Giter Club home page Giter Club logo

forex-mt5-bot's Introduction

Trading ML Experiment

This is a study on how different Neural Networks would be able to find the right way of modelling and finding a pattern through limited past or backtests before attempting to place a trade.

Develop in Python ๐Ÿ with all of the packages mentioned in the requirements.txt. Primarily using Pytorch to model a Neural Network.

Actually, Pytorch is a bit advanced for a noob like me. So I used sci-kit learn and just get a working model with the defaults first.

Usage

Other than the required pip to install, the Metatrader client must have "Autotrading" mode enabled.

Copy and paste the config.sample.py file to config.py and change the contents to fit for your account and pairs that you want to trade.

Then run,

python3 app.py

Development and Contribution

This repo utilises pre-commit and manages package management with pipenv.

To set up the dev environment, pipenv install -d and pre-commit install.

forex-mt5-bot's People

Contributors

dependabot[bot] avatar qoyyuum avatar

Stargazers

 avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar

Watchers

 avatar  avatar  avatar

forex-mt5-bot's Issues

Get a working Docker build

The docker build should be able to run the trading bot python script in a single container, while running as a celery task and handled by the environment's cron job (or cron tab). Separately, it should be able to communicate with a docker container running the mt5 running on wine (for easier deployment to any linux VPS/cloud/kubernetes cluster/etc)

  • Celery Task
  • Functioning Docker build of the Python script
  • Scheduled and managed by the cron job (either env or by cron tab)
  • Be flexible enough to direct its mt5.initialize's path to an executable running in a separate container

Convert to Cython

Noticing the slow performance of Python, Cython can process much faster, hence, being able to process at smaller/lower time-frames much more predictably.

Documentation from Jupyter Notebook

As part of the experiment, all tests, training, fitting and learning how machine learning identifies patterns and predicts the next closing price, it gets all stored in a Jupyter Notebook where it can be reproduced and further researching each model and approach to solving market data behavior and movements. Would it also make sense to document these in part of the trading system's development in a wiki style?

Convert it to Streamlit

For local development only, train the model and return a standard algorithm report on, but not limited to:

  • % wins vs % loss
  • number of wins vs number of loss
  • number of long vs short trades
  • mean square error
  • predictable chart vs actual chart vs test chart

Write Unit Tests

Have to make sure that the code continues to work as its developed with new features. Unit tests of the python script and the docker script is required.

Recommend Projects

  • React photo React

    A declarative, efficient, and flexible JavaScript library for building user interfaces.

  • Vue.js photo Vue.js

    ๐Ÿ–– Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.

  • Typescript photo Typescript

    TypeScript is a superset of JavaScript that compiles to clean JavaScript output.

  • TensorFlow photo TensorFlow

    An Open Source Machine Learning Framework for Everyone

  • Django photo Django

    The Web framework for perfectionists with deadlines.

  • D3 photo D3

    Bring data to life with SVG, Canvas and HTML. ๐Ÿ“Š๐Ÿ“ˆ๐ŸŽ‰

Recommend Topics

  • javascript

    JavaScript (JS) is a lightweight interpreted programming language with first-class functions.

  • web

    Some thing interesting about web. New door for the world.

  • server

    A server is a program made to process requests and deliver data to clients.

  • Machine learning

    Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.

  • Game

    Some thing interesting about game, make everyone happy.

Recommend Org

  • Facebook photo Facebook

    We are working to build community through open source technology. NB: members must have two-factor auth.

  • Microsoft photo Microsoft

    Open source projects and samples from Microsoft.

  • Google photo Google

    Google โค๏ธ Open Source for everyone.

  • D3 photo D3

    Data-Driven Documents codes.