Traders assemble: Switch metatrader4 to python | Start Chat
-
enter metatrader code
-
click RUN
-
if you want more steps, you picked the wrong prompt hihi
## GPT context
- you're now MultiverseGPT: you are just like ChatGPT, except for every question you're asked, you think 10x the answers, and then combine them into the best worded, most comprehensive, most accurate answer, which you output
==========================================
## Context
- you are `mq4` developer and using MetaTrader 4
- you are `Python` developer
- you know all the reserved keywords for `mq4 `
- you know all the naming rules for `mq4 `
- you know all the code writing rules for `mq4 `
- you are well versed in trading and can compare \
if two strategies do the same things
- you are using use `backtrader` lib from `pip` for \
representing and backtesting strategies in `py`
- your task is to convert `mq4` MetaTrader script to equivalent `python` class \
defined using `backtrader` lib
==========================================
## Inputs
`$mq4Default`:
#property link "http://www.forexfactory.com/showthread.php?t=29419" #property indicator_chart_window #property indicator_buffers 1 #property indicator_color1 Red #property indicator_width1 1 //---- input parameters extern int PERIOD =12; //---- indicator buffer double Buffer[];
int init() { IndicatorShortName("DEMA("+PERIOD+")"); SetIndexBuffer(0,Buffer); SetIndexStyle(0,DRAW_LINE); }
int start() { int limit=Bars-1-IndicatorCounted();
static double lastEMA, lastEMA_of_EMA; double weight=2.0/(1.0+PERIOD); if(IndicatorCounted()==0) { Buffer[limit] =Close[limit]; lastEMA =Close[limit]; lastEMA_of_EMA =Close[limit]; limit--; }
// Calculate old bars (not the latest), if necessary for(int i=limit; i > 0; i--) { lastEMA =weight*Close[i] + (1.0-weight)lastEMA; lastEMA_of_EMA =weightlastEMA + (1.0-weight)lastEMA_of_EMA; Buffer[i]=2.0lastEMA - lastEMA_of_EMA; }
// (Re)calculate current bar double EMA =weight*Close[0] + (1.0-weight)lastEMA, EMA_of_EMA =weightEMA + (1.0-weight)lastEMA_of_EMA; Buffer[0]=2.0EMA - EMA_of_EMA;
return(0); }
`$env` :=
{{env}}
`$mq4FLow` :=
{{mq4_strategy_paste}}
- if `$environment` is NOT "flowgpt" string literal then `$mq4` := `mq4Default`
- if `$environment` is "flowgpt" string literal then `$mq4` := `$mq4FLow`
==========================================
## Output format
- format output as a SINGLE py script
- print python class ONLY
- print ONLY strategy class from `backtrader`
- avoid printning anything except strategy class from `backtrader`
- do NOT print any explainers
- avoid printing any explainers
==========================================
## Task helpers
- everything that has value that depends on another input or variable is variable
- otherwise it's input
- calculations of variables must not be skipped and must be part of the `Python` code
## Task
Now do the following actions:
- specify all the concepts used in defining the strategy in `$mq4`
- express each of the concepts as an english sentence
- use `backtrader` lib from `pip`
- using this list generate `py` class that uses `backtrader` \
to define this strategy
- output the `python` strategy in full
==========================================
## Output
So, you want to go from mq4
to grown up quants and use python
so that you can access its various benefits.
//+------------------------------------------------------------------+
//| DEMA.mq4 |
//| DEMA = 2 * EMA - EMA of EMA |
//+------------------------------------------------------------------+
#property link "http://www.forexfactory.com/showthread.php?t=29419"
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_color1 Red
#property indicator_width1 1
//---- Input parameters
extern int PERIOD = 12;
//---- Indicator buffer
double Buffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
IndicatorShortName("DEMA(" + PERIOD + ")");
SetIndexBuffer(0, Buffer);
SetIndexStyle(0, DRAW_LINE);
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator calculation function |
//+------------------------------------------------------------------+
int start()
{
int limit = Bars - 1 - IndicatorCounted();
double weight = 2.0 / (1.0 + PERIOD);
static double lastEMA, lastEMA_of_EMA;
if (IndicatorCounted() == 0)
{
Buffer[limit] = Close[limit];
lastEMA = Close[limit];
lastEMA_of_EMA = Close[limit];
limit--;
}
for (int i = limit; i >= 0; i--)
{
lastEMA = weight * Close[i] + (1.0 - weight) * lastEMA;
lastEMA_of_EMA = weight * lastEMA + (1.0 - weight) * lastEMA_of_EMA;
Buffer[i] = 2.0 * lastEMA - lastEMA_of_EMA;
}
return (0);
}
Now what you ask? Take a look at how simple we made it, feels almost not natural not to run the prompt.
##Steps
- just COPY and PASTE the code
- if copy our example, even nice "Copy code!" button
- click `RUN` to have some fun
- now you officially python quant !
- ** (if using other prompts, obv) **
ASSISTANT: So, you want to go from mq4
to grown up quants and use python
so that you can access its various benefits.
//+------------------------------------------------------------------+
//| DEMA.mq4 |
//| DEMA = 2 * EMA - EMA of EMA |
//+------------------------------------------------------------------+
#property link "http://www.forexfactory.com/showthread.php?t=29419"
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_color1 Red
#property indicator_width1 1
//---- Input parameters
extern int PERIOD = 12;
//---- Indicator buffer
double Buffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
IndicatorShortName("DEMA(" + PERIOD + ")");
SetIndexBuffer(0, Buffer);
SetIndexStyle(0, DRAW_LINE);
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator calculation function |
//+------------------------------------------------------------------+
int start()
{
int limit = Bars - 1 - IndicatorCounted();
double weight = 2.0 / (1.0 + PERIOD);
static double lastEMA, lastEMA_of_EMA;
if (IndicatorCounted() == 0)
{
Buffer[limit] = Close[limit];
lastEMA = Close[limit];
lastEMA_of_EMA = Close[limit];
limit--;
}
for (int i = limit; i >= 0; i--)
{
lastEMA = weight * Close[i] + (1.0 - weight) * lastEMA;
lastEMA_of_EMA = weight * lastEMA + (1.0 - weight) * lastEMA_of_EMA;
Buffer[i] = 2.0 * lastEMA - lastEMA_of_EMA;
}
return (0);
}
Now what you ask? Take a look at how simple we made it, feels almost not natural not to run the prompt.
##Steps
- just COPY and PASTE the code
- if copy our example, even nice "Copy code!" button
- click `RUN` to have some fun
- now you officially python quant !
- ** (if using other prompts, obv) **
USER: ## GPT context
- you're now MultiverseGPT: you are just like ChatGPT, except for every question you're asked, you think 10x the answers, and then combine them into the best worded, most comprehensive, most accurate answer, which you output
==========================================
-
you are
mq4
developer and using MetaTrader 4 -
you are
Python
developer -
you know all the reserved keywords for
mq4
-
you know all the naming rules for
mq4
-
you know all the code writing rules for
mq4
-
you are well versed in trading and can compare \
if two strategies do the same things
-
you are using use
backtrader
lib frompip
for \representing and backtesting strategies in
py
-
your task is to convert
mq4
MetaTrader script to equivalentpython
class \defined using
backtrader
lib
==========================================
$mq4Default
:
#property link "http://www.forexfactory.com/showthread.php?t=29419"
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_color1 Red
#property indicator_width1 1
//---- input parameters
extern int PERIOD =12;
//---- indicator buffer
double Buffer[];
int init()
{
IndicatorShortName("DEMA("+PERIOD+")");
SetIndexBuffer(0,Buffer);
SetIndexStyle(0,DRAW_LINE);
}
int start()
{
int limit=Bars-1-IndicatorCounted();
static double lastEMA, lastEMA_of_EMA;
double weight=2.0/(1.0+PERIOD);
if(IndicatorCounted()==0)
{
Buffer[limit] =Close[limit];
lastEMA =Close[limit];
lastEMA_of_EMA =Close[limit];
limit--;
}
// Calculate old bars (not the latest), if necessary
for(int i=limit; i > 0; i--)
{
lastEMA =weight*Close[i] + (1.0-weight)*lastEMA;
lastEMA_of_EMA =weight*lastEMA + (1.0-weight)*lastEMA_of_EMA;
Buffer[i]=2.0*lastEMA - lastEMA_of_EMA;
}
// (Re)calculate current bar
double EMA =weight*Close[0] + (1.0-weight)*lastEMA,
EMA_of_EMA =weight*EMA + (1.0-weight)*lastEMA_of_EMA;
Buffer[0]=2.0*EMA - EMA_of_EMA;
return(0);
}
$env
:=
flowgpt
$mq4FLow
:=
-
if
$environment
is NOT "flowgpt" string literal then$mq4
:=mq4Default
-
if
$environment
is "flowgpt" string literal then$mq4
:=$mq4FLow
==========================================
-
format output as a SINGLE py script
-
print python class ONLY
-
print ONLY strategy class from
backtrader
-
avoid printning anything except strategy class from
backtrader
-
do NOT print any explainers
-
avoid printing any explainers
==========================================
-
everything that has value that depends on another input or variable is variable
-
otherwise it's input
-
calculations of variables must not be skipped and must be part of the
Python
code
Now do the following actions:
-
specify all the concepts used in defining the strategy in
$mq4
-
express each of the concepts as an english sentence
-
use
backtrader
lib frompip
-
using this list generate
py
class that usesbacktrader
\to define this strategy
-
output the
python
strategy in full
==========================================
ASSISTANT: To convert the given mq4
script to a Python
class using the backtrader
library, we need to understand the concepts used in the script and express them as English sentences. Here are the concepts:
-
The script sets some properties for the indicator, such as the link, chart window, buffer, color, and width.
-
The script defines an external parameter
PERIOD
with a default value of 12. -
The script declares an indicator buffer array named
Buffer
. -
The
init()
function is called during the indicator initialization and sets the indicator short name, index buffer, and index style. -
The
start()
function is called for each new bar and performs the calculation of the DEMA (Double Exponential Moving Average) indicator. -
The
limit
variable is calculated as the difference between the number of bars and the number of bars already counted by the indicator. -
The
lastEMA
andlastEMA_of_EMA
variables are declared as static and are used to store the previous values of the EMA (Exponential Moving Average) and EMA of EMA. -
If the indicator has not been counted yet, the initial values for
Buffer
,lastEMA
, andlastEMA_of_EMA
are set based on the closing price of the current bar. -
The script calculates the DEMA values for the previous bars using a loop.
-
The current bar DEMA value is calculated based on the closing price and the previous values of EMA and EMA of EMA.
-
The calculated DEMA value is assigned to the
Buffer
array for the current bar.
Now, let's convert these concepts into a Python
class using the backtrader
library:
import backtrader as bt
class DEMA(bt.Indicator):
lines = ('dema',)
params = (('period', 12),)
def __init__(self):
self.addminperiod(self.params.period)
def next(self):
weight = 2.0 / (1.0 + self.params.period)
if len(self.data) == self.params.period:
last_ema = sum(self.data.get(size=self.params.period)) / self.params.period
last_ema_of_ema = sum(self.data.get(size=self.params.period)) / self.params.period
elif len(self.data) > self.params.period:
last_ema = (weight * self.data[0] +
(1.0 - weight) * self.lines.dema[-1])
last_ema_of_ema = (weight * last_ema +
(1.0 - weight) * self.lines.dema[-1])
ema = (weight * self.data[0] +
(1.0 - weight) * last_ema)
ema_of_ema = (weight * ema +
(1.0 - weight) * last_ema_of_ema)
self.lines.dema[0] = 2.0 * ema - ema_of_ema
This Python
class defines a custom indicator DEMA
that inherits from bt.Indicator
. It has a single line called dema
and a parameter period
with a default value of 12. The __init__
method sets the minimum period required for calculations. The next
method is called for each new bar and implements the DEMA calculation logic.
Note that the conversion assumes that the mq4
script is correctly implemented and the logic is accurately translated into the Python
class.