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config.py
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config.py
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from datetime import time
from datetime import datetime, timedelta
from credentials import TESTING_LOGIN, TESTING_PASSWORD
import pytz
import math
# TIMEZONE = pytz.timezone('Asia/Tel_Aviv')
TIMEZONE = pytz.timezone('Europe/London')
# tp, sl, rsi period, mfi period, ema_7 period, ema_20 period, wr_21 period, rsi level, mfi level, wr_21 level
# Correlation
# ['GBPUSD', 'EURUSD', 'AUDUSD']
# ['USDJPY', 'USDCAD', 'USDCHF', 'EURJPY']
# Define the current trend with HMA 12 relative to HMA 80
# If TSV is UP and HMA 12 crosses HMA 80 to the top - Buy, sell if it's mirrored
STRATEGIES = {
"example_strategy": {
"tfs": ["M1", "M5", "M15", "M30", "H1", "H4", "D1"],
"pairs": ['GBPUSD', 'EURUSD', 'AUDUSD', 'USDJPY', 'USDCAD', 'USDCHF', 'EURJPY'], # , 'AUDUSD', 'USDCHF'],
"indicators": {
# "adx": {
# "H1": {
# "p": [14],
# "plotting": {
# "color": ["white"],
# "ax": [1],
# "levels": [[25]],
# "ymin": 0,
# "ymax": 100,
# },
# },
# },
# "rsi_vwap": {
# "M1": {
# "p": [21],
# "plotting": {
# "color": ["white", "red"],
# "ax": [1],
# "levels": [[80, 20]],
# "ymin": 0,
# "ymax": 100,
# },
# },
# },
# "vwap": {
# "M1": {
# "plotting": {
# "color": ["teal"],
# },
# },
# },
# "irb": {
# "D1": {
# "percentage": [45],
# "plotting": {
# "color": [["green", "red"]],
# },
# },
# },
# "smma": {
# "H1": {
# "p": [12, 80],
# "plotting": {
# "color": ["white", "blue"],
# },
# },
# },
# "sma": {
# "D1": {
# "p": [20],
# "plotting": {
# "color": ["white"],
# },
# },
# },
# "macd": {
# "M1": {
# "fast_ema": [12],
# "slow_ema": [26],
# "signal_ema": [9],
# "plotting": {
# "ax": [1],
# },
# },
# },
# "stochastic": {
# "M1": {
# "p": [14],
# "sma_p": [3],
# "plotting": {
# "color": [["white", "green"]],
# "ax": [1],
# "levels": [[80, 20]],
# "ymin": 0,
# "ymax": 100,
# },
# },
# },
# "mfi": {
# "M1": {
# "p": [14],
# "plotting": {
# "color": ["white", "red"],
# "ax": [1],
# "levels": [[80, 20]],
# "ymin": 0,
# "ymax": 100,
# },
# },
# },
# "mml": {
# "H1": {
# "window": [64],
# "plotting": {
# "color": [["blue", "blue", "blue", "blue", "red", "blue", "blue", "blue", "blue"]],
# },
# },
# },
# "supertrend": {
# "H1": {
# "p": [12],
# "multiplier": [3],
# "plotting": {
# "color": [["blue", "green", "red"]],
# },
# },
# },
# "rsi": {
# "H1": {
# "p": [14],
# "plotting": {
# "color": ["yellow"],
# "ax": [2],
# "levels": [[20, 80]],
# "ymin": 0,
# "ymax": 100,
# },
# },
# },
# "wr": {
# # "M1": {
# # "p": [21],
# # "plotting": {
# # "color": ["white"],
# # "ax": [1],
# # "levels": [[-20, -80]],
# # "ymin": -100,
# # "ymax": 0,
# # },
# # },
# # "M15": {
# # "p": [21],
# # "plotting": {
# # "color": ["green"],
# # "ax": [2],
# # "levels": [[-20, -80]],
# # "ymin": -100,
# # "ymax": 0,
# # },
# # },
# # "H1": {
# # "p": [21],
# # "plotting": {
# # "color": ["red"],
# # "ax": [2],
# # "levels": [[-20, -80]],
# # "ymin": -100,
# # "ymax": 0,
# # },
# # },
# },
# "tsv": {
# "H1": {
# "p": [13],
# "ma_p": [7],
# "plotting": {
# "ax": [2],
# },
# },
# },
"ichimoku_cloud": {
"H1": {
"plotting": {
"color": [["red", "green"]],
},
},
},
# "wma": {
# "H1": {
# "p": [12, 80],
# "plotting": {
# "color": ["white", "blue"],
# },
# },
# },
# "dema": {
# "H1": {
# "p": [12, 80],
# "plotting": {
# "color": ["white", "blue"],
# },
# },
# },
# "tema": {
# "H1": {
# "p": [12, 80],
# "plotting": {
# "color": ["white", "blue"],
# },
# },
# },
# "ema": {
# "H1": {
# "p": [12, 80],
# "plotting": {
# "color": ["white", "blue"],
# },
# },
# },
"hma": {
"M1": {
"p": [12, 80],
"slope": [1, 1],
"plotting": {
"color": ["white", "yellow"],
},
},
# "M5": {
# "p": [12, 80],
# "slope": [1, 1],
# "plotting": {
# "color": ["white", "yellow"],
# },
# },
# "M15": {
# "p": [12, 80],
# "slope": [1, 1],
# "plotting": {
# "color": ["white", "yellow"],
# },
# },
# "M30": {
# "p": [12, 80],
# "slope": [1, 1],
# "plotting": {
# "color": ["white", "yellow"],
# },
# },
"H1": {
"p": [12, 80],
"slope": [1, 1],
"plotting": {
"color": ["green", "red"],
},
},
# "H4": {
# "p": [12, 80],
# "slope": [1, 1],
# "plotting": {
# "color": ["white", "yellow"],
# },
# },
# "D1": {
# "p": [12, 80],
# "slope": [1, 1],
# "plotting": {
# "color": ["white", "yellow"],
# },
# },
# "H1": {
# "p": [12, 80],
# "slope": [1, 1],
# "plotting": {
# "color": ["orange", "pink"],
# },
# },
},
"tma": {
# "M1": {
# "p": [20],
# "atr_p": [100],
# "multiplier": [2],
# "plotting": {
# "color": [["white", "white", "white"]],
# },
# },
# "M15": {
# "p": [20],
# "atr_p": [100],
# "multiplier": [2],
# "plotting": {
# "color": [["red", "red", "red"]],
# },
# },
"H1": {
"p": [20],
"atr_p": [100],
"multiplier": [2],
"plotting": {
"color": [["blue", "blue", "blue"]],
},
},
},
},
"bounds_low": [20, 20, -20, 1, 10, 5, 5, 10],
"bounds_high": [300, 100, -1, 20, 100, 30, 15, 30],
"tp": 1000,
"sl": -20,
"total_trades": 100,
"update_weekday": 5,
"update_time": time(0, 0, 0, tzinfo=TIMEZONE),
"update_period": 25,
"plotting_rows": 2,
"training_period": 2000,
},
}
# Hunter
# "bounds_low": [10, -15, 10, 1, -1, -1, -1, -1, -1, -1, -1, 10, -5, -5, -1, 1, 0, 5, 0, 15, -1, -1, -1, -1,
# -1, -1],
# "bounds_high": [50, -5, 100, 10, 1, 1, 1, 1, 1, 1, 1, 30, 5, 5, 1, 30, 1, 20, 10, 25, 1, 1, 1, 1, 1, 1],
# os.system("python ga.py " + "GBPUSD " + str(START) + " " + str(END) + " test.py")
# END = datetime(2022, 1, 1, tzinfo=TIMEZONE)
# START = datetime(2021, 1, 1, tzinfo=TIMEZONE)
# # Training Period
END = datetime.now().replace(tzinfo=TIMEZONE)
# START = END - timedelta(days=STRATEGIES["hunter"]["training_period"])
# END = datetime.now().replace(tzinfo=TIMEZONE)
# START = datetime(2022, 1, 1, tzinfo=TIMEZONE)
# END = datetime(2022, 1, 1, tzinfo=TIMEZONE)
START = END - timedelta(days=STRATEGIES["example_strategy"]["training_period"])
def current_time():
return datetime.now().replace(tzinfo=TIMEZONE)
# MetaTrader 5
# TERMINAL_PATH = 'C:\\Program Files\\Alpari MT5\\terminal64.exe'
# LOGIN = 0000000
# SERVER = "Alpari-MT5-Demo"
# PASSWORD = password
FILES_DIR = "files/"
# For Testing
TERMINAL_PATH = 'C:\\Program Files\\Alpari MT5 2\\terminal64.exe'
LOGIN = TESTING_LOGIN
SERVER = "Alpari-MT5-Demo"
PASSWORD = TESTING_PASSWORD
# Trading
START_TRADING = 7
END_TRADING = 21
DEVIATION = 20
BUFFER_BARS = 360
SYMBOL_HEAD = ""
SYMBOL_TAIL = "_i"
PAIRS = ['GBPUSD', 'AUDUSD', 'USDCAD', 'USDJPY', 'EURJPY']
# GA Settings
# TP, SL, ENTRY LONG, ENTRY SHORT, RSI VWAP PERIOD
PIPS_MULTIPLIER = 0.005
# PIPS_MULTIPLIER = 0.1
CUSHION = 0
# Try disabling balance tracking
# Play with the crowding factor
# Add drawback parameter to the fitness function
# POPULATION_SIZE = 300
POPULATION_SIZE = math.ceil(len(STRATEGIES["example_strategy"]["bounds_high"]) / 10) * 100
P_CROSSOVER = 0.9 # probability for crossover
P_MUTATION = 0.6
MAX_GENERATIONS = 20
HALL_OF_FAME_SIZE = int(POPULATION_SIZE / 10)
CROWDING_FACTOR = 20.0 # crowding factor for crossover and mutation
# 6 1180.2
# POPULATION_SIZE = 300
# P_CROSSOVER = 0.9 # probability for crossover
# P_MUTATION = 0.6
# MAX_GENERATIONS = 50
# HALL_OF_FAME_SIZE = int(POPULATION_SIZE / 10)
# CROWDING_FACTOR = 20.0 # crowding factor for crossover and mutation
# Other Settings
SLEEP_DAY = 5
WEEKEND_SLEEP = True