 3283.98 3327.48 162159 18 \n",
- "57 2025-04-21 3332.68 3430.48 3328.90 3424.67 165503 18 \n",
- "58 2025-04-22 3424.07 3500.04 3366.85 3381.28 205173 18 \n",
- "59 2025-04-23 3353.28 3386.63 3260.21 3284.89 184866 18 \n",
+ "0 2025-01-31 2796.26 2817.07 2791.03 2799.25 176088 18 \n",
+ "1 2025-02-03 2800.67 2830.72 2772.09 2814.76 222780 18 \n",
+ "2 2025-02-04 2814.23 2845.34 2807.33 2842.09 190207 18 \n",
+ "3 2025-02-05 2842.57 2882.22 2839.76 2867.22 144079 18 \n",
+ "4 2025-02-06 2865.36 2873.34 2834.23 2855.99 136634 18 \n",
+ "5 2025-02-07 2855.96 2886.76 2852.55 2861.36 174549 18 \n",
+ "6 2025-02-10 2858.80 2911.71 2854.73 2907.97 174533 18 \n",
+ "7 2025-02-11 2907.84 2942.67 2881.61 2897.68 221876 18 \n",
+ "8 2025-02-12 2898.02 2909.09 2864.20 2904.11 185547 18 \n",
+ "9 2025-02-13 2904.02 2929.41 2900.54 2928.40 152063 18 \n",
+ "10 2025-02-14 2927.85 2939.99 2876.94 2882.55 180610 18 \n",
+ "11 2025-02-17 2884.84 2906.38 2878.83 2897.46 129712 18 \n",
+ "12 2025-02-18 2898.40 2936.88 2891.99 2935.23 139030 18 \n",
+ "13 2025-02-19 2935.71 2946.87 2918.54 2932.76 160944 18 \n",
+ "14 2025-02-20 2933.47 2954.83 2924.08 2938.61 155405 18 \n",
+ "15 2025-02-21 2938.70 2949.74 2916.75 2935.95 159274 18 \n",
+ "16 2025-02-24 2935.19 2956.22 2921.30 2952.46 171870 18 \n",
+ "17 2025-02-25 2952.42 2953.75 2888.18 2914.93 198402 18 \n",
+ "18 2025-02-26 2915.06 2930.16 2890.77 2916.36 158179 18 \n",
+ "19 2025-02-27 2916.73 2920.82 2867.77 2877.15 207221 18 \n",
+ "20 2025-02-28 2877.31 2885.07 2832.62 2859.03 224045 18 \n",
+ "21 2025-03-03 2856.18 2895.21 2855.57 2893.66 205740 18 \n",
+ "22 2025-03-04 2892.77 2927.81 2881.92 2917.65 214258 18 \n",
+ "23 2025-03-05 2917.84 2929.88 2894.34 2919.11 231043 18 \n",
+ "24 2025-03-06 2919.52 2926.51 2891.20 2911.01 219058 18 \n",
+ "25 2025-03-07 2911.39 2930.42 2896.78 2912.06 225312 18 \n",
+ "26 2025-03-10 2911.25 2918.22 2880.22 2889.02 220535 18 \n",
+ "27 2025-03-11 2888.82 2922.13 2880.30 2916.08 175258 18 \n",
+ "28 2025-03-12 2915.66 2940.48 2906.11 2933.24 170540 18 \n",
+ "29 2025-03-13 2934.10 2989.05 2932.89 2989.01 177969 18 \n",
+ "30 2025-03-14 2989.31 3004.93 2978.46 2986.39 197059 18 \n",
+ "31 2025-03-17 2984.83 3001.86 2982.13 3001.42 155946 18 \n",
+ "32 2025-03-18 3001.16 3038.25 2999.39 3034.08 179165 18 \n",
+ "33 2025-03-19 3033.89 3051.96 3022.79 3047.26 174636 18 \n",
+ "34 2025-03-20 3047.96 3057.46 3025.69 3044.64 200333 18 \n",
+ "35 2025-03-21 3044.55 3047.43 2999.46 3023.15 185542 18 \n",
+ "36 2025-03-24 3021.99 3033.33 3002.46 3011.81 193224 18 \n",
+ "37 2025-03-25 3011.62 3035.94 3007.55 3020.34 153347 18 \n",
+ "38 2025-03-26 3019.39 3032.03 3012.34 3018.96 162718 18 \n",
+ "39 2025-03-27 3019.37 3059.67 3017.60 3056.73 196828 18 \n",
+ "40 2025-03-28 3056.57 3086.76 3054.19 3084.56 187584 18 \n",
+ "41 2025-03-31 3086.34 3127.96 3076.77 3124.07 209942 18 \n",
+ "42 2025-04-01 3122.98 3148.96 3100.79 3114.26 206537 18 \n",
+ "43 2025-04-02 3113.80 3143.32 3105.20 3133.56 188846 18 \n",
+ "44 2025-04-03 3142.25 3167.64 3054.21 3113.32 313074 0 \n",
+ "45 2025-04-04 3114.54 3136.61 3015.79 3038.42 252778 18 \n",
+ "46 2025-04-07 3008.62 3055.38 2956.52 2982.60 212668 0 \n",
+ "47 2025-04-08 2983.16 3022.64 2974.72 2982.34 185173 18 \n",
+ "48 2025-04-09 2983.48 3099.46 2969.98 3082.91 253727 18 \n",
+ "49 2025-04-10 3083.53 3176.29 3071.39 3175.77 184496 18 \n",
+ "50 2025-04-11 3175.72 3245.34 3175.71 3237.59 187568 18 \n",
+ "51 2025-04-14 3226.90 3245.72 3193.72 3210.36 157467 18 \n",
+ "52 2025-04-15 3211.18 3233.55 3210.02 3229.79 115741 18 \n",
+ "53 2025-04-16 3231.04 3342.39 3229.80 3342.26 172558 18 \n",
+ "54 2025-04-17 3343.13 3357.71 3283.98 3327.48 162159 18 \n",
+ "55 2025-04-21 3332.68 3430.48 3328.90 3424.67 165503 18 \n",
+ "56 2025-04-22 3424.07 3500.04 3366.85 3381.28 205173 18 \n",
+ "57 2025-04-23 3353.28 3386.63 3260.21 3288.34 193560 18 \n",
+ "58 2025-04-24 3288.51 3367.41 3288.45 3349.38 160771 18 \n",
+ "59 2025-04-25 3350.42 3370.71 3265.04 3318.69 240555 18 \n",
"\n",
" real_volume \n",
"0 0 \n",
@@ -906,7 +917,7 @@
"59 0 "
]
},
- "execution_count": 665,
+ "execution_count": 267,
"metadata": {},
"output_type": "execute_result"
}
@@ -920,7 +931,7 @@
},
{
"cell_type": "code",
- "execution_count": 666,
+ "execution_count": 268,
"metadata": {},
"outputs": [
{
@@ -929,7 +940,7 @@
"(3500.0, 3367.0)"
]
},
- "execution_count": 666,
+ "execution_count": 268,
"metadata": {},
"output_type": "execute_result"
}
@@ -944,16 +955,16 @@
},
{
"cell_type": "code",
- "execution_count": 667,
+ "execution_count": 269,
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
- "(3500.04, 3366.85)"
+ "(3367.41, 3288.45)"
]
},
- "execution_count": 667,
+ "execution_count": 269,
"metadata": {},
"output_type": "execute_result"
}
@@ -967,16 +978,16 @@
},
{
"cell_type": "code",
- "execution_count": 668,
+ "execution_count": 270,
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
- "(3386.63, 3260.21)"
+ "(3370.71, 3265.04)"
]
},
- "execution_count": 668,
+ "execution_count": 270,
"metadata": {},
"output_type": "execute_result"
}
@@ -992,28 +1003,28 @@
"cell_type": "markdown",
"metadata": {},
"source": [
- "## Get High and Low last 25 Minutes"
+ "## Get High and Low last 5 Minutes intervall - 75 candles"
]
},
{
"cell_type": "code",
- "execution_count": 669,
+ "execution_count": 271,
"metadata": {},
"outputs": [],
"source": [
"def tp_sl():\n",
- " ohlc = mt.copy_rates_from_pos('XAUUSD', mt.TIMEFRAME_M1, 1, 25)\n",
+ " ohlc = mt.copy_rates_from_pos('XAUUSD', mt.TIMEFRAME_M5, 1, 75)\n",
" ohlc_df = pd.DataFrame(ohlc)\n",
" ohlc_df['time']=pd.to_datetime(ohlc_df['time'], unit='s')\n",
"\n",
"\n",
" # Create a column to mark the start of 5-minute intervals\n",
- " ohlc_df['box_start'] = (ohlc_df['time'].dt.minute % 5 == 0).astype(int)\n",
+ " ohlc_df['box_start'] = (ohlc_df['time'].dt.minute % 15 == 0).astype(int)\n",
" # Create columns for rolling maximum and minimum over the last 5 candles, excluding the current candle\n",
- " ohlc_df['max_box'] = ohlc_df['high'].shift(1).rolling(window=5).max()\n",
- " ohlc_df['min_box'] = ohlc_df['low'].shift(1).rolling(window=5).min()\n",
+ " ohlc_df['max_box'] = ohlc_df['high'].shift(1).rolling(window=15).max()\n",
+ " ohlc_df['min_box'] = ohlc_df['low'].shift(1).rolling(window=15).min()\n",
" # Breaking signal\n",
- " ohlc_df[\"Break_signal\"] = (ohlc_df[\"close\"] > ohlc_df[\"max_box\"]).astype(int) * 2 + (ohlc_df[\"close\"] < ohlc_df[\"min_box\"]).astype(int)\n",
+ " #ohlc_df[\"Break_signal\"] = (ohlc_df[\"close\"] > ohlc_df[\"max_box\"]).astype(int) * 2 + (ohlc_df[\"close\"] < ohlc_df[\"min_box\"]).astype(int)\n",
" #print(ohlc_df['max_box'][14].astype(int)*2)\n",
"\n",
" return ohlc_df\n"
@@ -1021,7 +1032,7 @@
},
{
"cell_type": "code",
- "execution_count": 670,
+ "execution_count": 272,
"metadata": {},
"outputs": [
{
@@ -1056,384 +1067,358 @@
" box_start | \n",
" max_box | \n",
" min_box | \n",
- " Break_signal | \n",
" \n",
" \n",
" \n",
" \n",
- " | 0 | \n",
- " 2025-04-23 21:36:00 | \n",
- " 3279.67 | \n",
- " 3279.72 | \n",
- " 3279.11 | \n",
- " 3279.27 | \n",
- " 78 | \n",
- " 18 | \n",
- " 0 | \n",
- " 0 | \n",
- " NaN | \n",
- " NaN | \n",
- " 0 | \n",
- "
\n",
- " \n",
" | 1 | \n",
- " 2025-04-23 21:37:00 | \n",
- " 3279.31 | \n",
- " 3281.24 | \n",
- " 3279.25 | \n",
- " 3280.81 | \n",
- " 95 | \n",
+ " 2025-04-25 17:45:00 | \n",
+ " 3282.20 | \n",
+ " 3282.66 | \n",
+ " 3279.63 | \n",
+ " 3280.86 | \n",
+ " 1373 | \n",
" 18 | \n",
" 0 | \n",
- " 0 | \n",
+ " 1 | \n",
" NaN | \n",
" NaN | \n",
- " 0 | \n",
- "
\n",
- " \n",
- " | 2 | \n",
- " 2025-04-23 21:38:00 | \n",
- " 3280.81 | \n",
- " 3281.40 | \n",
- " 3280.45 | \n",
- " 3281.20 | \n",
- " 86 | \n",
- " 18 | \n",
- " 0 | \n",
- " 0 | \n",
- " NaN | \n",
- " NaN | \n",
- " 0 | \n",
- "
\n",
- " \n",
- " | 3 | \n",
- " 2025-04-23 21:39:00 | \n",
- " 3281.31 | \n",
- " 3281.52 | \n",
- " 3280.10 | \n",
- " 3280.12 | \n",
- " 88 | \n",
- " 18 | \n",
- " 0 | \n",
- " 0 | \n",
- " NaN | \n",
- " NaN | \n",
- " 0 | \n",
"
\n",
" \n",
" | 4 | \n",
- " 2025-04-23 21:40:00 | \n",
- " 3280.12 | \n",
- " 3280.55 | \n",
- " 3279.80 | \n",
- " 3280.10 | \n",
- " 77 | \n",
+ " 2025-04-25 18:00:00 | \n",
+ " 3277.96 | \n",
+ " 3280.87 | \n",
+ " 3276.92 | \n",
+ " 3280.03 | \n",
+ " 1236 | \n",
" 18 | \n",
" 0 | \n",
" 1 | \n",
" NaN | \n",
" NaN | \n",
- " 0 | \n",
- "
\n",
- " \n",
- " | 5 | \n",
- " 2025-04-23 21:41:00 | \n",
- " 3280.10 | \n",
- " 3280.10 | \n",
- " 3279.05 | \n",
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- " 65 | \n",
- " 18 | \n",
- " 0 | \n",
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- " 3281.52 | \n",
- " 3279.11 | \n",
- " 0 | \n",
- "
\n",
- " \n",
- " | 6 | \n",
- " 2025-04-23 21:42:00 | \n",
- " 3278.98 | \n",
- " 3279.07 | \n",
- " 3277.92 | \n",
- " 3278.37 | \n",
- " 102 | \n",
- " 18 | \n",
- " 0 | \n",
- " 0 | \n",
- " 3281.52 | \n",
- " 3279.05 | \n",
- " 1 | \n",
"
\n",
" \n",
" | 7 | \n",
- " 2025-04-23 21:43:00 | \n",
- " 3278.37 | \n",
- " 3280.35 | \n",
- " 3277.78 | \n",
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- " 108 | \n",
- " 18 | \n",
- " 0 | \n",
- " 0 | \n",
- " 3281.52 | \n",
- " 3277.92 | \n",
- " 0 | \n",
- "
\n",
- " \n",
- " | 8 | \n",
- " 2025-04-23 21:44:00 | \n",
- " 3280.05 | \n",
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- "
\n",
- " \n",
- " | 9 | \n",
- " 2025-04-23 21:45:00 | \n",
- " 3280.33 | \n",
- " 3281.34 | \n",
- " 3280.31 | \n",
- " 3280.31 | \n",
- " 78 | \n",
+ " 2025-04-25 18:15:00 | \n",
+ " 3272.39 | \n",
+ " 3275.33 | \n",
+ " 3272.39 | \n",
+ " 3273.67 | \n",
+ " 1204 | \n",
" 18 | \n",
" 0 | \n",
" 1 | \n",
- " 3280.55 | \n",
- " 3277.78 | \n",
- " 0 | \n",
+ " NaN | \n",
+ " NaN | \n",
"
\n",
" \n",
" | 10 | \n",
- " 2025-04-23 21:46:00 | \n",
- " 3280.31 | \n",
- " 3280.71 | \n",
- " 3280.13 | \n",
- " 3280.32 | \n",
- " 73 | \n",
+ " 2025-04-25 18:30:00 | \n",
+ " 3272.36 | \n",
+ " 3275.36 | \n",
+ " 3272.02 | \n",
+ " 3274.25 | \n",
+ " 1014 | \n",
" 18 | \n",
" 0 | \n",
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- " 3281.34 | \n",
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- "
\n",
- " \n",
- " | 11 | \n",
- " 2025-04-23 21:47:00 | \n",
- " 3280.32 | \n",
- " 3282.19 | \n",
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- " 18 | \n",
- " 0 | \n",
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- " 3281.34 | \n",
- " 3277.78 | \n",
- " 2 | \n",
- "
\n",
- " \n",
- " | 12 | \n",
- " 2025-04-23 21:48:00 | \n",
- " 3282.22 | \n",
- " 3282.51 | \n",
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- " 3282.19 | \n",
- " 3277.78 | \n",
- " 0 | \n",
+ " 1 | \n",
+ " NaN | \n",
+ " NaN | \n",
"
\n",
" \n",
" | 13 | \n",
- " 2025-04-23 21:49:00 | \n",
- " 3282.13 | \n",
- " 3282.43 | \n",
- " 3281.90 | \n",
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- " 60 | \n",
- " 18 | \n",
- " 0 | \n",
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- "
\n",
- " \n",
- " | 14 | \n",
- " 2025-04-23 21:50:00 | \n",
- " 3282.35 | \n",
- " 3283.04 | \n",
- " 3282.25 | \n",
- " 3282.92 | \n",
- " 71 | \n",
+ " 2025-04-25 18:45:00 | \n",
+ " 3280.15 | \n",
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+ " 771 | \n",
" 18 | \n",
" 0 | \n",
" 1 | \n",
- " 3282.51 | \n",
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- " 2 | \n",
- "
\n",
- " \n",
- " | 15 | \n",
- " 2025-04-23 21:51:00 | \n",
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+ " NaN | \n",
+ " NaN | \n",
"
\n",
" \n",
" | 16 | \n",
- " 2025-04-23 21:52:00 | \n",
- " 3282.89 | \n",
- " 3283.26 | \n",
- " 3282.35 | \n",
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- " 61 | \n",
+ " 2025-04-25 19:00:00 | \n",
+ " 3282.96 | \n",
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" 18 | \n",
" 0 | \n",
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\n",
- " \n",
- " | 17 | \n",
- " 2025-04-23 21:53:00 | \n",
- " 3282.97 | \n",
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- " 1 | \n",
- "
\n",
- " \n",
- " | 18 | \n",
- " 2025-04-23 21:54:00 | \n",
- " 3281.84 | \n",
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- " 18 | \n",
- " 0 | \n",
- " 0 | \n",
- " 3283.81 | \n",
- " 3281.79 | \n",
" 1 | \n",
+ " 3285.59 | \n",
+ " 3270.06 | \n",
"
\n",
" \n",
" | 19 | \n",
- " 2025-04-23 21:55:00 | \n",
- " 3281.11 | \n",
- " 3281.85 | \n",
- " 3281.10 | \n",
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- " 91 | \n",
+ " 2025-04-25 19:15:00 | \n",
+ " 3283.87 | \n",
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" 18 | \n",
" 0 | \n",
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- "
\n",
- " \n",
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- " 2025-04-23 21:56:00 | \n",
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- "
\n",
- " \n",
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- " 2025-04-23 21:57:00 | \n",
- " 3282.32 | \n",
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"
\n",
" \n",
" | 22 | \n",
- " 2025-04-23 21:58:00 | \n",
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- "
\n",
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- " 2025-04-23 21:59:00 | \n",
- " 3282.75 | \n",
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- "
\n",
- " \n",
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- " 2025-04-23 22:00:00 | \n",
- " 3282.78 | \n",
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+ " 2025-04-25 19:30:00 | \n",
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" 18 | \n",
" 0 | \n",
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+ " 3270.06 | \n",
+ "
\n",
+ " \n",
+ " | 25 | \n",
+ " 2025-04-25 19:45:00 | \n",
+ " 3280.78 | \n",
+ " 3283.15 | \n",
+ " 3280.31 | \n",
+ " 3283.07 | \n",
+ " 696 | \n",
+ " 18 | \n",
+ " 0 | \n",
+ " 1 | \n",
+ " 3285.71 | \n",
+ " 3272.02 | \n",
+ "
\n",
+ " \n",
+ " | 28 | \n",
+ " 2025-04-25 20:00:00 | \n",
+ " 3285.31 | \n",
+ " 3285.49 | \n",
+ " 3281.97 | \n",
+ " 3282.23 | \n",
+ " 935 | \n",
+ " 18 | \n",
+ " 0 | \n",
+ " 1 | \n",
+ " 3287.48 | \n",
+ " 3278.42 | \n",
+ "
\n",
+ " \n",
+ " | 31 | \n",
+ " 2025-04-25 20:15:00 | \n",
+ " 3287.70 | \n",
+ " 3290.24 | \n",
+ " 3286.50 | \n",
+ " 3289.91 | \n",
+ " 888 | \n",
+ " 18 | \n",
+ " 0 | \n",
+ " 1 | \n",
+ " 3288.42 | \n",
+ " 3280.31 | \n",
+ "
\n",
+ " \n",
+ " | 34 | \n",
+ " 2025-04-25 20:30:00 | \n",
+ " 3286.99 | \n",
+ " 3289.14 | \n",
+ " 3286.15 | \n",
+ " 3289.08 | \n",
+ " 754 | \n",
+ " 18 | \n",
+ " 0 | \n",
+ " 1 | \n",
+ " 3291.22 | \n",
+ " 3280.31 | \n",
+ "
\n",
+ " \n",
+ " | 37 | \n",
+ " 2025-04-25 20:45:00 | \n",
+ " 3291.99 | \n",
+ " 3292.61 | \n",
+ " 3289.81 | \n",
+ " 3291.86 | \n",
+ " 746 | \n",
+ " 18 | \n",
+ " 0 | \n",
+ " 1 | \n",
+ " 3294.64 | \n",
+ " 3280.31 | \n",
+ "
\n",
+ " \n",
+ " | 40 | \n",
+ " 2025-04-25 21:00:00 | \n",
+ " 3293.22 | \n",
+ " 3295.00 | \n",
+ " 3291.48 | \n",
+ " 3293.64 | \n",
+ " 558 | \n",
+ " 18 | \n",
+ " 0 | \n",
+ " 1 | \n",
+ " 3295.10 | \n",
+ " 3280.31 | \n",
+ "
\n",
+ " \n",
+ " | 43 | \n",
+ " 2025-04-25 21:15:00 | \n",
+ " 3293.62 | \n",
+ " 3294.76 | \n",
+ " 3292.44 | \n",
+ " 3294.53 | \n",
+ " 424 | \n",
+ " 18 | \n",
+ " 0 | \n",
+ " 1 | \n",
+ " 3297.03 | \n",
+ " 3281.78 | \n",
+ "
\n",
+ " \n",
+ " | 46 | \n",
+ " 2025-04-25 21:30:00 | \n",
+ " 3293.21 | \n",
+ " 3294.49 | \n",
+ " 3292.38 | \n",
+ " 3292.54 | \n",
+ " 307 | \n",
+ " 18 | \n",
+ " 0 | \n",
+ " 1 | \n",
+ " 3297.03 | \n",
+ " 3286.15 | \n",
+ "
\n",
+ " \n",
+ " | 49 | \n",
+ " 2025-04-25 21:45:00 | \n",
+ " 3291.28 | \n",
+ " 3291.98 | \n",
+ " 3290.34 | \n",
+ " 3290.69 | \n",
+ " 350 | \n",
+ " 18 | \n",
+ " 0 | \n",
+ " 1 | \n",
+ " 3297.03 | \n",
+ " 3286.15 | \n",
+ "
\n",
+ " \n",
+ " | 52 | \n",
+ " 2025-04-25 22:00:00 | \n",
+ " 3288.37 | \n",
+ " 3290.12 | \n",
+ " 3288.15 | \n",
+ " 3289.65 | \n",
+ " 522 | \n",
+ " 18 | \n",
+ " 0 | \n",
+ " 1 | \n",
+ " 3297.03 | \n",
+ " 3288.33 | \n",
+ "
\n",
+ " \n",
+ " | 55 | \n",
+ " 2025-04-25 22:15:00 | \n",
+ " 3289.72 | \n",
+ " 3292.76 | \n",
+ " 3289.64 | \n",
+ " 3291.62 | \n",
+ " 402 | \n",
+ " 18 | \n",
+ " 0 | \n",
+ " 1 | \n",
+ " 3297.03 | \n",
+ " 3287.78 | \n",
+ "
\n",
+ " \n",
+ " | 58 | \n",
+ " 2025-04-25 22:30:00 | \n",
+ " 3294.65 | \n",
+ " 3298.99 | \n",
+ " 3294.65 | \n",
+ " 3298.55 | \n",
+ " 443 | \n",
+ " 18 | \n",
+ " 0 | \n",
+ " 1 | \n",
+ " 3295.21 | \n",
+ " 3287.78 | \n",
+ "
\n",
+ " \n",
+ " | 61 | \n",
+ " 2025-04-25 22:45:00 | \n",
+ " 3308.50 | \n",
+ " 3308.56 | \n",
+ " 3304.18 | \n",
+ " 3308.00 | \n",
+ " 699 | \n",
+ " 18 | \n",
+ " 0 | \n",
+ " 1 | \n",
+ " 3308.72 | \n",
+ " 3287.78 | \n",
+ "
\n",
+ " \n",
+ " | 64 | \n",
+ " 2025-04-25 23:00:00 | \n",
+ " 3304.77 | \n",
+ " 3306.93 | \n",
+ " 3304.77 | \n",
+ " 3305.68 | \n",
+ " 426 | \n",
+ " 18 | \n",
+ " 0 | \n",
+ " 1 | \n",
+ " 3312.45 | \n",
+ " 3287.78 | \n",
+ "
\n",
+ " \n",
+ " | 67 | \n",
+ " 2025-04-25 23:15:00 | \n",
+ " 3305.48 | \n",
+ " 3307.01 | \n",
+ " 3305.44 | \n",
+ " 3306.68 | \n",
+ " 231 | \n",
+ " 18 | \n",
+ " 0 | \n",
+ " 1 | \n",
+ " 3312.45 | \n",
+ " 3287.78 | \n",
+ "
\n",
+ " \n",
+ " | 70 | \n",
+ " 2025-04-25 23:30:00 | \n",
+ " 3308.53 | \n",
+ " 3309.31 | \n",
+ " 3308.05 | \n",
+ " 3308.78 | \n",
+ " 172 | \n",
+ " 18 | \n",
+ " 0 | \n",
+ " 1 | \n",
+ " 3312.45 | \n",
+ " 3289.64 | \n",
+ "
\n",
+ " \n",
+ " | 73 | \n",
+ " 2025-04-25 23:45:00 | \n",
+ " 3314.35 | \n",
+ " 3315.61 | \n",
+ " 3313.61 | \n",
+ " 3314.07 | \n",
+ " 353 | \n",
+ " 28 | \n",
+ " 0 | \n",
+ " 1 | \n",
+ " 3314.33 | \n",
+ " 3294.65 | \n",
"
\n",
" \n",
"\n",
@@ -1441,82 +1426,110 @@
],
"text/plain": [
" time open high low close tick_volume \\\n",
- "0 2025-04-23 21:36:00 3279.67 3279.72 3279.11 3279.27 78 \n",
- "1 2025-04-23 21:37:00 3279.31 3281.24 3279.25 3280.81 95 \n",
- "2 2025-04-23 21:38:00 3280.81 3281.40 3280.45 3281.20 86 \n",
- "3 2025-04-23 21:39:00 3281.31 3281.52 3280.10 3280.12 88 \n",
- "4 2025-04-23 21:40:00 3280.12 3280.55 3279.80 3280.10 77 \n",
- "5 2025-04-23 21:41:00 3280.10 3280.10 3279.05 3279.15 65 \n",
- "6 2025-04-23 21:42:00 3278.98 3279.07 3277.92 3278.37 102 \n",
- "7 2025-04-23 21:43:00 3278.37 3280.35 3277.78 3280.08 108 \n",
- "8 2025-04-23 21:44:00 3280.05 3280.44 3279.93 3280.33 64 \n",
- "9 2025-04-23 21:45:00 3280.33 3281.34 3280.31 3280.31 78 \n",
- "10 2025-04-23 21:46:00 3280.31 3280.71 3280.13 3280.32 73 \n",
- "11 2025-04-23 21:47:00 3280.32 3282.19 3280.15 3282.19 81 \n",
- "12 2025-04-23 21:48:00 3282.22 3282.51 3282.01 3282.13 63 \n",
- "13 2025-04-23 21:49:00 3282.13 3282.43 3281.90 3282.35 60 \n",
- "14 2025-04-23 21:50:00 3282.35 3283.04 3282.25 3282.92 71 \n",
- "15 2025-04-23 21:51:00 3282.92 3283.81 3282.83 3282.90 69 \n",
- "16 2025-04-23 21:52:00 3282.89 3283.26 3282.35 3282.97 61 \n",
- "17 2025-04-23 21:53:00 3282.97 3282.98 3281.79 3281.84 53 \n",
- "18 2025-04-23 21:54:00 3281.84 3281.94 3281.05 3281.09 69 \n",
- "19 2025-04-23 21:55:00 3281.11 3281.85 3281.10 3281.53 91 \n",
- "20 2025-04-23 21:56:00 3281.53 3282.34 3281.45 3282.32 102 \n",
- "21 2025-04-23 21:57:00 3282.32 3282.32 3281.54 3281.82 81 \n",
- "22 2025-04-23 21:58:00 3281.75 3282.78 3281.74 3282.74 124 \n",
- "23 2025-04-23 21:59:00 3282.75 3282.94 3282.40 3282.80 113 \n",
- "24 2025-04-23 22:00:00 3282.78 3284.32 3282.64 3284.16 120 \n",
+ "1 2025-04-25 17:45:00 3282.20 3282.66 3279.63 3280.86 1373 \n",
+ "4 2025-04-25 18:00:00 3277.96 3280.87 3276.92 3280.03 1236 \n",
+ "7 2025-04-25 18:15:00 3272.39 3275.33 3272.39 3273.67 1204 \n",
+ "10 2025-04-25 18:30:00 3272.36 3275.36 3272.02 3274.25 1014 \n",
+ "13 2025-04-25 18:45:00 3280.15 3281.25 3278.42 3280.74 771 \n",
+ "16 2025-04-25 19:00:00 3282.96 3284.49 3281.25 3284.49 839 \n",
+ "19 2025-04-25 19:15:00 3283.87 3284.03 3282.06 3283.46 503 \n",
+ "22 2025-04-25 19:30:00 3283.25 3285.59 3283.12 3284.71 647 \n",
+ "25 2025-04-25 19:45:00 3280.78 3283.15 3280.31 3283.07 696 \n",
+ "28 2025-04-25 20:00:00 3285.31 3285.49 3281.97 3282.23 935 \n",
+ "31 2025-04-25 20:15:00 3287.70 3290.24 3286.50 3289.91 888 \n",
+ "34 2025-04-25 20:30:00 3286.99 3289.14 3286.15 3289.08 754 \n",
+ "37 2025-04-25 20:45:00 3291.99 3292.61 3289.81 3291.86 746 \n",
+ "40 2025-04-25 21:00:00 3293.22 3295.00 3291.48 3293.64 558 \n",
+ "43 2025-04-25 21:15:00 3293.62 3294.76 3292.44 3294.53 424 \n",
+ "46 2025-04-25 21:30:00 3293.21 3294.49 3292.38 3292.54 307 \n",
+ "49 2025-04-25 21:45:00 3291.28 3291.98 3290.34 3290.69 350 \n",
+ "52 2025-04-25 22:00:00 3288.37 3290.12 3288.15 3289.65 522 \n",
+ "55 2025-04-25 22:15:00 3289.72 3292.76 3289.64 3291.62 402 \n",
+ "58 2025-04-25 22:30:00 3294.65 3298.99 3294.65 3298.55 443 \n",
+ "61 2025-04-25 22:45:00 3308.50 3308.56 3304.18 3308.00 699 \n",
+ "64 2025-04-25 23:00:00 3304.77 3306.93 3304.77 3305.68 426 \n",
+ "67 2025-04-25 23:15:00 3305.48 3307.01 3305.44 3306.68 231 \n",
+ "70 2025-04-25 23:30:00 3308.53 3309.31 3308.05 3308.78 172 \n",
+ "73 2025-04-25 23:45:00 3314.35 3315.61 3313.61 3314.07 353 \n",
"\n",
- " spread real_volume box_start max_box min_box Break_signal \n",
- "0 18 0 0 NaN NaN 0 \n",
- "1 18 0 0 NaN NaN 0 \n",
- "2 18 0 0 NaN NaN 0 \n",
- "3 18 0 0 NaN NaN 0 \n",
- "4 18 0 1 NaN NaN 0 \n",
- "5 18 0 0 3281.52 3279.11 0 \n",
- "6 18 0 0 3281.52 3279.05 1 \n",
- "7 18 0 0 3281.52 3277.92 0 \n",
- "8 18 0 0 3281.52 3277.78 0 \n",
- "9 18 0 1 3280.55 3277.78 0 \n",
- "10 18 0 0 3281.34 3277.78 0 \n",
- "11 18 0 0 3281.34 3277.78 2 \n",
- "12 18 0 0 3282.19 3277.78 0 \n",
- "13 18 0 0 3282.51 3279.93 0 \n",
- "14 18 0 1 3282.51 3280.13 2 \n",
- "15 18 0 0 3283.04 3280.13 0 \n",
- "16 18 0 0 3283.81 3280.15 0 \n",
- "17 18 0 0 3283.81 3281.90 1 \n",
- "18 18 0 0 3283.81 3281.79 1 \n",
- "19 18 0 1 3283.81 3281.05 0 \n",
- "20 18 0 0 3283.81 3281.05 0 \n",
- "21 18 0 0 3283.26 3281.05 0 \n",
- "22 18 0 0 3282.98 3281.05 0 \n",
- "23 18 0 0 3282.78 3281.05 2 \n",
- "24 18 0 1 3282.94 3281.10 2 "
+ " spread real_volume box_start max_box min_box \n",
+ "1 18 0 1 NaN NaN \n",
+ "4 18 0 1 NaN NaN \n",
+ "7 18 0 1 NaN NaN \n",
+ "10 18 0 1 NaN NaN \n",
+ "13 18 0 1 NaN NaN \n",
+ "16 18 0 1 3285.59 3270.06 \n",
+ "19 18 0 1 3285.71 3270.06 \n",
+ "22 18 0 1 3285.71 3270.06 \n",
+ "25 18 0 1 3285.71 3272.02 \n",
+ "28 18 0 1 3287.48 3278.42 \n",
+ "31 18 0 1 3288.42 3280.31 \n",
+ "34 18 0 1 3291.22 3280.31 \n",
+ "37 18 0 1 3294.64 3280.31 \n",
+ "40 18 0 1 3295.10 3280.31 \n",
+ "43 18 0 1 3297.03 3281.78 \n",
+ "46 18 0 1 3297.03 3286.15 \n",
+ "49 18 0 1 3297.03 3286.15 \n",
+ "52 18 0 1 3297.03 3288.33 \n",
+ "55 18 0 1 3297.03 3287.78 \n",
+ "58 18 0 1 3295.21 3287.78 \n",
+ "61 18 0 1 3308.72 3287.78 \n",
+ "64 18 0 1 3312.45 3287.78 \n",
+ "67 18 0 1 3312.45 3287.78 \n",
+ "70 18 0 1 3312.45 3289.64 \n",
+ "73 28 0 1 3314.33 3294.65 "
]
},
- "execution_count": 670,
+ "execution_count": 272,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"lastchart = tp_sl()\n",
+ "lastchart = lastchart.drop(lastchart[lastchart.box_start != 1].index)\n",
"lastchart"
]
},
{
"cell_type": "code",
- "execution_count": 671,
+ "execution_count": 285,
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
- "(3427.52, 3337.87, 3282.5284999999994, 3279.768)"
+ "44.26999999999998"
]
},
- "execution_count": 671,
+ "execution_count": 285,
+ "metadata": {},
+ "output_type": "execute_result"
+ }
+ ],
+ "source": [
+ "current_high = lastchart['high'][73]\n",
+ "current_close = lastchart['close'][73]\n",
+ "#sl = lastchart['min_box'][23] - tp_sl_ratio * (current_high - current_close) # SL at the high of the current candle\n",
+ "#tp = lastchart['max_box'][23] + tp_sl_ratio * (current_high - current_close)\n",
+ "current_diff = lastchart.max_box.max() - lastchart.min_box.min()\n",
+ "lastchart.max_box.max() - lastchart.min_box.min()\n",
+ "\n",
+ "#current_close, current_high"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 274,
+ "metadata": {},
+ "outputs": [
+ {
+ "data": {
+ "text/plain": [
+ "(3383.78, 3300.72, 3297.017, 3282.3729999999996)"
+ ]
+ },
+ "execution_count": 274,
"metadata": {},
"output_type": "execute_result"
}
@@ -1524,8 +1537,8 @@
"source": [
"last_max = lastchart.max_box.mean()\n",
"last_min = lastchart.min_box.mean()\n",
- "mean_high = round((ath + ldh + last_max) / 3,2)\n",
- "mean_low = round((atl + ldl + last_min) / 3,2)\n",
+ "mean_high = round((ath + tdh + ldh + last_max) / 4, 2)\n",
+ "mean_low = round((atl + tdl + ldl + last_min) / 4, 2)\n",
"mean_high, mean_low, last_max, last_min"
]
},
@@ -1571,28 +1584,28 @@
},
{
"cell_type": "code",
- "execution_count": 672,
+ "execution_count": 275,
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
- "(3443.41, 3408.4, 3336.7, 3311.53)"
+ "(3355.76, 3338.42, 3302.92, 3290.45)"
]
},
- "execution_count": 672,
+ "execution_count": 275,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"res = ath - ldl\n",
- "res = ath - tdl\n",
- "#res = mean_high - tdl\n",
- "fb1 = round(ath - (res * 0.236),2)\n",
- "fb2 = round(ath - (res * 0.382),2)\n",
- "fb3 = round(ath - (res * 0.681),2)\n",
- "fb4 = round(ath - (res * 0.786),2)\n",
+ "res = ldh - tdl\n",
+ "res = mean_high - tdl\n",
+ "fb1 = round(mean_high - (res * 0.236),2)\n",
+ "fb2 = round(mean_high - (res * 0.382),2)\n",
+ "fb3 = round(mean_high - (res * 0.681),2)\n",
+ "fb4 = round(mean_high - (res * 0.786),2)\n",
"fb1, fb2, fb3, fb4"
]
},
@@ -1605,16 +1618,16 @@
},
{
"cell_type": "code",
- "execution_count": 673,
+ "execution_count": 276,
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
- "(3443.37, 3500.08)"
+ "(3488.3500000000004, 3234.8199999999997)"
]
},
- "execution_count": 673,
+ "execution_count": 276,
"metadata": {},
"output_type": "execute_result"
}
@@ -1634,26 +1647,26 @@
},
{
"cell_type": "code",
- "execution_count": 674,
+ "execution_count": 277,
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
- "Aktueller Preis 3285.06 ist kleiner als FB1 3443.41, trading ist BuyStop\n",
- "Aktueller Preis 3285.06 ist kleiner als FB2 3408.4, trading ist BuyStop\n",
- "Aktueller Preis 3285.06 ist kleiner als FB3 3336.7, trading ist BuyStop\n",
- "Aktueller Preis 3285.06 ist kleiner als FB4 3311.53, trading ist BuyStop\n"
+ "Aktueller Preis 3318.69 ist kleiner als FB1 3355.76, trading ist BuyStop\n",
+ "Aktueller Preis 3318.69 ist kleiner als FB2 3338.42, trading ist BuyStop\n",
+ "Aktueller Preis 3318.69 ist größer als FB3 3302.92, trading type ist BuyLimit\n",
+ "Aktueller Preis 3318.69 ist größer als FB4 3290.45, trading type ist BuyLimit\n"
]
},
{
"data": {
"text/plain": [
- "['BuyStop', 'BuyStop', 'BuyStop', 'BuyStop']"
+ "['BuyStop', 'BuyStop', 'BuyLimit', 'BuyLimit']"
]
},
- "execution_count": 674,
+ "execution_count": 277,
"metadata": {},
"output_type": "execute_result"
}
@@ -1680,23 +1693,35 @@
},
{
"cell_type": "code",
- "execution_count": null,
+ "execution_count": 278,
"metadata": {},
- "outputs": [],
+ "outputs": [
+ {
+ "data": {
+ "text/plain": [
+ "83.0600000000004"
+ ]
+ },
+ "execution_count": 278,
+ "metadata": {},
+ "output_type": "execute_result"
+ }
+ ],
"source": [
- "ldh - tdl"
+ "ldh - tdl\n",
+ "mean_high - mean_low"
]
},
{
"cell_type": "code",
- "execution_count": 675,
+ "execution_count": 286,
"metadata": {},
"outputs": [],
"source": [
"tp_factor = ath-ldh\n",
- "tp_fachtor = ath - tdh\n",
+ "tp_factor = ath - tdh\n",
"#tp_factor = ath - mean_low\n",
- "tp_factor = mean_high - tdl\n",
+ "tp_factor = mean_high - mean_low - current_diff\n",
"sl_factor = [tp - fb1, tp - fb2, tp - fb3, tp - fb4]\n",
"\n",
"\n",
@@ -1714,7 +1739,7 @@
},
{
"cell_type": "code",
- "execution_count": null,
+ "execution_count": 280,
"metadata": {},
"outputs": [],
"source": [
@@ -1734,7 +1759,7 @@
},
{
"cell_type": "code",
- "execution_count": 676,
+ "execution_count": 288,
"metadata": {},
"outputs": [
{
@@ -1769,48 +1794,48 @@
" \n",
" | 0 | \n",
" BuyStop01 | \n",
- " 3443.41 | \n",
+ " 3355.76 | \n",
" 0.1 | \n",
- " 3276.10 | \n",
- " 3610.72 | \n",
+ " 3316.97 | \n",
+ " 3394.55 | \n",
"
\n",
" \n",
" | 1 | \n",
" BuyStop02 | \n",
- " 3408.40 | \n",
+ " 3338.42 | \n",
" 0.2 | \n",
- " 3241.09 | \n",
- " 3575.71 | \n",
+ " 3299.63 | \n",
+ " 3377.21 | \n",
"
\n",
" \n",
" | 2 | \n",
- " BuyStop03 | \n",
- " 3336.70 | \n",
+ " BuyLimit03 | \n",
+ " 3302.92 | \n",
" 0.3 | \n",
- " 3169.39 | \n",
- " 3504.01 | \n",
+ " 3264.13 | \n",
+ " 3341.71 | \n",
"
\n",
" \n",
" | 3 | \n",
- " BuyStop04 | \n",
- " 3311.53 | \n",
+ " BuyLimit04 | \n",
+ " 3290.45 | \n",
" 0.4 | \n",
- " 3144.22 | \n",
- " 3478.84 | \n",
+ " 3251.66 | \n",
+ " 3329.24 | \n",
"
\n",
" \n",
"\n",
""
],
"text/plain": [
- " trade_type trade_price trade_volume trade_sl trade_tp\n",
- "0 BuyStop01 3443.41 0.1 3276.10 3610.72\n",
- "1 BuyStop02 3408.40 0.2 3241.09 3575.71\n",
- "2 BuyStop03 3336.70 0.3 3169.39 3504.01\n",
- "3 BuyStop04 3311.53 0.4 3144.22 3478.84"
+ " trade_type trade_price trade_volume trade_sl trade_tp\n",
+ "0 BuyStop01 3355.76 0.1 3316.97 3394.55\n",
+ "1 BuyStop02 3338.42 0.2 3299.63 3377.21\n",
+ "2 BuyLimit03 3302.92 0.3 3264.13 3341.71\n",
+ "3 BuyLimit04 3290.45 0.4 3251.66 3329.24"
]
},
- "execution_count": 676,
+ "execution_count": 288,
"metadata": {},
"output_type": "execute_result"
}
@@ -1829,30 +1854,31 @@
},
{
"cell_type": "code",
- "execution_count": 677,
+ "execution_count": 282,
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
- "BuyStop01 0\n",
- "BuyStop02 1\n",
- "BuyStop03 2\n",
- "BuyStop04 3\n"
+ "BuyStop01 0.1 0\n",
+ "BuyStop02 0.2 1\n",
+ "BuyLimit03 0.3 2\n",
+ "BuyLimit04 0.4 3\n"
]
}
],
"source": [
"for index, row in df.iterrows():\n",
- " print(row.trade_type, index)\n",
" if bool(re.search('^BuyStop[0-9]{2}', row.trade_type)):\n",
- " df.loc[index, ['trade_volume']] = 0.1"
+ " df.loc[index, ['trade_volume']] = 0.1\n",
+ " print(row.trade_type, row.trade_volume, index)\n",
+ " "
]
},
{
"cell_type": "code",
- "execution_count": 678,
+ "execution_count": 283,
"metadata": {},
"outputs": [
{
@@ -1887,48 +1913,48 @@
" \n",
" | 0 | \n",
" BuyStop01 | \n",
- " 3443.41 | \n",
+ " 3355.76 | \n",
" 0.1 | \n",
- " 3276.10 | \n",
- " 3610.72 | \n",
+ " 3272.70 | \n",
+ " 3438.82 | \n",
"
\n",
" \n",
" | 1 | \n",
" BuyStop02 | \n",
- " 3408.40 | \n",
+ " 3338.42 | \n",
" 0.1 | \n",
- " 3241.09 | \n",
- " 3575.71 | \n",
+ " 3255.36 | \n",
+ " 3421.48 | \n",
"
\n",
" \n",
" | 2 | \n",
- " BuyStop03 | \n",
- " 3336.70 | \n",
- " 0.1 | \n",
- " 3169.39 | \n",
- " 3504.01 | \n",
+ " BuyLimit03 | \n",
+ " 3302.92 | \n",
+ " 0.3 | \n",
+ " 3219.86 | \n",
+ " 3385.98 | \n",
"
\n",
" \n",
" | 3 | \n",
- " BuyStop04 | \n",
- " 3311.53 | \n",
- " 0.1 | \n",
- " 3144.22 | \n",
- " 3478.84 | \n",
+ " BuyLimit04 | \n",
+ " 3290.45 | \n",
+ " 0.4 | \n",
+ " 3207.39 | \n",
+ " 3373.51 | \n",
"
\n",
" \n",
"\n",
""
],
"text/plain": [
- " trade_type trade_price trade_volume trade_sl trade_tp\n",
- "0 BuyStop01 3443.41 0.1 3276.10 3610.72\n",
- "1 BuyStop02 3408.40 0.1 3241.09 3575.71\n",
- "2 BuyStop03 3336.70 0.1 3169.39 3504.01\n",
- "3 BuyStop04 3311.53 0.1 3144.22 3478.84"
+ " trade_type trade_price trade_volume trade_sl trade_tp\n",
+ "0 BuyStop01 3355.76 0.1 3272.70 3438.82\n",
+ "1 BuyStop02 3338.42 0.1 3255.36 3421.48\n",
+ "2 BuyLimit03 3302.92 0.3 3219.86 3385.98\n",
+ "3 BuyLimit04 3290.45 0.4 3207.39 3373.51"
]
},
- "execution_count": 678,
+ "execution_count": 283,
"metadata": {},
"output_type": "execute_result"
}
@@ -1937,11 +1963,26 @@
"df"
]
},
+ {
+ "cell_type": "code",
+ "execution_count": 284,
+ "metadata": {},
+ "outputs": [],
+ "source": [
+ "#if bool(re.search('^BuyLimit[0-9]{2}', df.trade_type[1])) and df.trade_volume[0] == 0.1 and df.trade_volume[1] != 0.1:\n",
+ "# df.at[2, 'trade_volume'] = df.trade_volume[1] + 0.1\n",
+ "\n",
+ "#if df.trade_volume[2] != 0.1 and df.trade_volume[2] != 0.1:\n",
+ "# df.at[2, 'trade_volume'] = df.trade_volume[1] + 0.1\n",
+ "\n",
+ "#df"
+ ]
+ },
{
"cell_type": "markdown",
"metadata": {},
"source": [
- "### Place Order"
+ "# Place Order"
]
},
{
@@ -1963,9 +2004,17 @@
},
{
"cell_type": "code",
- "execution_count": null,
+ "execution_count": 168,
"metadata": {},
- "outputs": [],
+ "outputs": [
+ {
+ "name": "stdout",
+ "output_type": "stream",
+ "text": [
+ "Falsch\n"
+ ]
+ }
+ ],
"source": [
"if bool(re.search('^StopLimit[0-9]{2}', 'BuyLimit01')):\n",
" print('Wahr')\n",
@@ -1975,7 +2024,7 @@
},
{
"cell_type": "code",
- "execution_count": 679,
+ "execution_count": 169,
"metadata": {},
"outputs": [],
"source": [
@@ -2026,17 +2075,17 @@
},
{
"cell_type": "code",
- "execution_count": 680,
+ "execution_count": 292,
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
- "BuyStop01 3443.41 0.1 3276.1 3610.72 XAUUSD\n",
- "BuyStop02 3408.4 0.1 3241.09 3575.71 XAUUSD\n",
- "BuyStop03 3336.7 0.1 3169.39 3504.0099999999998 XAUUSD\n",
- "BuyStop04 3311.53 0.1 3144.2200000000003 3478.84 XAUUSD\n"
+ "BuyStop01 3355.76 0.1 3316.97 3394.5500000000006 XAUUSD\n",
+ "BuyStop02 3338.42 0.2 3299.6299999999997 3377.2100000000005 XAUUSD\n",
+ "BuyLimit03 3302.92 0.3 3264.1299999999997 3341.7100000000005 XAUUSD\n",
+ "BuyLimit04 3290.45 0.4 3251.6599999999994 3329.2400000000002 XAUUSD\n"
]
}
],
@@ -2058,7 +2107,7 @@
},
{
"cell_type": "code",
- "execution_count": 681,
+ "execution_count": 289,
"metadata": {},
"outputs": [],
"source": [
@@ -2078,9 +2127,22 @@
},
{
"cell_type": "code",
- "execution_count": 682,
+ "execution_count": 291,
"metadata": {},
- "outputs": [],
+ "outputs": [
+ {
+ "ename": "KeyboardInterrupt",
+ "evalue": "",
+ "output_type": "error",
+ "traceback": [
+ "\u001b[1;31m---------------------------------------------------------------------------\u001b[0m",
+ "\u001b[1;31mKeyboardInterrupt\u001b[0m Traceback (most recent call last)",
+ "Cell \u001b[1;32mIn[291], line 1\u001b[0m\n\u001b[1;32m----> 1\u001b[0m rm_pending_orders()\n",
+ "Cell \u001b[1;32mIn[289], line 5\u001b[0m, in \u001b[0;36mrm_pending_orders\u001b[1;34m()\u001b[0m\n\u001b[0;32m 3\u001b[0m \u001b[38;5;28;01mdef\u001b[39;00m \u001b[38;5;21mrm_pending_orders\u001b[39m():\n\u001b[1;32m----> 5\u001b[0m \u001b[38;5;28;01mwhile\u001b[39;00m mt\u001b[38;5;241m.\u001b[39morders_total() \u001b[38;5;241m>\u001b[39m \u001b[38;5;241m0\u001b[39m:\n\u001b[0;32m 6\u001b[0m pending_orders \u001b[38;5;241m=\u001b[39m mt\u001b[38;5;241m.\u001b[39morders_get()\n\u001b[0;32m 7\u001b[0m order1 \u001b[38;5;241m=\u001b[39m pending_orders[\u001b[38;5;241m0\u001b[39m]\n",
+ "\u001b[1;31mKeyboardInterrupt\u001b[0m: "
+ ]
+ }
+ ],
"source": [
"rm_pending_orders()"
]
@@ -2133,6 +2195,30 @@
"df"
]
},
+ {
+ "cell_type": "code",
+ "execution_count": null,
+ "metadata": {},
+ "outputs": [
+ {
+ "data": {
+ "text/plain": [
+ "3366.26"
+ ]
+ },
+ "execution_count": 55,
+ "metadata": {},
+ "output_type": "execute_result"
+ }
+ ],
+ "source": [
+ "tp_price = 30\n",
+ "\n",
+ "pos = mt.positions_get()\n",
+ "pos[0].profit\n",
+ "pos[0].price_open + tp_price"
+ ]
+ },
{
"cell_type": "markdown",
"metadata": {},
@@ -2142,9 +2228,22 @@
},
{
"cell_type": "code",
- "execution_count": null,
+ "execution_count": 48,
"metadata": {},
- "outputs": [],
+ "outputs": [
+ {
+ "name": "stdout",
+ "output_type": "stream",
+ "text": [
+ "TradePosition(ticket=238422628, time=1745410731, time_msc=1745410731060, time_update=1745410731, time_update_msc=1745410731060, type=0, magic=0, identifier=238422628, reason=3, volume=0.1, price_open=3336.26, sl=3190.17, tp=3482.35, price_current=3303.56, swap=-18.48, profit=-327.0, symbol='XAUUSD', comment='BuyStop04', external_id='')\n",
+ "BuyStop04 -327.0\n",
+ "TradePosition(ticket=239454126, time=1745465427, time_msc=1745465427533, time_update=1745465427, time_update_msc=1745465427533, type=0, magic=0, identifier=239454126, reason=3, volume=0.1, price_open=3336.7, sl=3169.39, tp=3504.01, price_current=3303.56, swap=-4.62, profit=-331.4, symbol='XAUUSD', comment='BuyStop03', external_id='')\n",
+ "BuyStop03 -331.4\n",
+ "TradePosition(ticket=239454136, time=1745456864, time_msc=1745456864432, time_update=1745456864, time_update_msc=1745456864432, type=0, magic=0, identifier=239454136, reason=3, volume=0.1, price_open=3311.53, sl=3144.22, tp=3478.84, price_current=3303.56, swap=-4.62, profit=-79.7, symbol='XAUUSD', comment='BuyStop04', external_id='')\n",
+ "BuyStop04 -79.7\n"
+ ]
+ }
+ ],
"source": [
"pos = mt.positions_get()\n",
"for i in pos:\n",
@@ -2157,10 +2256,98 @@
]
},
{
- "cell_type": "code",
- "execution_count": null,
+ "cell_type": "markdown",
"metadata": {},
- "outputs": [],
+ "source": []
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 49,
+ "metadata": {},
+ "outputs": [
+ {
+ "data": {
+ "text/html": [
+ "\n",
+ "\n",
+ "
\n",
+ " \n",
+ " \n",
+ " | \n",
+ " trade_type | \n",
+ " trade_price | \n",
+ " trade_volume | \n",
+ " trade_sl | \n",
+ " trade_tp | \n",
+ " open_trades | \n",
+ "
\n",
+ " \n",
+ " \n",
+ " \n",
+ " | 0 | \n",
+ " BuyStop01 | \n",
+ " 3450.07 | \n",
+ " 0.1 | \n",
+ " 3331.67 | \n",
+ " 3568.47 | \n",
+ " 0.0 | \n",
+ "
\n",
+ " \n",
+ " | 1 | \n",
+ " BuyStop02 | \n",
+ " 3419.19 | \n",
+ " 0.1 | \n",
+ " 3300.79 | \n",
+ " 3537.59 | \n",
+ " 0.0 | \n",
+ "
\n",
+ " \n",
+ " | 2 | \n",
+ " BuyStop03 | \n",
+ " 3355.93 | \n",
+ " 0.1 | \n",
+ " 3237.53 | \n",
+ " 3474.33 | \n",
+ " 1.0 | \n",
+ "
\n",
+ " \n",
+ " | 3 | \n",
+ " BuyLimit04 | \n",
+ " 3333.72 | \n",
+ " 0.4 | \n",
+ " 3215.32 | \n",
+ " 3452.12 | \n",
+ " 0.0 | \n",
+ "
\n",
+ " \n",
+ "
\n",
+ "