Code: Select all

#!/usr/bin/python2.7
import time
import datetime
import oandapy
import urllib
import decimal
from decimal import *
import httplib, json
import sys,os, os.path, inspect
import __main__

workingAccount=xxxxxx
oilDelta=5
masterLotSizeIncreaseThreshold=10
oilLotSizeIncreaseThreshold=70
tradeDelta=10
buyCurrencyList = ["GBP_AUD","AUD_JPY"]
sellCurrencyList  = ["GBP_JPY"]

#oanda = oandapy.API(environment="practice", access_token="xxxxxxxyyyyyyy-zzzzzzzzzzyyyyyyyxxxxxxx")
oanda = oandapy.API(environment="live", access_token="xxxxxxyyyyyy-yyyyyyyxxxcxxxzzzz")

currencyList = []
tradeAccountList=[]

account_id=workingAccount
offset=0
amendedOffset=0


now = datetime.datetime.now()
startNow = datetime.datetime.now()
hour=int(startNow.strftime("%H"))
minute=str(startNow.strftime("%M"))
month=str(startNow.strftime("%m"))
date=str(startNow.strftime("%d"))
year=str(startNow.strftime("%y"))



basePath='/home/mcbusrider/Dropbox/accounts/'
#basePath='/home/mum/Desktop/'
directory=basePath
filename=str(workingAccount)+"_account_trading_log.txt"
if not os.path.exists(directory):
  os.makedirs(directory)

dest_filename=directory+filename

newline="--------------------------------------------------------------------------------"

print dest_filename
#sys.stdout = open(dest_filename, 'w')

path="/home/mcbusrider/Dropbox/scripts/"

def BREAKPOINT():
	raw_input("Press Enter to continue...")
def startTime():
	print newline
	print "START OF SCRIPT:"+str(startNow)
	hour=int(startNow.strftime("%H"))
	print"hour = :"+str(hour)
	minute=int(startNow.strftime("%M"))
	print"minute = :"+str(minute)
	print newline


def endTime():
	print newline
	now = datetime.datetime.now()
	print "Working account: "+str(workingAccount)
	print "END OF SCRIPT:"+str(now)
	print newline

startTime()


'''if hour<7 or hour>21:
	tradeDelta=100
elif hour>17:
	tradeDelta=50
else:'''
#tradeDelta=10
print "hour=="+str(hour)+", so tradeDelta is set to: "+str(tradeDelta)

saveTradeDelta=tradeDelta

## Start of Buy Order section
masterBalance=0
masterNAV=0
masterNAVFree=0
masterUsedMargin=0
masterFreeMargin=0
masterRPL=0
masterUPL=0
masterOpenTrades=0
oldBid=0
oldAsk=0
pair=""
side=""
newPrice=0

openTrades=0
defaultSize = 1
size=defaultSize
lotSizeIncreaseThreshold=1.76
accountSize={}
accountNAVFree={}
accountBalance={}
accountRPL={}
accountOpenTrades={}
accountUPL={}
accountFreeMargin={}
accountUsedMargin={}
accountNAV={}

stagger=.001
offset=stagger
account_id = workingAccount
now = datetime.datetime.now()







def tradeMaster(side): 
	placeTrade=False
	twentyTrade=False
	losingTrade=False
	pair=each



	print "testPosition: line 99"
	response = oanda.get_prices(instruments=pair)
	prices = response.get("prices")	
	print "prices: "+str(prices)


	spread = prices[0].get("ask")-prices[0].get("bid")
	if pair == "AUD_JPY" or pair == "CAD_JPY" or pair == "CHF_JPY" or pair == "EUR_JPY" or pair == "GBP_JPY" or pair == "NZD_JPY" or pair == "USD_JPY" or pair =="SGD_JPY" or pair == "WTICO_USD" or pair == "ZAR_JPY"  or pair == "TRY_JPY" or pair == "BCO_USD":	
		spread=spread*100
	else:
		spread=spread*10000
	print "spread: "+str(spread)
	tradeDelta=saveTradeDelta+spread
	print "tradeDelta: "+str(tradeDelta)
	if pair=="WTICO_USD" or pair=="BCO_USD":
		tradeDelta=tradeDelta*oilDelta+spread
		lotSizeIncreaseThreshold=oilLotSizeIncreaseThreshold
	else:
		lotSizeIncreaseThreshold=masterLotSizeIncreaseThreshold
	print "setting lotSizeIncreaseThreshold to: "+str(lotSizeIncreaseThreshold)
	print "setting tradeDelta to saveTradeDelta + spread: "+str(tradeDelta)
	#raw_input("press enter...")



	if side=="sell":
		newPrice = prices[0].get("ask")
	else:
		newPrice = prices[0].get("bid")
		
	trades_response = oanda.get_trades(account_id,instrument=pair,count=500)
	trades = trades_response.get("trades")
	print "trades:"+str(trades)
	placeTrade=False
	leastDifference=200000
	for i in trades:
		if placeTrade==False:
			tradePrice = i.get("price")
			print "tradePrice="+str(tradePrice)
			tradeId = i.get("id")
			print "tradeId="+str(tradeId)
			tradeInstrument=i.get("instrument")
			print "tradeInstrument:"+str(tradeInstrument)
			side = i.get("side")
			print "side: "+str(side)	
			stopLoss = i.get("stopLoss")
			print "stopLoss: "+str(stopLoss)
			print "newPrice: "+str(newPrice)
			print "checking "+str(pair)+" trades only."
		
			if side=="sell":
				priceDifference=tradePrice-newPrice
			else:
				priceDifference=newPrice-tradePrice
			print "priceDifference: "+str(priceDifference)	
			if pair == "AUD_JPY" or pair == "CAD_JPY" or pair == "CHF_JPY" or pair == "EUR_JPY" or pair == "GBP_JPY" or pair == "NZD_JPY" or pair == "USD_JPY" or pair =="SGD_JPY" or pair == "WTICO_USD" or pair == "ZAR_JPY"  or pair == "TRY_JPY" or pair == "BCO_USD":	
				priceDifference=priceDifference*100
				print "pair = multiply by 10 to give pip value..."
				offset=.02
			else:
				priceDifference=priceDifference*10000
				print "pair = multiply by 100 to give pip value..."
				offset=.0002
			print "amended pip value: priceDifference="+str(priceDifference)

			if priceDifference<2:
				print "This is a losing trade..."
				if priceDifference<0:
					priceDifference=-priceDifference
				print "This trade: price difference is :"+str(priceDifference)
				if priceDifference<leastDifference:
					print"This trade is the closest to market value so far: amending leastDifference to: "+str(priceDifference)
					leastDifference=priceDifference
				losingTrade=True
			else:
				print "This is a winning trade: calling amend trade function"
				if stopLoss==0:
					if side=="buy":
						response = oanda.modify_trade(account_id,tradeId,stopLoss=(tradePrice+offset),trailingStop=5)
					else:
						response = oanda.modify_trade(account_id,tradeId,stopLoss=(tradePrice-offset),trailingStop=5)
		
				#time.sleep(.1)


			#if leastDifference<tradeDelta:
			#"FOUND TRADE < tradeDelta, so no point checking rest of trades.  HOWEVER, still need to check all trades in this pair, to close any profit trades.  If changed in future, to exit loop, set PlaceTrade=True"
			#placeTrade=True		
			#time.sleep(.1)
		else:
			continue
	print "checking "+str(pair)+" done."
	print "leastDifference="+str(leastDifference)
	print "changing offset value, if appropriate...)"
	print "side: "+str(side)
	print "leastDifference: "+str(leastDifference)
	if leastDifference>tradeDelta:
		print "least difference>tradeDelta ("+str(leastDifference)+"), so placing "+str(side)+" trade for "+str(pair)+" at market value"

		print "CHECKING BALANCE..."

		response = oanda.get_account(account_id)
		#time.sleep(0.1)
		print "Account Info: "+str(response)


		balance = response.get("balance")
		accountBalance[account_id]=balance
		print "balance: "+str(balance)	

		UPL = response.get("unrealizedPl")
		accountUPL[account_id]=UPL
		print "Unrealized Profit Loss(UPL): "+str(UPL)

		usedMargin = response.get("marginUsed")
		accountUsedMargin[account_id]=usedMargin
		print "usedMargin: "+str(usedMargin)

		freeMargin = response.get("marginAvail")
		accountFreeMargin[account_id]=freeMargin
		print "freeMargin: "+str(freeMargin)


		NAV = balance+UPL
		accountNAV[account_id]=NAV
		print "NAV: "+str(NAV)

		NAVfree=NAV/100*60
		accountNAVFree[account_id]=NAVfree
		print "NAVfree: "+str(NAVfree)


		lotSizeIncreaseThreshold=lotSizeIncreaseThreshold+(NAV/(lotSizeIncreaseThreshold*200))
		if freeMargin<(usedMargin+(usedMargin/100*10)):
			lotSizeIncreaseThreshold=lotSizeIncreaseThreshold*2			
		size=int(NAV/lotSizeIncreaseThreshold)
		if size==0:
			size=1
		print "size for "+str(pair)+" trade: "+str(size)
		print "PLACING ORDER for "+str(pair)
		response = oanda.create_order(account_id, 
    		instrument=pair,
   		units=size,
   		side=side,
    		type='market',
    		price=newPrice
		)
	else:
		print "TRADE NOT ALLOWED - TRADE TOO CLOSE TO MARKET VALUE"
	return


side="buy"
for each in buyCurrencyList:
	tradeMaster(side)


side="sell"
for each in sellCurrencyList:
	tradeMaster(side)

startTime()
endTime()

Code: Select all

#!/usr/bin/python2.7
import time
i=15
while i>0:
	time.sleep(1)
	print "Countdown to run script: "+str(i)+" seconds."
	i=i-1
print "importing traderScript.py"
import traderScript