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Analyse 100 currency pairs in parallel, placing market orders when optimal.

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Some bots

Install

  1. Create OANDA practice account
  2. Create some v20 sub accounts (one pet intended bot)
  3. Find the dev portal on your own and key a API key
  4. cp .example_env .env
  5. add your API key
  6. cp bots_example.json bots.json
  7. design your bots. The account ids are listed on your OANDA account management page
  8. go run main.go

OANDA short term bot

JSON bot parameters example

[
  {
    "name": "Slow bot",
    "account": "account_id_1",
    "params": {
      "candleGranularity": "M1",
      "candleCount": "500",
      "momentumPeriod": 300,
      "rsiPeriod": 14,
      "stDevPeriod": 14,
      "volumeFactor": 100,
      "SMAPeriod": 200,
      "takeProfitFactor": 0.00015,
      "stopLossFactor": 0.00200
    }
  },
]

Simple algorithm, so far

  • Iterate over pairs without current trade
  • Get candles for frequency C
  • Compute the momentum over period M
  • Compute the RSI over period R
  • Compute the SMA over period S
  • Compute the stdDev value over period D
  • Determine if this pair is due to return to trend-line
  • Enter into trade with TP and SL, proportional to stdDev by factor P and L

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Analyse 100 currency pairs in parallel, placing market orders when optimal.

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