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Intro

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

alt text

image

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