py-metatrader
py-metatrader 0.0.1
Released: 30-May-2015
Introduction
py-metatrader is a python package that provides interfaces to metatrader4(mt4). metatrader4 is a trading platform that can automate trading(fx, stock, etc...) by your own program(ExpertAdvisor in mt4).
you can automate simuration(backtest in mt4), CI EA development , etc... by using this library.
currently works with Python 2.7.
contributing and porting is welcome.
Feature
At the moment, py-metatrader supports:
- backtest
- optimization
The goal of py-metatrader is to support execute all feature of metatrader4 from this library.
Installation
Install via pip:
$ pip install metatraderInstall from source:
$ git clone https://github.com/samuraitaiga/py-metatrader.git
$ cd py-metatrader
$ python setup.py installChangeLogs
- 0.0.1
- first release. backtest and optimization from python.
Usage
Backtest:
from metatrader.mt4 import initizalize
from metatrader.backtest import BackTest
# point mt4 install folder
initizalize('C:\\Program Files\\FXCM MetaTrader 4')
# specify backtest period by datetime format
from_date = datetime(2014, 9, 1)
to_date = datetime(2015, 1, 1)
ea_name = 'Moving Average'
# create ea param by dict.
param = {
'Lots': {'value': 0.1},
'MaximumRisk': {'value': 0.02},
'DecreaseFactor': {'value': 3.0},
'MovingPeriod': {'value': 12},
'MovingShift': {'value': 6}
}
# create backtest object
backtest = BackTest(ea_name, param, 'USDJPY', 'M5', from_date, to_date)
# create backtest object with specified spread
# backtest = BackTest(ea_name, param, 'USDJPY', 'M5', from_date, to_date, spread=10)
# run backtest
ret = backtest.run()
# you can get result from result object
# for example you can print gross profit
print ret.gross_profit
