Chapter_08_MT5_Live_Trading SMA .ipynb

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      "------------------------------------------------------------------\n",
      "Date:  2022-01-14 08:33:32\n",
      "Balance: 10000.0 USD, \tEquity: 9991.28 USD, \tProfit: -8.72 USD\n",
      "------------------------------------------------------------------\n",
      "------------------------------------------------------------------\n",
      "Date:  2022-01-14 08:33:32\n",
      "SYMBOL: BTCUSD\n",
      "BUY: False \t  SHORT: False\n",
      "POSITION: None \t ID: None\n",
      "------------------------------------------------------------------\n",
      "------------------------------------------------------------------\n",
      "Date:  2022-01-14 08:33:32\n",
      "SYMBOL: XMRUSD\n",
      "BUY: False \t  SHORT: False\n",
      "POSITION: None \t ID: None\n",
      "------------------------------------------------------------------\n",
      "------------------------------------------------------------------\n",
      "Date:  2022-01-14 08:33:32\n",
      "SYMBOL: ETHUSD\n",
      "BUY: False \t  SHORT: False\n",
      "POSITION: None \t ID: None\n",
      "------------------------------------------------------------------\n",
      "------------------------------------------------------------------\n",
      "Date:  2022-01-14 08:33:32\n",
      "SYMBOL: ETCUSD\n",
      "BUY: False \t  SHORT: False\n",
      "POSITION: None \t ID: None\n",
      "------------------------------------------------------------------\n",
      "------------------------------------------------------------------\n",
      "Date:  2022-01-14 08:33:32\n",
      "SYMBOL: ZECUSD\n",
      "BUY: False \t  SHORT: False\n",
      "POSITION: None \t ID: None\n",
      "------------------------------------------------------------------\n",
      "------------------------------------------------------------------\n",
      "Date:  2022-01-14 08:33:32\n",
      "SYMBOL: BTCUSD\n",
      "BUY: False \t  SHORT: False\n",
      "POSITION: None \t ID: None\n",
      "------------------------------------------------------------------\n",
      "------------------------------------------------------------------\n",
      "Date:  2022-01-14 08:33:32\n",
      "SYMBOL: XMRUSD\n",
      "BUY: False \t  SHORT: False\n",
      "POSITION: None \t ID: None\n",
      "------------------------------------------------------------------\n",
      "------------------------------------------------------------------\n",
      "Date:  2022-01-14 08:33:32\n",
      "SYMBOL: ETHUSD\n",
      "BUY: False \t  SHORT: False\n",
      "POSITION: None \t ID: None\n",
      "------------------------------------------------------------------\n",
      "------------------------------------------------------------------\n",
      "Date:  2022-01-14 08:33:32\n",
      "SYMBOL: ETCUSD\n",
      "BUY: False \t  SHORT: False\n",
      "POSITION: None \t ID: None\n",
      "------------------------------------------------------------------\n",
      "------------------------------------------------------------------\n",
      "Date:  2022-01-14 08:33:32\n",
      "SYMBOL: ZECUSD\n",
      "BUY: False \t  SHORT: False\n",
      "POSITION: None \t ID: None\n",
      "------------------------------------------------------------------\n",
      "------------------------------------------------------------------\n",
      "Date:  2022-01-14 08:33:32\n",
      "SYMBOL: BTCUSD\n",
      "BUY: False \t  SHORT: False\n",
      "POSITION: None \t ID: None\n",
      "------------------------------------------------------------------\n",
      "------------------------------------------------------------------\n",
      "Date:  2022-01-14 08:33:32\n",
      "SYMBOL: XMRUSD\n",
      "BUY: False \t  SHORT: False\n",
      "POSITION: None \t ID: None\n",
      "------------------------------------------------------------------\n",
      "------------------------------------------------------------------\n",
      "Date:  2022-01-14 08:33:32\n",
      "SYMBOL: ETHUSD\n",
      "BUY: False \t  SHORT: False\n",
      "POSITION: None \t ID: None\n",
      "------------------------------------------------------------------\n",
      "------------------------------------------------------------------\n",
      "Date:  2022-01-14 08:33:32\n",
      "SYMBOL: ETCUSD\n",
      "BUY: False \t  SHORT: False\n",
      "POSITION: None \t ID: None\n",
      "------------------------------------------------------------------\n",
      "------------------------------------------------------------------\n",
      "Date:  2022-01-14 08:33:32\n",
      "SYMBOL: ZECUSD\n",
      "BUY: False \t  SHORT: False\n",
      "POSITION: None \t ID: None\n",
      "------------------------------------------------------------------\n",
      "------------------------------------------------------------------\n",
      "Date:  2022-01-14 08:33:32\n",
      "SYMBOL: BTCUSD\n",
      "BUY: False \t  SHORT: False\n",
      "POSITION: None \t ID: None\n",
      "------------------------------------------------------------------\n",
      "------------------------------------------------------------------\n",
      "Date:  2022-01-14 08:33:32\n",
      "SYMBOL: XMRUSD\n",
      "BUY: False \t  SHORT: False\n",
      "POSITION: None \t ID: None\n",
      "------------------------------------------------------------------\n",
      "------------------------------------------------------------------\n",
      "Date:  2022-01-14 08:33:32\n",
      "SYMBOL: ETHUSD\n",
      "BUY: False \t  SHORT: False\n",
      "POSITION: None \t ID: None\n",
      "------------------------------------------------------------------\n",
      "------------------------------------------------------------------\n",
      "Date:  2022-01-14 08:33:33\n",
      "SYMBOL: ETCUSD\n",
      "BUY: False \t  SHORT: False\n",
      "POSITION: None \t ID: None\n",
      "------------------------------------------------------------------\n",
      "------------------------------------------------------------------\n",
      "Date:  2022-01-14 08:33:33\n",
      "SYMBOL: ZECUSD\n",
      "BUY: False \t  SHORT: False\n",
      "POSITION: None \t ID: None\n",
      "------------------------------------------------------------------\n"
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      "\u001b[1;31m---------------------------------------------------------------------------\u001b[0m",
      "\u001b[1;31mKeyboardInterrupt\u001b[0m                         Traceback (most recent call last)",
      "\u001b[1;32m~\\AppData\\Local\\Temp/ipykernel_5916/4152256203.py\u001b[0m in \u001b[0;36m<module>\u001b[1;34m\u001b[0m\n\u001b[0;32m     72\u001b[0m     \u001b[1;31m# Verfication for launch\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m     73\u001b[0m     \u001b[1;32mif\u001b[0m \u001b[0mdatetime\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mnow\u001b[0m\u001b[1;33m(\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mweekday\u001b[0m\u001b[1;33m(\u001b[0m\u001b[1;33m)\u001b[0m \u001b[1;32mnot\u001b[0m \u001b[1;32min\u001b[0m \u001b[1;33m(\u001b[0m\u001b[1;36m5\u001b[0m\u001b[1;33m,\u001b[0m\u001b[1;36m6\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m:\u001b[0m \u001b[1;31m# If you want to trade only from Monday to Friday\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[1;32m---> 74\u001b[1;33m         \u001b[0mis_time\u001b[0m \u001b[1;33m=\u001b[0m \u001b[0mdatetime\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mnow\u001b[0m\u001b[1;33m(\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mstrftime\u001b[0m\u001b[1;33m(\u001b[0m\u001b[1;34m\"%H:%M:%S\"\u001b[0m\u001b[1;33m)\u001b[0m \u001b[1;33m==\u001b[0m \u001b[0mstart\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0m\u001b[0;32m     75\u001b[0m     \u001b[1;32melse\u001b[0m\u001b[1;33m:\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m     76\u001b[0m         \u001b[0mis_time\u001b[0m \u001b[1;33m=\u001b[0m \u001b[1;32mFalse\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n",
      "\u001b[1;31mKeyboardInterrupt\u001b[0m: "
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   "source": [
    "import ta\n",
    "import numpy as np\n",
    "import warnings\n",
    "from datetime import datetime\n",
    "import pandas as pd\n",
    "import MetaTrader5 as mt5\n",
    "warnings.filterwarnings(\"ignore\")\n",
    "mt5.initialize()\n",
    "from Chapter_08_MT5 import *\n",
    "import time\n",
    "\n",
    "\n",
    "\n",
    "\n",
    "\n",
    "def SMA_strategy(symbol):\n",
    "    \n",
    "    # Import / Features engineering\n",
    "    df = MT5.get_data(symbol, 70)\n",
    "    \n",
    "    # Create Resistance using a rolling max\n",
    "    df[\"SMA fast\"] = df[\"close\"].rolling(30).mean()\n",
    "\n",
    "    # Create Support using a rolling min\n",
    "    df[\"SMA slow\"] = df[\"close\"].rolling(60).mean()\n",
    "\n",
    "\n",
    "    # Signals\n",
    "    condition_1_buy = df[\"SMA fast\"].iloc[-1] > df[\"SMA slow\"].iloc[-1]\n",
    "    \n",
    "    condition_1_sell = df[\"SMA fast\"].iloc[-1] < df[\"SMA slow\"].iloc[-1]\n",
    "    \n",
    "    buy = condition_1_buy\n",
    "    sell = condition_1_sell\n",
    "    \n",
    "\n",
    "    return buy, sell\n",
    "\n",
    "\n",
    "mt5.initialize()\n",
    "# True = Live Trading and False = Screener\n",
    "live = True\n",
    "\n",
    "if live:\n",
    "    current_account_info = mt5.account_info()\n",
    "    print(\"------------------------------------------------------------------\")\n",
    "    print(\"Date: \", datetime.now().strftime(\"%Y-%m-%d %H:%M:%S\"))\n",
    "    print(f\"Balance: {current_account_info.balance} USD, \\t\"\n",
    "          f\"Equity: {current_account_info.equity} USD, \\t\"\n",
    "          f\"Profit: {current_account_info.profit} USD\")\n",
    "    print(\"------------------------------------------------------------------\")\n",
    "\n",
    "\n",
    "info_order = {\n",
    "    \"Bitcoin\": [\"EURUSD\", 1.]\n",
    "    \n",
    "}\n",
    "\n",
    "\n",
    "start = datetime.now().strftime(\"%H:%M:%S\") #\"23:59:59\"\n",
    "while True:\n",
    "    # Verfication for launch\n",
    "    if datetime.now().weekday() not in (5,6): # If you want to trade only from Monday to Friday\n",
    "        is_time = datetime.now().strftime(\"%H:%M:%S\") == start \n",
    "    else:\n",
    "        is_time = False\n",
    "\n",
    "    \n",
    "    # Launch the algorithm\n",
    "    if is_time:\n",
    "\n",
    "        # Open the trades\n",
    "        for asset in info_order.keys():\n",
    "\n",
    "            # Initialize the inputs\n",
    "            symbol = info_order[asset][0]\n",
    "            lot = info_order[asset][1]\n",
    "\n",
    "            # Create the signals\n",
    "            buy, sell = SMA_strategy(symbol)\n",
    "\n",
    "             # Run the algorithm\n",
    "            if live:\n",
    "                MT5.run(symbol, buy, sell,lot)\n",
    "\n",
    "            else:\n",
    "                print(f\"Symbol: {symbol}\\t\"\n",
    "                     f\"Buy: {buy}\\t\"\n",
    "                     f\"Sell: {sell}\")\n"
   ]
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