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script_content = """ import pandas as pd import numpy as np import requests import time import logging
logging.basicConfig(level=logging.INFO) logger = logging.getLogger()
api_url = 'https://api.broker.com' # Replace with the actual broker's API URL api_key = 'YOUR_API_KEY' # Replace with your API key
def calculate_rsi(data, window=14): delta = data['close'].diff() gain = (delta.where(delta > 0, 0)).rolling(window=window).mean() loss = (-delta.where(delta < 0, 0)).rolling(window=window).mean() rs = gain / loss rsi = 100 - (100 / (1 + rs)) return rsi
def calculate_macd(data, short_window=12, long_window=26, signal_window=9): short_ema = data['close'].ewm(span=short_window, adjust=False).mean() long_ema = data['close'].ewm(span=long_window, adjust=False).mean() macd = short_ema - long_ema signal = macd.ewm(span=signal_window, adjust=False).mean() macd_diff = macd - signal return macd, signal, macd_diff
def fetch_data(api_url, asset, duration, api_key): try: response = requests.get(f'{api_url}/historical', params={'asset': asset, 'duration': duration}, headers={'Authorization': f'Bearer {api_key}'}) response.raise_for_status() data = response.json() df = pd.DataFrame(data) df['rsi'] = calculate_rsi(df) df['macd'], df['signal'], df['macd_diff'] = calculate_macd(df) return df except Exception as e: logger.error(f"Error fetching data: {e}") return None
def trend_reversal_strategy(api_url, api_key, initial_stake, risk_reward_ratio, duration): balance = 1000 # Starting balance for simulation purposes stake = initial_stake total_profit = 0 total_loss = 0
while total_profit < 100 and total_loss < 50: # Example thresholds data = fetch_data(api_url, 'Volatility 50 (1s) Index', duration, api_key) if data is None: continue latest_data = data.iloc[-1] # Determine trade signal if latest_data['rsi'] < 30 and latest_data['macd_diff'] > 0: trade_signal = 'buy' elif latest_data['rsi'] > 70 and latest_data['macd_diff'] < 0]: trade_signal = 'sell' else: trade_signal = 'hold' if trade_signal != 'hold': try: # Place trade response = requests.post( f'{api_url}/trade', headers={'Authorization': f'Bearer {api_key}'}, json={ 'asset': 'Volatility 50 (1s) Index', 'trade_type': trade_signal, 'amount': stake, 'duration': 5 # 5 Ticks } ) response.raise_for_status() trade_result = response.json() # Process trade outcome if trade_result['outcome'] == 'win': profit = stake * risk_reward_ratio total_profit += profit stake = initial_stake # Reset stake after a win logger.info(f'Win: +{profit} USD, Total Profit: {total_profit} USD') else: loss = stake total_loss += loss stake *= risk_reward_ratio # Increase stake proportionally to the risk-reward ratio logger.info(f'Loss: -{loss} USD, Total Loss: {total_loss} USD, Next Stake: {stake} USD') except Exception as e: logger.error(f"Error placing trade: {e}") time.sleep(1) # Wait for 1 second before the next trade # Check loss threshold to stop the strategy if total_loss >= 50: logger.warning('Loss threshold reached, stopping the strategy.') break if total_profit >= 100: logger.info('Profit threshold reached, stopping the strategy.') return total_profit, total_loss
initial_stake = 1 risk_reward_ratio = 3 # 1:3 risk-reward ratio duration = 1 # Duration of 1 tick for data fetching
trend_reversal_strategy(api_url, api_key, initial_stake, risk_reward_ratio, duration) """
file_path = "/mnt/data/trend_reversal_strategy.py" with open(file_path, "w") as file: file.write(script_content)
file_path blank.yml (1).txt
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Save the provided script into a Python file
script_content = """
import pandas as pd
import numpy as np
import requests
import time
import logging
Set up logging
logging.basicConfig(level=logging.INFO)
logger = logging.getLogger()
Define the API endpoints and keys
api_url = 'https://api.broker.com' # Replace with the actual broker's API URL
api_key = 'YOUR_API_KEY' # Replace with your API key
RSI Calculation
def calculate_rsi(data, window=14):
delta = data['close'].diff()
gain = (delta.where(delta > 0, 0)).rolling(window=window).mean()
loss = (-delta.where(delta < 0, 0)).rolling(window=window).mean()
rs = gain / loss
rsi = 100 - (100 / (1 + rs))
return rsi
MACD Calculation
def calculate_macd(data, short_window=12, long_window=26, signal_window=9):
short_ema = data['close'].ewm(span=short_window, adjust=False).mean()
long_ema = data['close'].ewm(span=long_window, adjust=False).mean()
macd = short_ema - long_ema
signal = macd.ewm(span=signal_window, adjust=False).mean()
macd_diff = macd - signal
return macd, signal, macd_diff
Fetch historical data
def fetch_data(api_url, asset, duration, api_key):
try:
response = requests.get(f'{api_url}/historical', params={'asset': asset, 'duration': duration}, headers={'Authorization': f'Bearer {api_key}'})
response.raise_for_status()
data = response.json()
df = pd.DataFrame(data)
df['rsi'] = calculate_rsi(df)
df['macd'], df['signal'], df['macd_diff'] = calculate_macd(df)
return df
except Exception as e:
logger.error(f"Error fetching data: {e}")
return None
Trading Logic
def trend_reversal_strategy(api_url, api_key, initial_stake, risk_reward_ratio, duration):
balance = 1000 # Starting balance for simulation purposes
stake = initial_stake
total_profit = 0
total_loss = 0
Run the Trend Reversal strategy
initial_stake = 1
risk_reward_ratio = 3 # 1:3 risk-reward ratio
duration = 1 # Duration of 1 tick for data fetching
trend_reversal_strategy(api_url, api_key, initial_stake, risk_reward_ratio, duration)
"""
Save to file
file_path = "/mnt/data/trend_reversal_strategy.py"
with open(file_path, "w") as file:
file.write(script_content)
file_path
blank.yml (1).txt
The text was updated successfully, but these errors were encountered: