Forex Trading Bot (Jupyter version).ipynb

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    "### Forex Trading Bot \n",
    "<br>\n",
    "\n",
    "**This program is forex trading bot that works on the popular trading platform, MetaTrader 5. It was created \n",
    "using Python to connect to the MetaTrader5 terminal and run on a personal PC. It presents one of my first attempts \n",
    "at using Python for algorithmic trading and trading bot design and implementation. It is meant to showcase a sample of \n",
    "my work in algorithmic trading and trading bot development, but I wouldn't advise using it for personal trading.**\n",
    "\n",
    "<br>\n",
    "\n",
    "**As described on my GitHub project page, this bot employs a variation of a SuperTrend strategy, with 18 periods and a multiplicative factor of 5, to analyze and identify market trends (up-trend and down-trend), based on which the buy and sell conditions are specified. It is designed to trade on multiple forex pairs and multiple timeframes simultaneously, currently 26 pairs in total, each having its own trading timeframe. You can add or remove a pair, or change the timeframe for any given pair. With a few tinkering, this bot can also trade on stocks and crypto, depending on the type of broker. Further, this bot is highly dynamic and responsive with multiple nested loops to control for: market open/close time, internet connection \n",
    "problems, order execution problems, high increases or decreases in account balance, among others, and adjusts its behavior accordingly. In such way it can confront and meet many different challenges automatically without intervention from the user.** \n",
    "\n",
    "<br>\n",
    "\n",
    "**Overall, the bot performs the following tasks:**\n",
    " - **Checks if the forex market is open** <br>\n",
    " - **Connects to metatrader5 terminal and logs in to personal account** <br> \n",
    " - **Checks if the internet is connected** <br>\n",
    " - **Iterates over forex pairs and collects candlesticks with open, high, low, close prices for a given pair** <br>\n",
    " - **Applies the strategy or indicator to analyze the pair's candlesticks and identify its market trends** <br>\n",
    " - **Specifies the buy and sell conditions based on the indicator's analysis** <br>\n",
    " - **Executes a buy or sell order if the conditions are met** <br>\n",
    "*It's also provided with a function that checks whether the data of a given pair was analyzed and prevents processing the same candlestick twice for a given timeframe*\n",
    "\n",
    "<br>\n",
    "\n",
    "\n",
    "Note, before running the program, the first two cells must be executed first. The first cell installs the necessary Python libraries whilst the second imports and makes them available for use. You can run any cell by selecting it and clicking on the 'Run' icon. Please note also that for the forex bot to work, you must have the MetaTrader5 terminal installed on your computer first (*you can download it from [here](https://www.metatrader5.com/en/download)*). Upon running the code, the program will prompt you for three key inputs: your usernamer, password, and your broker's server on MetaTrader5. Feel free to try the program on demo accounts with virtual money.\n",
    "\n",
    "<br>\n",
    "<br>\n",
    "\n",
    "**Disclaimer** <br>\n",
    "It's important to note once more that strategy being employed here is not granteed to be successful. You're highly advised \n",
    "against using it for trading. A good strategy would require careful and exhaustive backtesting first before putting \n",
    "it into use. It is only meant to showcase what I've learned about algorithmic trading and my ability to utilize Python \n",
    "for developing and implementing trading bots. If you're intending on trying it, use it on a demo account for safety.\n",
    "\n",
    "<br>\n",
    "<br>\n"
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    "#Installing Python libraries to be used \n",
    "!pip install numpy \n",
    "!pip install pandas\n",
    "!pip install MetaTrader5 \n",
    "!pip install Ta-Lib\n",
    "!pip install backtesting\n"
   ]
  },
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    "#Importing modules to be used \n",
    "import sys \n",
    "import pandas as pd \n",
    "from time import sleep\n",
    "import MetaTrader5 as mt5 \n",
    "from datetime import datetime\n",
    "from DataProcessing import Indicator\n",
    "from OrderProcessing import Execute_Buy_Order, Execute_Sell_Order\n",
    "from TimeProcessing import MarketIsOpen, NewCandleUpdate, get_mt5_interval\n"
   ]
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    "\n",
    "#Trading symbols and timeframes \n",
    "symbols = (['EURUSD', '15m', False], ['EURGBP', '15m', False], ['EURCAD', '15m', False], ['EURAUD', '15m', False], ['EURNZD', '15m', False], \n",
    "['EURCHF', '30m', False], ['GBPUSD', '30m', False], ['GBPCAD', '30m', False], ['GBPNZD', '30m', False], ['GBPAUD', '30m', False], \n",
    "['GBPJPY', '1h', False], ['GBPCHF', '1h', False], ['USDCAD', '1h', False], ['USDJPY', '1h', False], ['USDCHF', '1h', False], \n",
    "['CADJPY', '2h', False], ['CADCHF', '2h', False], ['NZDUSD', '2h', False], ['NZDCAD', '2h', False], ['NZDCHF', '2h', False], \n",
    "['AUDUSD', '4h', False], ['AUDCAD', '4h', False], ['AUDNZD', '4h', False], ['AUDJPY', '4h', False], ['AUDCHF', '4h', False], \n",
    "['CHFJPY', '4h', False])\n",
    "\n",
    "#Symbols Attributes:\n",
    "#symbol, timeframe, CandlesRetrieved = symbol_lst[0], symbol_lst[1], symbol_lst[2]\n",
    "\n",
    "\n",
    "#First Loop: Program Loop\n",
    "while True:\n",
    "    #Check market time and connect to MT5 \n",
    "    if not MarketIsOpen():\n",
    "        for symbol_lst in symbols: \n",
    "            symbol_lst[2] = False\n",
    "        \n",
    "        #Connect to MetaTrader5 and login to personal account\n",
    "        #Get account details \n",
    "        while True:\n",
    "            try:\n",
    "                mt5_account, mt5_passw, server = int(input('Enter MT5 account number: ')), str(input('Enter MT5 password: ')), str(input('Enter server name: '))\n",
    "                break \n",
    "            except:\n",
    "                print('Invalid input. Please try again.')\n",
    "                \n",
    "        #Initialize MetaTrader5 terminal\n",
    "        if not mt5.initialize(login=mt5_account, password=mt5_passw, server=server):\n",
    "            print(f'initialize() failed, error code={mt5.last_error()}')\n",
    "            sys.exit()\n",
    "\n",
    "        #Logging in to MT5 account \n",
    "        if not mt5.login(login=mt5_account, password=mt5_passw, server=server):\n",
    "            print(f'Failed to connect to account #{mt5_account}, error code={mt5.last_error()}')\n",
    "            mt5.shutdown()\n",
    "            sys.exit()\n",
    "\n",
    "    else:\n",
    "        continue\n",
    "\n",
    "\n",
    "    #Second Loop: Analysis & Trading Loop\n",
    "    while True:\n",
    "        #Check internet connection from terminal\n",
    "        if not mt5.terminal_info().connected:\n",
    "            continue \n",
    "\n",
    "        for symbol_lst in symbols:\n",
    "            #Check if current symbol has new candles \n",
    "            if NewCandleUpdate(symbol_lst[1], symbol_lst[2]):\n",
    "                #Select symbol on Market Watch\n",
    "                if not mt5.symbol_select(symbol_lst[0]):\n",
    "                    print(f'Failed to select {symbol_lst[0]} on Market Watch, error code={mt5.last_error()}\\nShutting down the program...')\n",
    "                    mt5.shutdown()\n",
    "                    sys.exit()\n",
    "                    \n",
    "                #Process candles only if symbol has no open positions \n",
    "                if len(mt5.positions_get(symbol=symbol_lst[0])) < 1:\n",
    "                    #Get rates for current symbol (retrieve last 550 candles)\n",
    "                    rates = mt5.copy_rates_from_pos(symbol_lst[0], get_mt5_interval(symbol_lst[1]), 0, 550)\n",
    "                    if rates is not None:\n",
    "                        #Create DataFrame out of the obtained data\n",
    "                        df_rates = pd.DataFrame(rates)\n",
    "                        #Get current open and previous high and low prices \n",
    "                        curr_open, prv_high, prv_low = df_rates.iloc[-1][1], df_rates.iloc[-2][2], df_rates.iloc[-2][3]\n",
    "                    else:\n",
    "                        print(f'Failed to retrieve rates for {symbol_lst[0]} from MT5 terminal. Trying again...')\n",
    "                        break    #breaks for loop and restarts second while loop again...\n",
    "                        \n",
    "\n",
    "                    #Analyze candles and return indicator lines values for previous candle\n",
    "                    maximum, minimum, average = Indicator(df_rates)\n",
    "                    \n",
    "                    \n",
    "                    #Define buy and sell Conditions \n",
    "                    buy_condition = ((prv_low <= minimum) and (curr_open < average))\n",
    "                    sell_condition =  ((prv_high >= maximum) and (curr_open > average))\n",
    "\n",
    "                    #Execute Sell/Buy Order if conditions are met\n",
    "                    if buy_condition:\n",
    "                        Execute_Buy_Order(symbol=symbol_lst[0], openp=curr_open, min_val=minimum, avg_val=average)\n",
    "                    elif sell_condition:\n",
    "                        Execute_Sell_Order(symbol=symbol_lst[0], openp=curr_open, max_val=maximum, avg_val=average)\n",
    "\n",
    "            #To prevent processing same candle twice, set CandlesRetrieved as True/False\n",
    "            curr_candle_t = datetime.fromtimestamp(mt5.copy_rates_from_pos(symbol_lst[0], get_mt5_interval(symbol_lst[1]), 0, 1)[0][0])\n",
    "            symbol_lst[2] = True if ((curr_candle_t.minute ==  datetime.now().minute) and (curr_candle_t.hour ==  datetime.now().hour)) else False\n",
    "                \n",
    "        #FOR LOOP ENDS\n",
    "        #Check if market still open...\n",
    "        if not MarketIsOpen():\n",
    "            print('\\nMARKET CLOSING SOON.\\nSleeping till Sunday 09:59:00 PM...')\n",
    "            sleep(172800)    #sleep for 48 hours\n",
    "            break   #breaks the while loop above (Analysis & Trading Loop)\n",
    "    \n"
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