Trading Bot

Intro

Using Oanda API for forex currency data and order creation. Data fetched from API used for machine learning model training (SVR).

Direct run

/usr/bin/python3.6 ./tradingbot.py

Cron Job

Suppose to run with cron job every hour: 0 * * * 1-5 cd /opt/trading-bot && /usr/bin/python3.6 ./tradingbot.py >> output.log 2>&1

Library install

sudo pip3 install xxxx

Config format

[ENV]
MODE=TEST

[TEST]
# Account
TYPE=practice
ACCOUNT_ID=xxx-xxx-xxxxxxx-xxx
AUTH_TOKEN=xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx

# Order
INSTRUMENTS=USD_HKD,EUR_HKD,GBP_HKD,CHF_HKD
DAY_RANGE=100,500
SELECTED_RANGE=100
LIMIT_UNIT=10000
ORDER_UNIT=500
MIN_PROFIT=0.03
DAY_FOR_MEAN=5
LIMIT_MARGIN=1000
CUT_LOSS_LIMIT=0.03

# Model
GRANULARITY=D
TREE_NUMBER=500
SVR_KERNEL=rbf

Config usage

• Account

  • TYPE: can be 'practice' or 'live'
  • ACCOUNT_ID: Oanda account id with 16 digit
  • AUTH_TOKEN: token for authentication, get it from Oanda

• Order

  • INSTRUMENTS: type of currency for trading, separated with comma e.g. USD_HKD,EUR_HKD
  • DAY_RANGE: day range for data used in regression, can be multiple e.g. 100,500
  • SELECTED_RANGE: selected day range for data used in actual prediction
  • LIMIT_UNIT: limit maximum order unit for single currency
  • ORDER_UNIT: set order unit for single trade and single currency
  • MIN_PROFIT: allow selling only when minimum profit meet
  • DAY_FOR_MEAN: number of day for calculating mean value, which affect the buy decision
  • LIMIT_MARGIN: bot can stop the trade when the available margin less than this value
  • CUT_LOSS_LIMIT: bot can stop the loss when loss is larger than limit

• Model

  • GRANULARITY: check https://developer.oanda.com/, it mean 1 day candlestick for 'D'
  • TREE_NUMBER: for random forest used (DEPRECATED)
  • SVR_KERNEL: for support vector regression kernel