Place-Order-Trading-Bot/AutoTrading_MT5_with_Logging.ipynb

In [2]:

# 📦 Imports
import MetaTrader5 as mt
import pandas as pd
import sqlite3 as db
from datetime import datetime
import time
from scipy.signal import savgol_filter
import pandas_ta as ta
import keyring as kr

In [3]:

# 📊 Verbindung zu SQLite
def init_db(db_name="trading_log.db"):
    conn = db.connect(db_name)
    c = conn.cursor()
    c.execute("""
        CREATE TABLE IF NOT EXISTS trade_log (
            timestamp TEXT,
            symbol TEXT,
            order_type TEXT,
            price REAL,
            sl REAL,
            tp REAL,
            volume REAL,
            signal INTEGER,
            comment TEXT
        )
    """)
    conn.commit()
    return conn

In [7]:

# 🔐 MT5 Login einmalig initialisieren
mt.initialize()
login = 10800246
server = "VantageInternational-Demo"
password = kr.get_password(server, str(login))
mt.login(login, password, server)

Out [7]:

True

In [8]:

# 📥 MT5 Daten abrufen
def get_mt5_data(symbol="XAUUSD", timeframe=mt.TIMEFRAME_M5, n_bars=500):
    rates = mt.copy_rates_from_pos(symbol, timeframe, 0, n_bars)
    df = pd.DataFrame(rates)
    df["time"] = pd.to_datetime(df["time"], unit="s")
    return df

In [9]:

df = get_mt5_data()

In [11]:

# 🤖 Signale erzeugen
def generate_signal(df):
    df["ema10"] = df["close"].ewm(span=10).mean()
    df["ema30"] = df["close"].ewm(span=30).mean()
    df["rsi"] = ta.rsi(df["close"], length=14)
    df["trend"] = savgol_filter(df["close"], 15, 3)
    df["signal"] = 0

    for i in range(1, len(df)):
        if (
            df["ema10"].iloc[i] > df["ema30"].iloc[i]
            and df["ema10"].iloc[i - 1] <= df["ema30"].iloc[i - 1]
            and df["rsi"].iloc[i] < 70
            and df["trend"].iloc[i] > df["trend"].iloc[i - 1]
        ):
            df.at[i, "signal"] = 1
        elif (
            df["ema10"].iloc[i] < df["ema30"].iloc[i]
            and df["ema10"].iloc[i - 1] >= df["ema30"].iloc[i - 1]
            and df["rsi"].iloc[i] > 30
            and df["trend"].iloc[i] < df["trend"].iloc[i - 1]
        ):
            df.at[i, "signal"] = -1
    return df

In [12]:

generate_signal(df)

Out [12]:

	time	open	high	low	close	tick_volume	spread	real_volume	ema10	ema30	rsi	trend	signal
0	2025-07-17 04:30:00	3340.74	3341.46	3337.21	3338.04	1293	18	0	3338.040000	3338.040000	NaN	3338.208386	0
1	2025-07-17 04:35:00	3338.03	3341.03	3337.72	3341.03	964	18	0	3339.684500	3339.584833	NaN	3340.377874	0
2	2025-07-17 04:40:00	3341.03	3341.48	3339.96	3341.26	944	18	0	3340.317841	3340.180848	NaN	3341.873882	0
3	2025-07-17 04:45:00	3341.27	3343.45	3341.27	3342.47	1099	18	0	3341.026881	3340.811593	NaN	3342.785860	0
4	2025-07-17 04:50:00	3342.47	3343.61	3342.20	3342.84	1070	18	0	3341.547378	3341.273104	NaN	3343.203260	0
...	...	...	...	...	...	...	...	...	...	...	...	...	...
495	2025-07-18 22:45:00	3349.29	3349.71	3348.47	3348.78	928	19	0	3350.024962	3351.232735	34.935115	3348.405247	0
496	2025-07-18 22:50:00	3348.79	3348.80	3347.62	3348.15	859	19	0	3349.684060	3351.033849	32.290909	3348.186635	0
497	2025-07-18 22:55:00	3348.16	3348.53	3347.65	3348.25	1028	19	0	3349.423322	3350.854245	33.155760	3348.153324	0
498	2025-07-18 23:00:00	3348.24	3348.88	3347.72	3348.06	599	19	0	3349.175445	3350.673972	32.311285	3348.346744	0
499	2025-07-18 23:05:00	3348.06	3349.25	3347.92	3348.88	450	19	0	3349.121728	3350.558231	39.476021	3348.808327	0

500 rows × 13 columns

In [14]:

mt.symbol_info('XAUUSD').point

Out [14]:

0.01

In [ ]:

# 📤 Order senden
def send_market_order(symbol, volume, order_type, signal, conn, sl_pips=20, tp_pips=40, magic=1001):
    tick = mt.symbol_info_tick(symbol)
    price = tick.ask if order_type == mt.ORDER_TYPE_BUY else tick.bid
    point = mt.symbol_info(symbol).point

    sl = price - sl_pips * point if order_type == mt.ORDER_TYPE_BUY else price + sl_pips * point
    tp = price + tp_pips * point if order_type == mt.ORDER_TYPE_BUY else price - tp_pips * point

    request = {
        "action": mt.TRADE_ACTION_DEAL,
        "symbol": symbol,
        "volume": volume,
        "type": order_type,
        "price": price,
        "sl": round(sl, 5),
        "tp": round(tp, 5),
        "deviation": 20,
        "magic": magic,
        "comment": "AutoSignalBot",
        "type_time": mt.ORDER_TIME_GTC,
        "type_filling": mt.ORDER_FILLING_IOC,
    }

    result = mt.order_send(request)
    print(f"[TRADE] {symbol} - {'BUY' if order_type==0 else 'SELL'} @ {price} | SL: {sl} | TP: {tp}")

    # Logging in DB
    c = conn.cursor()
    c.execute("""
        INSERT INTO trade_log (timestamp, symbol, order_type, price, sl, tp, volume, signal, comment)
        VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?)
    """, (datetime.now(), symbol, "BUY" if order_type==0 else "SELL", price, sl, tp, volume, signal, "AutoSignalBot"))
    conn.commit()
    
    return result

In [13]:

# 🔁 Hauptfunktion
def run_live_trading(symbol="XAUUSD", interval=300, volume=0.1, db_name="trading_log.db"):
    conn = init_db(db_name)
    last_signal = 0

    print(f"✅ Starte Auto-Trading für {symbol} – Intervall {interval}s")
    while True:
        df = get_mt5_data(symbol)
        df = generate_signal(df)
        signal = df["signal"].iloc[-1]

        if signal != 0 and signal != last_signal:
            order_type = mt.ORDER_TYPE_BUY if signal == 1 else mt.ORDER_TYPE_SELL
            send_market_order(symbol, volume, order_type, signal, conn)
            last_signal = signal
        else:
            print(f"[{datetime.now()}] Kein neues Signal ({signal})")

        time.sleep(interval)

In [22]:

# ▶️ Live-Trading starten (z. B. alle 5 Minuten)
run_live_trading("XAUUSD", interval=300, volume=0.1)

✅ Starte Auto-Trading für XAUUSD – Intervall 300s
[2025-07-18 12:11:30.004688] Kein neues Signal (0)
[2025-07-18 12:16:30.083605] Kein neues Signal (0)
[2025-07-18 12:21:30.121793] Kein neues Signal (0)
[2025-07-18 12:26:30.174396] Kein neues Signal (0)
[2025-07-18 12:31:30.216996] Kein neues Signal (0)
[2025-07-18 12:36:30.258849] Kein neues Signal (0)
[2025-07-18 12:41:30.313072] Kein neues Signal (0)
[2025-07-18 12:46:30.356620] Kein neues Signal (0)
[2025-07-18 12:51:30.396600] Kein neues Signal (0)
[2025-07-18 12:56:30.442114] Kein neues Signal (0)
[2025-07-18 13:01:30.481155] Kein neues Signal (0)
[2025-07-18 13:06:30.530619] Kein neues Signal (0)
[2025-07-18 13:11:30.566248] Kein neues Signal (0)
[2025-07-18 13:16:30.606701] Kein neues Signal (0)
[2025-07-18 13:21:30.645462] Kein neues Signal (0)
[2025-07-18 13:26:30.686722] Kein neues Signal (0)
[2025-07-18 13:31:31.130100] Kein neues Signal (0)
[2025-07-18 13:36:31.193825] Kein neues Signal (0)
[2025-07-18 13:41:31.381330] Kein neues Signal (0)
[2025-07-18 13:46:31.434187] Kein neues Signal (0)
[2025-07-18 13:51:31.471695] Kein neues Signal (0)
[2025-07-18 13:56:31.507322] Kein neues Signal (0)
[2025-07-18 14:01:31.550436] Kein neues Signal (0)
[2025-07-18 14:06:31.587884] Kein neues Signal (0)
[2025-07-18 14:11:31.665002] Kein neues Signal (0)
[2025-07-18 14:16:31.704012] Kein neues Signal (0)
[2025-07-18 14:21:31.745292] Kein neues Signal (0)
[2025-07-18 14:26:31.783905] Kein neues Signal (0)
[2025-07-18 14:31:31.822325] Kein neues Signal (0)
[2025-07-18 14:36:31.873271] Kein neues Signal (0)
[2025-07-18 14:41:31.914303] Kein neues Signal (0)
[2025-07-18 14:46:31.951585] Kein neues Signal (0)
[2025-07-18 14:51:32.005271] Kein neues Signal (0)
[2025-07-18 14:56:32.046384] Kein neues Signal (0)
[2025-07-18 15:01:32.083259] Kein neues Signal (0)
[2025-07-18 15:06:32.132835] Kein neues Signal (0)
[2025-07-18 15:11:32.176714] Kein neues Signal (0)
[2025-07-18 15:16:32.221857] Kein neues Signal (0)
[2025-07-18 15:21:32.269876] Kein neues Signal (0)
[2025-07-18 15:26:32.313363] Kein neues Signal (0)
[2025-07-18 15:31:32.356954] Kein neues Signal (0)
[2025-07-18 15:36:32.403653] Kein neues Signal (0)
[2025-07-18 15:41:32.449777] Kein neues Signal (0)
[2025-07-18 15:46:32.489053] Kein neues Signal (0)
[TRADE] XAUUSD - SELL @ 3354.56 | SL: 3354.7599999999998 | TP: 3354.16
[2025-07-18 15:56:32.609729] Kein neues Signal (0)
[2025-07-18 16:01:32.650996] Kein neues Signal (0)
[TRADE] XAUUSD - BUY @ 3358.95 | SL: 3358.75 | TP: 3359.35
[2025-07-18 16:11:32.744972] Kein neues Signal (0)
[2025-07-18 16:16:32.791366] Kein neues Signal (0)
[2025-07-18 16:21:32.829930] Kein neues Signal (0)
[2025-07-18 16:26:32.871934] Kein neues Signal (0)
[2025-07-18 16:31:32.912571] Kein neues Signal (0)
[2025-07-18 16:36:32.954745] Kein neues Signal (0)
[2025-07-18 16:41:32.994281] Kein neues Signal (0)
[2025-07-18 16:46:33.048113] Kein neues Signal (0)
[2025-07-18 16:51:33.086281] Kein neues Signal (0)
[2025-07-18 16:56:33.127117] Kein neues Signal (0)
[2025-07-18 17:01:33.177813] Kein neues Signal (0)
[2025-07-18 17:06:33.219713] Kein neues Signal (0)
[2025-07-18 17:11:33.260138] Kein neues Signal (0)
[2025-07-18 17:16:33.302870] Kein neues Signal (0)
[2025-07-18 17:21:33.346259] Kein neues Signal (0)
[2025-07-18 17:26:33.390947] Kein neues Signal (0)
[2025-07-18 17:31:33.434736] Kein neues Signal (0)
[2025-07-18 17:36:33.476901] Kein neues Signal (0)
[2025-07-18 17:41:33.520435] Kein neues Signal (0)
[2025-07-18 17:46:33.575426] Kein neues Signal (0)
[2025-07-18 17:51:33.622573] Kein neues Signal (0)
[2025-07-18 17:56:33.662664] Kein neues Signal (0)
[2025-07-18 18:01:33.703019] Kein neues Signal (0)
[2025-07-18 18:06:33.748220] Kein neues Signal (0)
[2025-07-18 18:11:33.788812] Kein neues Signal (0)
[2025-07-18 18:16:33.827200] Kein neues Signal (0)
[2025-07-18 18:21:33.880825] Kein neues Signal (0)
[2025-07-18 18:26:33.931042] Kein neues Signal (0)
[2025-07-18 18:31:33.982017] Kein neues Signal (0)
[2025-07-18 18:36:34.021865] Kein neues Signal (1)
[2025-07-18 18:41:34.059505] Kein neues Signal (0)
[2025-07-18 18:46:34.100395] Kein neues Signal (0)
[2025-07-18 18:51:34.148794] Kein neues Signal (0)
[2025-07-18 18:56:34.186791] Kein neues Signal (0)
[2025-07-18 19:01:34.227630] Kein neues Signal (0)
[2025-07-18 19:06:34.272331] Kein neues Signal (0)
[2025-07-18 19:11:34.309122] Kein neues Signal (0)
[2025-07-18 19:16:34.350483] Kein neues Signal (0)
[2025-07-18 19:21:34.391638] Kein neues Signal (0)
[2025-07-18 19:26:34.430235] Kein neues Signal (0)
[2025-07-18 19:31:34.476827] Kein neues Signal (0)
[2025-07-18 19:36:34.516804] Kein neues Signal (0)
[2025-07-18 19:41:34.551478] Kein neues Signal (0)
[2025-07-18 19:46:34.600704] Kein neues Signal (0)
[2025-07-18 19:51:34.657098] Kein neues Signal (0)
[2025-07-18 19:56:34.694871] Kein neues Signal (0)
[2025-07-18 20:01:34.750662] Kein neues Signal (0)
[2025-07-18 20:06:34.786445] Kein neues Signal (0)
[2025-07-18 20:11:34.941510] Kein neues Signal (0)
[2025-07-18 20:16:34.997686] Kein neues Signal (0)
[2025-07-18 20:21:35.041835] Kein neues Signal (0)
[2025-07-18 20:26:35.082677] Kein neues Signal (0)
[2025-07-18 20:31:35.135303] Kein neues Signal (0)
[2025-07-18 20:36:35.174403] Kein neues Signal (0)
[2025-07-18 20:41:35.211876] Kein neues Signal (0)
[2025-07-18 20:46:35.254113] Kein neues Signal (0)
[2025-07-18 20:51:35.297650] Kein neues Signal (0)
[2025-07-18 20:56:35.338598] Kein neues Signal (0)
[2025-07-18 21:01:35.378704] Kein neues Signal (0)
[2025-07-18 21:06:35.421315] Kein neues Signal (0)
[2025-07-18 21:11:35.446675] Kein neues Signal (0)
[2025-07-18 21:16:35.501085] Kein neues Signal (0)
[2025-07-18 21:21:35.547489] Kein neues Signal (0)
[2025-07-18 21:26:35.600292] Kein neues Signal (0)
[2025-07-18 21:31:35.642080] Kein neues Signal (0)
[2025-07-18 21:36:35.681283] Kein neues Signal (0)
[2025-07-18 21:41:35.719258] Kein neues Signal (0)
[2025-07-18 21:46:35.756743] Kein neues Signal (0)
[2025-07-18 21:51:35.802329] Kein neues Signal (0)
[2025-07-18 21:56:35.849136] Kein neues Signal (0)
[2025-07-18 22:01:35.907573] Kein neues Signal (0)

---------------------------------------------------------------------------
KeyboardInterrupt                         Traceback (most recent call last)
Cell In[22], line 2
      1 # ▶️ Live-Trading starten (z. B. alle 5 Minuten)
----> 2 run_live_trading("XAUUSD", interval=300, volume=0.1)

Cell In[13], line 19, in run_live_trading(symbol, interval, volume, db_name)
     16 else:
     17     print(f"[{datetime.now()}] Kein neues Signal ({signal})")
---> 19 time.sleep(interval)

KeyboardInterrupt: 

In [13]:

# 🧾 Optional: SQLite-Datenbank anzeigen
conn = db.connect("trading_log.db")
pd.read_sql("SELECT * FROM trade_log ORDER BY timestamp DESC LIMIT 10", conn)

Out [13]:

	timestamp	symbol	order_type	price	sl	tp	volume	signal	comment
0	2025-07-18 16:06:32.701648	XAUUSD	BUY	3358.95	3358.75	3359.35	0.1	b'\x01\x00\x00\x00\x00\x00\x00\x00'	AutoSignalBot
1	2025-07-18 15:51:32.545794	XAUUSD	SELL	3354.56	3354.76	3354.16	0.1	b'\xff\xff\xff\xff\xff\xff\xff\xff'	AutoSignalBot

In [ ]: