ES_TA_Capítulo_09_MT5_Trading_en_Vivo_SMA.ipynb

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      "Collecting numpy==1.19.2\n",
      "  Downloading numpy-1.19.2-cp38-cp38-macosx_10_9_x86_64.whl (15.3 MB)\n",
      "\u001b[K     |████████████████████████████████| 15.3 MB 23.6 MB/s eta 0:00:01\n",
      "\u001b[?25hInstalling collected packages: numpy\n",
      "\u001b[33m  WARNING: The scripts f2py, f2py3 and f2py3.8 are installed in '/Users/juangabriel/.local/bin' which is not on PATH.\n",
      "  Consider adding this directory to PATH or, if you prefer to suppress this warning, use --no-warn-script-location.\u001b[0m\n",
      "Successfully installed numpy-1.19.2\n",
      "Requirement already satisfied: scipy==1.6.2 in /Users/juangabriel/opt/anaconda3/lib/python3.8/site-packages (1.6.2)\n",
      "Requirement already satisfied: numpy<1.23.0,>=1.16.5 in /Users/juangabriel/.local/lib/python3.8/site-packages (from scipy==1.6.2) (1.19.2)\n",
      "Collecting ta\n",
      "  Downloading ta-0.10.1.tar.gz (24 kB)\n",
      "Requirement already satisfied: numpy in /Users/juangabriel/.local/lib/python3.8/site-packages (from ta) (1.19.2)\n",
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      "Building wheels for collected packages: ta\n",
      "  Building wheel for ta (setup.py) ... \u001b[?25ldone\n",
      "\u001b[?25h  Created wheel for ta: filename=ta-0.10.1-py3-none-any.whl size=28986 sha256=19fa3fed51f7d63585b496cb389f80668b180259336e597d8daea515771e391c\n",
      "  Stored in directory: /Users/juangabriel/Library/Caches/pip/wheels/18/9a/81/694fa8602da445fa009fd13c8da25001be19efdfb67a9cc348\n",
      "Successfully built ta\n",
      "Installing collected packages: ta\n",
      "Successfully installed ta-0.10.1\n",
      "Collecting datetime\n",
      "  Downloading DateTime-4.4-py2.py3-none-any.whl (51 kB)\n",
      "\u001b[K     |████████████████████████████████| 51 kB 1.1 MB/s eta 0:00:01\n",
      "\u001b[?25hRequirement already satisfied: pytz in /Users/juangabriel/opt/anaconda3/lib/python3.8/site-packages (from datetime) (2021.1)\n",
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      "Requirement already satisfied: setuptools in /Users/juangabriel/opt/anaconda3/lib/python3.8/site-packages (from zope.interface->datetime) (52.0.0.post20210125)\n",
      "Installing collected packages: datetime\n",
      "Successfully installed datetime-4.4\n",
      "Collecting yfinance\n",
      "  Downloading yfinance-0.1.72-py2.py3-none-any.whl (27 kB)\n",
      "Collecting requests>=2.26\n",
      "  Downloading requests-2.28.0-py3-none-any.whl (62 kB)\n",
      "\u001b[K     |████████████████████████████████| 62 kB 2.0 MB/s eta 0:00:011\n",
      "\u001b[?25hRequirement already satisfied: lxml>=4.5.1 in /Users/juangabriel/opt/anaconda3/lib/python3.8/site-packages (from yfinance) (4.6.3)\n",
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      "  Downloading multitasking-0.0.10.tar.gz (8.2 kB)\n",
      "Requirement already satisfied: python-dateutil>=2.7.3 in /Users/juangabriel/opt/anaconda3/lib/python3.8/site-packages (from pandas>=0.24.0->yfinance) (2.8.1)\n",
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      "Collecting charset-normalizer~=2.0.0\n",
      "  Downloading charset_normalizer-2.0.12-py3-none-any.whl (39 kB)\n",
      "Building wheels for collected packages: multitasking\n",
      "  Building wheel for multitasking (setup.py) ... \u001b[?25ldone\n",
      "\u001b[?25h  Created wheel for multitasking: filename=multitasking-0.0.10-py3-none-any.whl size=8488 sha256=464b015e696019c4bbeb2915e0281594b248900ca08545b6be77a7fe15d58b1d\n",
      "  Stored in directory: /Users/juangabriel/Library/Caches/pip/wheels/21/c9/66/b41c847de65c7985db52ec21d59996841598b8b0e93f2b9500\n",
      "Successfully built multitasking\n",
      "Installing collected packages: charset-normalizer, requests, multitasking, yfinance\n",
      "\u001b[33m  WARNING: The script normalizer is installed in '/Users/juangabriel/.local/bin' which is not on PATH.\n",
      "  Consider adding this directory to PATH or, if you prefer to suppress this warning, use --no-warn-script-location.\u001b[0m\n",
      "\u001b[33m  WARNING: The script sample is installed in '/Users/juangabriel/.local/bin' which is not on PATH.\n",
      "  Consider adding this directory to PATH or, if you prefer to suppress this warning, use --no-warn-script-location.\u001b[0m\n",
      "\u001b[31mERROR: pip's dependency resolver does not currently take into account all the packages that are installed. This behaviour is the source of the following dependency conflicts.\n",
      "conda-repo-cli 1.0.4 requires pathlib, which is not installed.\n",
      "anaconda-project 0.9.1 requires ruamel-yaml, which is not installed.\n",
      "sphinx 4.0.1 requires Jinja2<3.0,>=2.3, but you have jinja2 3.0.1 which is incompatible.\n",
      "sphinx 4.0.1 requires MarkupSafe<2.0, but you have markupsafe 2.0.1 which is incompatible.\u001b[0m\n",
      "Successfully installed charset-normalizer-2.0.12 multitasking-0.0.10 requests-2.28.0 yfinance-0.1.72\n",
      "\u001b[31mERROR: Could not find a version that satisfies the requirement MetaTrader5--user\u001b[0m\n",
      "\u001b[31mERROR: No matching distribution found for MetaTrader5--user\u001b[0m\n"
     ]
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    "import sys\n",
    "\n",
    "!{sys.executable} -m pip install numpy==1.19.2 --user\n",
    "!{sys.executable} -m pip install scipy==1.6.2 --user\n",
    "!{sys.executable} -m pip install ta --user\n",
    "!{sys.executable} -m pip install datetime --user\n",
    "!{sys.executable} -m pip install yfinance --user\n",
    "!{sys.executable} -m pip install MetaTrader5 --user"
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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: "
     ]
    }
   ],
   "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_09_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",
    "    # Creamos la Resistencia haciendo un rolling máximo\n",
    "    df[\"SMA fast\"] = df[\"close\"].rolling(30).mean()\n",
    "\n",
    "    # Creamos el Soporte haciendo un rolling mínimo\n",
    "    df[\"SMA slow\"] = df[\"close\"].rolling(60).mean()\n",
    "\n",
    "\n",
    "    # Señales\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",
    "\n",
    "    # Verificación para lanzar el algoritmo\n",
    "    if datetime.now().weekday() not in (5,6): # Para hacer trading solamente de Lunes a Viernes\n",
    "        is_time = datetime.now().strftime(\"%H:%M:%S\") == start \n",
    "    else:\n",
    "        is_time = False\n",
    "\n",
    "    \n",
    "    # Lanzamos el algoritmo\n",
    "    if is_time:\n",
    "\n",
    "        # Abrimos el trading\n",
    "        for asset in info_order.keys():\n",
    "\n",
    "            # Inicializamos la entrada de datos\n",
    "            symbol = info_order[asset][0]\n",
    "            lot = info_order[asset][1]\n",
    "\n",
    "            # Creamos la señal\n",
    "            buy, sell = SMA_strategy(symbol)\n",
    "\n",
    "             # Ejecutamos el algoritmo\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"
   ]
  },
  {
   "cell_type": "code",
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   "id": "36b23b8b",
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