New EA SyForge - Yet Another Autotrading Python Script

Not exactly. It could be scaled to be an HFT latency arbitrage bot but I don't have the ressources to do so. I prefered developping like a time filter to delay the quotes processing. So, every minutes, a probe is launched to see if there is a latency opportunity which would act like a trigger to the whole position opening thing.

 

I'm getting the below error when I try to run Syforge.py. I have installed all the dependencies. Any idea?

PS C:\Users\Admin\Downloads\SyForge_v1.4> python .\SyForge.py
Traceback (most recent call last):
File ".\SyForge.py", line 14, in <module>
import covar
File "C:\Users\Admin\Downloads\SyForge_v1.4\covar.py", line 16, in <module>
from statsmodels.tsa.stattools import coint, adfuller
File "C:\Users\Admin\AppData\Local\Programs\Python\Python37-32\lib\site-packages\statsmodels\__init__.py", line 10, in <module>
from statsmodels.tools.sm_exceptions import (ConvergenceWarning, CacheWriteWarning,
File "C:\Users\Admin\AppData\Local\Programs\Python\Python37-32\lib\site-packages\statsmodels\tools\__init__.py", line 1, in <module>
from .tools import add_constant, categorical
File "C:\Users\Admin\AppData\Local\Programs\Python\Python37-32\lib\site-packages\statsmodels\tools\tools.py", line 8, in <module>
from scipy.linalg import svdvals
ModuleNotFoundError: No module named 'scipy'

 

try install the module 'scipy', i think that is also one of the dependencies that need to be installed for it to work.

 

Hello reachme !
You are just one step away to make it work : run "pip3 install scipy" and you should be good
I've created a simpler way to install dependencies in the next version

 

Perfect. Last puzzle. What is account ID in Oanda? I got only api from them.

 

It's the sub-account number
By the way, I recommend creating a new one for the bot...

 

Thanks for your help. Finally, I got the screen like you . Now need to learn how to use this to trade

 

Well done Dude !
Sit down, relax and look at it working

 

what results do you have??

 

@Symphoenix
Is it working as intended? because i'm not seeing quiet the same as our example pic.
Such like, i don't see the price, oanda and forge latency comment

 

interesting if it is.

Will monitor this thread.

 

your price latency is horrible. Anything above 100ms is bad for business in live account.

 

can you please describe how to use this data to trade?

 

Yes, it is !
When you run the script for the first time, it will generate a direction.txt file in the data folder by calling covar.py before using the arbitrage side of the algo. It will repeat this operation every 15 minutes. But every minutes, you'll see the latency comments printing... You should have seen them by now, right ?

The algo is doing the trading ! You don't have to do anything when it is running except looking at it

 

Thanks. I just checked Oanda Transactions: Is this expected one or something wrong in my side?

 

I know. It's just for testing. I have vps for actual trading.

 

Maybe you should have more trades but I don't know it you let SyForge run during the day... In the next version, you'll be able to set the size of the trade. 1000 units is equivalent to 0.01 lot.
You can follow the script trading activity by launching the OANDA web platform : https://trade.oanda.com/

 

Yes, the data folder with the direction.txt and forex_data.csv are indeed being updated every 15 minutes. This operation i see begin when it said" Start compacting data" and "Sart Computing CoVariance". But for the rest i don't see anything else, so i'm seeing new comments being print every 15 minutes and have been running SyForge for like 6 hours by now, so i think i'm missing something.

Besides, when i start the running SyForge, i see the following;


I noticed that there was a AttributeError and also a FutureWarning.

 

Strange behaviour...
There is a crash in the thread dedicated to the latency arbitrage. 2 things :
1- Did you install simplejson ?
2- Remove the space between MT4 and TEST in D:\MT4 TEST\
You should see an update every minutes...

 

Yep, i did both of that and the behaviour is still the same...


Can the crash in the thread be hardware related?