Build Algorithmic Trading Strategies with Python & ZeroMQ: Part 2
In part 2 of this two-part tutorial we put everything together and build our first complete trading strategy using Python, ZeroMQ and MetaTrader 4. Brought to you by Darwinex: https://www.darwinex.com/?utm_source=...
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/ ali-saif
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*** Get the latest updates to the DWX-ZeroMQ-Connector project, troubleshoot your applications, give and get help from fellow algorithmic traders and more, over at the Darwinex Collective Slack Workspace:
https://join.slack.com/t/darwinex-col...
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If you haven't watched the first the following related tutorials, you'll need to, so here they are again:
1. How to Interface Python Trading Strategies with MetaTrader via ZeroMQ
• How to Interface Python/R Algorithmic Trad...
2. Algorithmic Trading via ZeroMQ: Python to MetaTrader - Trade Execution, Reporting & Management
• Algorithmic Trading via ZeroMQ: Python to ...
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Missed part 1? Here it is again:
• Build Algorithmic Trading Strategies with ...
In this strategy, NINE "simulated algorithmic traders" will go head to head:
1. Using 1 ZeroMQ connector to send orders to market via MetaTrader.
2. Decide on whether to BUY or SELL using a coin flip!
3. Trading 1 symbol each, with a fixed lot size of 0.01 lots.
4. Trade a maximum of 1 trade at any given time.
5. Close any trade after it has been in execution greater than 5 seconds.
Contents of this tutorial:
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1) Writing convenience code to perform trading and reporting functions.
2) Understanding how the DWX_ZeroMQ_Connector performs data exchange between Python and MetaTrader
3) Writing a re-usable "Base" Trading Strategy in Python to build upon.
4) Extending the base class above to create a "coin flip" live trading robot!
Download the source code from GitHub here:
1) DWZ_ZeroMQ_Connector
https://github.com/darwinex/DarwinexL...
2) DWX_Execution Wrapper Class
https://github.com/darwinex/DarwinexL...
3) DWX_Reporting Wrapper Class
https://github.com/darwinex/DarwinexL...
4) DWX_Strategy Base Class
https://github.com/darwinex/DarwinexL...
5) Final "Coin Flip Trading" Strategy Class
https://github.com/darwinex/DarwinexL...
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Are you a good trader?
We'd love to have your strategy listed on our Exchange, enabling you to earn performance fees on investor profits!
More details here:
https://www.darwinex.com/?utm_source=...
1.9M in performance fees paid to date:
https://www.darwinex.com/darwinia/hal...
Topics:
#algorithmictrading #python #metatrader