08 Advanced Money Management.ipynb

{
 "cells": [
  {
   "cell_type": "markdown",
   "id": "9cfcdd85",
   "metadata": {},
   "source": [
    "# Chapter 08: Advanced Money Management\n",
    "\n",
    "📈Join our community: https://discord.gg/wXjNPAc5BH\n",
    "\n",
    "📚Read our book: https://www.amazon.com/gp/product/B09HG18CYL \n",
    "\n",
    "🖥️Quantreo's YouTube channel: https://www.youtube.com/channel/UCp7jckfiEglNf_Gj62VR0pw"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 203,
   "id": "64afb965",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "True"
      ]
     },
     "execution_count": 203,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "import MetaTrader5 as mt5\n",
    "import pandas as pd\n",
    "import numpy as np\n",
    "import time\n",
    "mt5.initialize()"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "779f7807",
   "metadata": {},
   "source": [
    "### Extract current positions "
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 205,
   "id": "8d4e2bcb",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "(TradePosition(ticket=5138399, time=1647862255, time_msc=1647862255160, time_update=1647862255, time_update_msc=1647862255160, type=0, magic=0, identifier=5138399, reason=0, volume=0.01, price_open=1.10508, sl=1.09487, tp=1.11487, price_current=1.10189, swap=-0.09, profit=-3.19, symbol='EURUSD', comment='', external_id=''),\n",
       " TradePosition(ticket=5138403, time=1647862270, time_msc=1647862270357, time_update=1647862270, time_update_msc=1647862270357, type=1, magic=0, identifier=5138403, reason=0, volume=0.01, price_open=1.10507, sl=1.11507, tp=1.09507, price_current=1.10192, swap=0.01, profit=3.15, symbol='EURUSD', comment='', external_id=''))"
      ]
     },
     "execution_count": 205,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "mt5.positions_get()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 206,
   "id": "28420f5f",
   "metadata": {},
   "outputs": [],
   "source": [
    "def resume():\n",
    "    \"\"\" Return the current positions. Position=0 --> Buy \"\"\"    \n",
    "    # Define the name of the columns that we will create\n",
    "    columns = [\"ticket\", \"position\", \"symbol\", \"volume\", \"magic\", \"profit\", \"price\", \"tp\", \"sl\",\"trade_size\"]\n",
    "\n",
    "    # Go take the current open trades\n",
    "    list_current = mt5.positions_get()\n",
    "\n",
    "    # Create a empty dataframe\n",
    "    summary = pd.DataFrame()\n",
    "\n",
    "    # Loop to add each row in dataframe\n",
    "    for element in list_current:\n",
    "        element_pandas = pd.DataFrame([element.ticket, element.type, element.symbol, element.volume, element.magic,\n",
    "                                       element.profit, element.price_open, element.tp,\n",
    "                                       element.sl, mt5.symbol_info(element.symbol).trade_contract_size],\n",
    "                                      index=columns).transpose()\n",
    "        summary = pd.concat((summary, element_pandas), axis=0)\n",
    "    \n",
    "    try:\n",
    "        summary[\"profit %\"] = summary.profit / (summary.price * summary.trade_size * summary.volume)\n",
    "        summary = summary.reset_index(drop=True)\n",
    "    except:\n",
    "        pass\n",
    "    return summary"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 207,
   "id": "f7e11e44",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>ticket</th>\n",
       "      <th>position</th>\n",
       "      <th>symbol</th>\n",
       "      <th>volume</th>\n",
       "      <th>magic</th>\n",
       "      <th>profit</th>\n",
       "      <th>price</th>\n",
       "      <th>tp</th>\n",
       "      <th>sl</th>\n",
       "      <th>trade_size</th>\n",
       "      <th>profit %</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>5138399</td>\n",
       "      <td>0</td>\n",
       "      <td>EURUSD</td>\n",
       "      <td>0.01</td>\n",
       "      <td>0</td>\n",
       "      <td>-2.87</td>\n",
       "      <td>1.10508</td>\n",
       "      <td>1.11487</td>\n",
       "      <td>1.09487</td>\n",
       "      <td>100000.0</td>\n",
       "      <td>-0.002597</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>5138403</td>\n",
       "      <td>1</td>\n",
       "      <td>EURUSD</td>\n",
       "      <td>0.01</td>\n",
       "      <td>0</td>\n",
       "      <td>2.86</td>\n",
       "      <td>1.10507</td>\n",
       "      <td>1.09507</td>\n",
       "      <td>1.11507</td>\n",
       "      <td>100000.0</td>\n",
       "      <td>0.002588</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "    ticket position  symbol volume magic profit    price       tp       sl  \\\n",
       "0  5138399        0  EURUSD   0.01     0  -2.87  1.10508  1.11487  1.09487   \n",
       "1  5138403        1  EURUSD   0.01     0   2.86  1.10507  1.09507  1.11507   \n",
       "\n",
       "  trade_size  profit %  \n",
       "0   100000.0 -0.002597  \n",
       "1   100000.0  0.002588  "
      ]
     },
     "execution_count": 207,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "resume()"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "e3aadc41",
   "metadata": {},
   "source": [
    "### TRAILING STOP LOSS"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 164,
   "id": "4a9fc2e4",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "OrderSendResult(retcode=10009, deal=0, order=0, volume=0.0, price=0.0, bid=0.0, ask=0.0, comment='Request executed', request_id=115, retcode_external=0, request=TradeRequest(action=6, magic=0, order=0, symbol='BTCUSD', volume=0.01, price=41698.5, stoplimit=0.0, sl=41054.5, tp=0.0, deviation=0, type=0, type_filling=2, type_time=0, expiration=0, comment='', position=5134995, position_by=0))\n",
      "{'BTCUSD': 41718.5}\n",
      "OrderSendResult(retcode=10009, deal=0, order=0, volume=0.0, price=0.0, bid=0.0, ask=0.0, comment='Request executed', request_id=116, retcode_external=0, request=TradeRequest(action=6, magic=0, order=0, symbol='BTCUSD', volume=0.01, price=41698.5, stoplimit=0.0, sl=41056.0, tp=0.0, deviation=0, type=0, type_filling=2, type_time=0, expiration=0, comment='', position=5134995, position_by=0))\n",
      "{'BTCUSD': 41720.0}\n",
      "{'BTCUSD': 41720.0}\n",
      "{'BTCUSD': 41720.0}\n",
      "{'BTCUSD': 41720.0}\n"
     ]
    },
    {
     "ename": "KeyboardInterrupt",
     "evalue": "",
     "output_type": "error",
     "traceback": [
      "\u001b[1;31m---------------------------------------------------------------------------\u001b[0m",
      "\u001b[1;31mKeyboardInterrupt\u001b[0m                         Traceback (most recent call last)",
      "\u001b[1;32mC:\\Users\\LUCASI~1\\AppData\\Local\\Temp/ipykernel_6700/1257286153.py\u001b[0m in \u001b[0;36m<module>\u001b[1;34m\u001b[0m\n\u001b[0;32m    118\u001b[0m     \u001b[0mprint\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mmax_price\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m    119\u001b[0m     \u001b[1;31m# Avoid noise\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[1;32m--> 120\u001b[1;33m     \u001b[0mtime\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0msleep\u001b[0m\u001b[1;33m(\u001b[0m\u001b[1;36m1\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0m\u001b[0;32m    121\u001b[0m \u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m    122\u001b[0m \u001b[1;33m\u001b[0m\u001b[0m\n",
      "\u001b[1;31mKeyboardInterrupt\u001b[0m: "
     ]
    }
   ],
   "source": [
    "# Create a dictionnary to contain the maxiumum price of each symbol \n",
    "max_price = dict()\n",
    "min_price = dict()\n",
    "\n",
    "# Infinite loop\n",
    "while True:\n",
    "    \n",
    "    # Extract the current open positions\n",
    "    summary = resume()\n",
    "    \n",
    "    # Verification: Is there any open position?\n",
    "    if summary.shape[0] >0:\n",
    "        for i in range(summary.shape[0]):\n",
    "            \n",
    "            # Extract information\n",
    "            row = summary.iloc[i]\n",
    "            symbol = row[\"symbol\"]\n",
    "            \n",
    "            # Add the key if it is not in the keys list\n",
    "            if symbol not in max_price.keys():\n",
    "                max_price[symbol]=row[\"price\"]\n",
    "                \n",
    "            if symbol not in min_price.keys():\n",
    "                min_price[symbol]=row[\"price\"]\n",
    "                \n",
    "                  \n",
    "        \n",
    "\n",
    "            \"\"\" CASE 1: Change dynamicly the stop loss for a BUY ORDER \"\"\"\n",
    "            # Trailing stop loss for a buy order\n",
    "            if row[\"position\"] == 0:\n",
    "               \n",
    "                # Extract current price \n",
    "                current_price = (mt5.symbol_info(symbol).ask + mt5.symbol_info(symbol).bid ) / 2\n",
    "                \n",
    "                #Compute distance between current price an max price\n",
    "                from_sl_to_curent_price = current_price - row[\"sl\"]\n",
    "                from_sl_to_max_price = max_price[symbol] - row[\"sl\"]\n",
    "                \n",
    "                \n",
    "                # If current price is greater than preivous max price --> new max price\n",
    "                if current_price > max_price[symbol]:\n",
    "                    max_price[symbol] = current_price\n",
    "                    \n",
    "                \n",
    "                # Find the difference between the current minus max \n",
    "                if from_sl_to_curent_price > from_sl_to_max_price:\n",
    "                    difference = from_sl_to_curent_price - from_sl_to_max_price\n",
    "\n",
    "                    # Set filling mode\n",
    "                    filling_type = mt5.symbol_info(symbol).filling_mode\n",
    "\n",
    "                    # Set the point\n",
    "                    point = mt5.symbol_info(symbol).point\n",
    "\n",
    "                    # Change the sl\n",
    "                    request = {\n",
    "                    \"action\": mt5.TRADE_ACTION_SLTP,\n",
    "                    \"symbol\": symbol,\n",
    "                    \"position\": row[\"ticket\"],\n",
    "                    \"volume\": row[\"volume\"],\n",
    "                    \"type\": mt5.ORDER_TYPE_BUY,\n",
    "                    \"price\": row[\"price\"],\n",
    "                    \"sl\": row[\"sl\"] + difference,\n",
    "                    \"type_filling\": filling_type,\n",
    "                    \"type_time\": mt5.ORDER_TIME_GTC,\n",
    "                    }\n",
    "                    \n",
    "                    information = mt5.order_send(request)\n",
    "                    print(information)\n",
    "                    \n",
    "            \n",
    "            \"\"\" CASE 2: Change dynamicly the stop loss for a SELL ORDER \"\"\"\n",
    "            # Trailing stop loss for a sell order\n",
    "            if row[\"position\"] == 1:\n",
    "                \n",
    "               \n",
    "                # Extract current price \n",
    "                current_price = (mt5.symbol_info(symbol).ask + mt5.symbol_info(symbol).bid ) / 2\n",
    "                \n",
    "                \n",
    "                \n",
    "                #Compute distance between current price an max price\n",
    "                from_sl_to_curent_price = row[\"sl\"] - current_price\n",
    "                from_sl_to_min_price = row[\"sl\"] - min_price[symbol]\n",
    "                \n",
    "                 # If current price is greater than preivous max price --> new max price\n",
    "                if current_price < min_price[symbol]:\n",
    "                    min_price[symbol] = current_price\n",
    "                                \n",
    "                    \n",
    "                # Find the difference between the current minus max \n",
    "                if from_sl_to_curent_price > from_sl_to_min_price:\n",
    "                    difference = from_sl_to_curent_price - from_sl_to_min_price \n",
    "\n",
    "                    # Set filling mode\n",
    "                    filling_type = mt5.symbol_info(symbol).filling_mode\n",
    "\n",
    "                    # Set the point\n",
    "                    point = mt5.symbol_info(symbol).point\n",
    "\n",
    "                    # Change the sl\n",
    "                    request = {\n",
    "                    \"action\": mt5.TRADE_ACTION_SLTP,\n",
    "                    \"symbol\": symbol,\n",
    "                    \"position\": row[\"ticket\"],\n",
    "                    \"volume\": row[\"volume\"],\n",
    "                    \"type\": mt5.ORDER_TYPE_SELL,\n",
    "                    \"price\": row[\"price\"],\n",
    "                    \"sl\": row[\"sl\"] - difference,\n",
    "                    \"type_filling\": filling_type,\n",
    "                    \"type_time\": mt5.ORDER_TIME_GTC,\n",
    "                    }\n",
    "                    \n",
    "                \n",
    "                    information = mt5.order_send(request)\n",
    "                    print(information)\n",
    "    print(max_price)\n",
    "    # Avoid noise\n",
    "    time.sleep(1)\n",
    "    \n",
    "    "
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 192,
   "id": "cf840e54",
   "metadata": {},
   "outputs": [],
   "source": [
    "def trailing_stop_loss():\n",
    "    global max_price, min_price, summary\n",
    "    \n",
    "    # Extract the current open positions\n",
    "    summary = resume()\n",
    "    \n",
    "    # Verification: Is there any open position?\n",
    "    if summary.shape[0] >0:\n",
    "        for i in range(summary.shape[0]):\n",
    "            \n",
    "            # Extract information\n",
    "            row = summary.iloc[i]\n",
    "            symbol = row[\"symbol\"]\n",
    "            \n",
    "        \n",
    "                         \n",
    "        \n",
    "\n",
    "            \"\"\" CASE 1: Change dynamicly the stop loss for a BUY ORDER \"\"\"\n",
    "            # Trailing stop loss for a buy order\n",
    "            if row[\"position\"] == 0:\n",
    "               \n",
    "                if symbol not in max_price.keys():\n",
    "                    max_price[symbol]=row[\"price\"]\n",
    "                \n",
    "                # Extract current price \n",
    "                current_price = (mt5.symbol_info(symbol).ask + mt5.symbol_info(symbol).bid ) / 2\n",
    "                \n",
    "                #Compute distance between current price an max price\n",
    "                from_sl_to_curent_price = current_price - row[\"sl\"]\n",
    "                from_sl_to_max_price = max_price[symbol] - row[\"sl\"]\n",
    "                \n",
    "                \n",
    "                # If current price is greater than preivous max price --> new max price\n",
    "                if current_price > max_price[symbol]:\n",
    "                    max_price[symbol] = current_price\n",
    "                    \n",
    "                \n",
    "                # Find the difference between the current minus max \n",
    "                if from_sl_to_curent_price > from_sl_to_max_price:\n",
    "                    difference = from_sl_to_curent_price - from_sl_to_max_price\n",
    "\n",
    "                    # Set filling mode\n",
    "                    filling_type = mt5.symbol_info(symbol).filling_mode\n",
    "\n",
    "                    # Set the point\n",
    "                    point = mt5.symbol_info(symbol).point\n",
    "\n",
    "                    # Change the sl\n",
    "                    request = {\n",
    "                    \"action\": mt5.TRADE_ACTION_SLTP,\n",
    "                    \"symbol\": symbol,\n",
    "                    \"position\": row[\"ticket\"],\n",
    "                    \"volume\": row[\"volume\"],\n",
    "                    \"type\": mt5.ORDER_TYPE_BUY,\n",
    "                    \"price\": row[\"price\"],\n",
    "                    \"sl\": row[\"sl\"] + difference,\n",
    "                    \"type_filling\": filling_type,\n",
    "                    \"type_time\": mt5.ORDER_TIME_GTC,\n",
    "                    }\n",
    "                    \n",
    "                    information = mt5.order_send(request)\n",
    "                    print(information)\n",
    "                    \n",
    "            \n",
    "            \"\"\" CASE 2: Change dynamicly the stop loss for a SELL ORDER \"\"\"\n",
    "            # Trailing stop loss for a sell order\n",
    "            if row[\"position\"] == 1:\n",
    "                \n",
    "                if symbol not in min_price.keys():\n",
    "                    min_price[symbol]=row[\"price\"]\n",
    "                    \n",
    "                # Extract current price \n",
    "                current_price = (mt5.symbol_info(symbol).ask + mt5.symbol_info(symbol).bid ) / 2\n",
    "                \n",
    "                \n",
    "                \n",
    "                #Compute distance between current price an max price\n",
    "                from_sl_to_curent_price = row[\"sl\"] - current_price\n",
    "                from_sl_to_min_price = row[\"sl\"] - min_price[symbol]\n",
    "                \n",
    "                 # If current price is greater than preivous max price --> new max price\n",
    "                if current_price < min_price[symbol]:\n",
    "                    min_price[symbol] = current_price\n",
    "                                \n",
    "                    \n",
    "                # Find the difference between the current minus max \n",
    "                if from_sl_to_curent_price > from_sl_to_min_price:\n",
    "                    difference = from_sl_to_curent_price - from_sl_to_min_price \n",
    "\n",
    "                    # Set filling mode\n",
    "                    filling_type = mt5.symbol_info(symbol).filling_mode\n",
    "\n",
    "                    # Set the point\n",
    "                    point = mt5.symbol_info(symbol).point\n",
    "\n",
    "                    # Change the sl\n",
    "                    request = {\n",
    "                    \"action\": mt5.TRADE_ACTION_SLTP,\n",
    "                    \"symbol\": symbol,\n",
    "                    \"position\": row[\"ticket\"],\n",
    "                    \"volume\": row[\"volume\"],\n",
    "                    \"type\": mt5.ORDER_TYPE_SELL,\n",
    "                    \"price\": row[\"price\"],\n",
    "                    \"sl\": row[\"sl\"] - difference,\n",
    "                    \"type_filling\": filling_type,\n",
    "                    \"type_time\": mt5.ORDER_TIME_GTC,\n",
    "                    }\n",
    "                    \n",
    "                \n",
    "                    information = mt5.order_send(request)\n",
    "                    print(information)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 201,
   "id": "60a9df9c",
   "metadata": {},
   "outputs": [],
   "source": [
    "def verif_tsl():\n",
    "    global max_price, min_price, summary\n",
    "    \n",
    "    #print(\"MAX\", max_price)\n",
    "    \n",
    "    #print(\"MIN\", min_price)\n",
    "    \n",
    "    if len(summary)>0:\n",
    "        buy_open_positions = summary.loc[summary[\"position\"]==0][\"symbol\"]\n",
    "        sell_open_positions = summary.loc[summary[\"position\"]==1][\"symbol\"]\n",
    "    else:\n",
    "        buy_open_positions = []\n",
    "        sell_open_positions = []\n",
    "    \n",
    "    \"\"\" IF YOU CLOSE ONE OF YOUR POSITION YOU NEED TO DELETE THE PRICE IN THE MAX AND MIN PRICES DICTIONNARIES\"\"\"\n",
    "    if len(max_price) != len(buy_open_positions) and len(buy_open_positions) >0:\n",
    "        symbol_to_delete = []\n",
    "        \n",
    "        for symbol in max_price.keys():\n",
    "\n",
    "            if symbol not in list(buy_open_positions):\n",
    "                symbol_to_delete.append(symbol)\n",
    "        \n",
    "        for symbol in symbol_to_delete:\n",
    "            del max_price[symbol]\n",
    "            \n",
    "    if len(min_price) != len(sell_open_positions) and len(sell_open_positions) >0:\n",
    "        symbol_to_delete = []\n",
    "        \n",
    "        for symbol in min_price.keys():\n",
    "\n",
    "            if symbol not in list(sell_open_positions):\n",
    "                symbol_to_delete.append(symbol)\n",
    "        \n",
    "        for symbol in symbol_to_delete:\n",
    "            del min_price[symbol]\n",
    "    \n",
    "    if len(buy_open_positions) == 0:\n",
    "        max_price={}\n",
    "        \n",
    "    if len(sell_open_positions) == 0:\n",
    "        min_price={}\n",
    "    "
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 202,
   "id": "30b73fcc",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "OrderSendResult(retcode=10009, deal=0, order=0, volume=0.0, price=0.0, bid=0.0, ask=0.0, comment='Request executed', request_id=246, retcode_external=0, request=TradeRequest(action=6, magic=0, order=0, symbol='BTCUSD', volume=0.01, price=41692.0, stoplimit=0.0, sl=49997.5, tp=0.0, deviation=0, type=1, type_filling=2, type_time=0, expiration=0, comment='', position=5135065, position_by=0))\n",
      "OrderSendResult(retcode=10009, deal=0, order=0, volume=0.0, price=0.0, bid=0.0, ask=0.0, comment='Request executed', request_id=247, retcode_external=0, request=TradeRequest(action=6, magic=0, order=0, symbol='BTCUSD', volume=0.01, price=41692.0, stoplimit=0.0, sl=49997.0, tp=0.0, deviation=0, type=1, type_filling=2, type_time=0, expiration=0, comment='', position=5135065, position_by=0))\n",
      "OrderSendResult(retcode=10009, deal=0, order=0, volume=0.0, price=0.0, bid=0.0, ask=0.0, comment='Request executed', request_id=248, retcode_external=0, request=TradeRequest(action=6, magic=0, order=0, symbol='BTCUSD', volume=0.01, price=41692.0, stoplimit=0.0, sl=49996.0, tp=0.0, deviation=0, type=1, type_filling=2, type_time=0, expiration=0, comment='', position=5135065, position_by=0))\n",
      "OrderSendResult(retcode=10009, deal=0, order=0, volume=0.0, price=0.0, bid=0.0, ask=0.0, comment='Request executed', request_id=249, retcode_external=0, request=TradeRequest(action=6, magic=0, order=0, symbol='BTCUSD', volume=0.01, price=41692.0, stoplimit=0.0, sl=49994.5, tp=0.0, deviation=0, type=1, type_filling=2, type_time=0, expiration=0, comment='', position=5135065, position_by=0))\n",
      "OrderSendResult(retcode=10009, deal=0, order=0, volume=0.0, price=0.0, bid=0.0, ask=0.0, comment='Request executed', request_id=250, retcode_external=0, request=TradeRequest(action=6, magic=0, order=0, symbol='BTCUSD', volume=0.01, price=41692.0, stoplimit=0.0, sl=49993.0, tp=0.0, deviation=0, type=1, type_filling=2, type_time=0, expiration=0, comment='', position=5135065, position_by=0))\n",
      "OrderSendResult(retcode=10009, deal=0, order=0, volume=0.0, price=0.0, bid=0.0, ask=0.0, comment='Request executed', request_id=251, retcode_external=0, request=TradeRequest(action=6, magic=0, order=0, symbol='BTCUSD', volume=0.01, price=41692.0, stoplimit=0.0, sl=49992.5, tp=0.0, deviation=0, type=1, type_filling=2, type_time=0, expiration=0, comment='', position=5135065, position_by=0))\n",
      "OrderSendResult(retcode=10009, deal=0, order=0, volume=0.0, price=0.0, bid=0.0, ask=0.0, comment='Request executed', request_id=252, retcode_external=0, request=TradeRequest(action=6, magic=0, order=0, symbol='BTCUSD', volume=0.01, price=41692.0, stoplimit=0.0, sl=49992.0, tp=0.0, deviation=0, type=1, type_filling=2, type_time=0, expiration=0, comment='', position=5135065, position_by=0))\n",
      "OrderSendResult(retcode=10009, deal=0, order=0, volume=0.0, price=0.0, bid=0.0, ask=0.0, comment='Request executed', request_id=253, retcode_external=0, request=TradeRequest(action=6, magic=0, order=0, symbol='BTCUSD', volume=0.01, price=41692.0, stoplimit=0.0, sl=49991.0, tp=0.0, deviation=0, type=1, type_filling=2, type_time=0, expiration=0, comment='', position=5135065, position_by=0))\n",
      "OrderSendResult(retcode=10009, deal=0, order=0, volume=0.0, price=0.0, bid=0.0, ask=0.0, comment='Request executed', request_id=254, retcode_external=0, request=TradeRequest(action=6, magic=0, order=0, symbol='BTCUSD', volume=0.01, price=41692.0, stoplimit=0.0, sl=49984.0, tp=0.0, deviation=0, type=1, type_filling=2, type_time=0, expiration=0, comment='', position=5135065, position_by=0))\n",
      "OrderSendResult(retcode=10009, deal=0, order=0, volume=0.0, price=0.0, bid=0.0, ask=0.0, comment='Request executed', request_id=255, retcode_external=0, request=TradeRequest(action=6, magic=0, order=0, symbol='BTCUSD', volume=0.01, price=41692.0, stoplimit=0.0, sl=49983.0, tp=0.0, deviation=0, type=1, type_filling=2, type_time=0, expiration=0, comment='', position=5135065, position_by=0))\n",
      "OrderSendResult(retcode=10009, deal=0, order=0, volume=0.0, price=0.0, bid=0.0, ask=0.0, comment='Request executed', request_id=256, retcode_external=0, request=TradeRequest(action=6, magic=0, order=0, symbol='BTCUSD', volume=0.01, price=41692.0, stoplimit=0.0, sl=49980.5, tp=0.0, deviation=0, type=1, type_filling=2, type_time=0, expiration=0, comment='', position=5135065, position_by=0))\n"
     ]
    },
    {
     "ename": "KeyboardInterrupt",
     "evalue": "",
     "output_type": "error",
     "traceback": [
      "\u001b[1;31m---------------------------------------------------------------------------\u001b[0m",
      "\u001b[1;31mKeyboardInterrupt\u001b[0m                         Traceback (most recent call last)",
      "\u001b[1;32mC:\\Users\\LUCASI~1\\AppData\\Local\\Temp/ipykernel_6700/3985742472.py\u001b[0m in \u001b[0;36m<module>\u001b[1;34m\u001b[0m\n\u001b[0;32m     11\u001b[0m \u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m     12\u001b[0m \u001b[1;33m\u001b[0m\u001b[0m\n\u001b[1;32m---> 13\u001b[1;33m     \u001b[0mtime\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0msleep\u001b[0m\u001b[1;33m(\u001b[0m\u001b[1;36m1\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0m",
      "\u001b[1;31mKeyboardInterrupt\u001b[0m: "
     ]
    }
   ],
   "source": [
    "# Create a dictionnary to contain the maxiumum price of each symbol \n",
    "max_price = dict()\n",
    "min_price = dict()\n",
    "\n",
    "# Infinite loop\n",
    "while True:\n",
    "    trailing_stop_loss()\n",
    "\n",
    "    \n",
    "    verif_tsl()\n",
    "    \n",
    "    \n",
    "    time.sleep(1)"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "bf95dbe3",
   "metadata": {},
   "source": [
    "### Basket TP/SL"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 209,
   "id": "5eb1f008",
   "metadata": {},
   "outputs": [],
   "source": [
    "def verification_basket_sl(sl):\n",
    "    \"\"\"We need to put the sign of the sl:\n",
    "    Stop loss -1%: sl=-1\n",
    "    \"\"\"\n",
    "    list_current_position = list(mt5.positions_get())\n",
    "    sum_price = sum_profit = 0\n",
    "    for position in list_current_position:\n",
    "        symbol = position.symbol\n",
    "        trade_contract_size = mt5.symbol_info(symbol).trade_contract_size\n",
    "        sum_price += (position.volume * position.price_open * trade_contract_size)\n",
    "        sum_profit += position.profit\n",
    "    profit_in_pct = 100 * sum_profit / sum_price\n",
    "    condition = profit_in_pct < sl\n",
    "    print(profit_in_pct)\n",
    "    return condition"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 211,
   "id": "f2b28caf",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "-0.0013573739338959005\n"
     ]
    },
    {
     "data": {
      "text/plain": [
       "False"
      ]
     },
     "execution_count": 211,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "verification_basket_sl(-1)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "e1471bc2",
   "metadata": {},
   "outputs": [],
   "source": [
    "def verification_basket_tp(tp):\n",
    "    list_current_position = list(mt5.positions_get())\n",
    "    sum_price = sum_profit = 0\n",
    "    for position in list_current_position:\n",
    "        symbol = position.symbol\n",
    "        trade_contract_size = mt5.symbol_info(symbol).trade_contract_size\n",
    "        sum_price += (position.volume * position.price_open * trade_contract_size)\n",
    "        sum_profit += position.profit\n",
    "    profit_in_pct = 100 * sum_profit / sum_price\n",
    "    condition = profit_in_pct > tp\n",
    "    print(profit_in_pct)\n",
    "    return condition"
   ]
  }
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