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New EA SyForge - Yet Another Autotrading Python Script

Automagico said:
Is like a latency arbitrage strategy? with a slow broker and a fast broker?
Click to expand...
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'
 
reachme said:
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'
Click to expand...

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 :ok:
I've created a simpler way to install dependencies in the next version :)
 
Thanks for your help. Finally, I got the screen like you :D. Now need to learn how to use this to trade ;)

Capture.JPG
 

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upload_2019-2-6_19-31-39.png

@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
 

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Symphoenix said:
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.
Click to expand...

interesting if it is.

Will monitor this thread.
 
Mickeyline said:
@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
Click to expand...
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 ?

reachme said:
can you please describe how to use this data to trade?
Click to expand...
The algo is doing the trading ! You don't have to do anything when it is running except looking at it ;)
 
Symphoenix said:
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 ;)
Click to expand...

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

Capture.JPG
 

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reachme said:
Thanks. I just checked Oanda Transactions: Is this expected one or something wrong in my side?
Click to expand...
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/
 
Symphoenix said:
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 ?
Click to expand...

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;
upload_2019-2-7_3-6-34.png

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

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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...
 
Symphoenix said:
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...
Click to expand...

Yep, i did both of that and the behaviour is still the same...
upload_2019-2-7_8-23-30.png

Can the crash in the thread be hardware related?
 

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