CSV Exploration Module

This CSV Exploration Module can be used to trade intraday/positional strategies for any exchanges Download the CSV Files (Keep the csv file in the filepath defined in the AFL Code path)

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Amibroker AFL Code for CSV Exploration Module (Internet Functions Module - Modern Method)

////////////////////////////////////////////////////////////
// OpenAlgo - CSV Exploration Module (Refactored to Modern Methods)
// Ensure CSV file is placed in the specified path
// Ensure Symbol mapping is done in the CSV properly
// Ensure corresponding Watchlist Symbols are created for Exploration
//
// Coded by Rajandran R - Creator, OpenAlgo
// Original Date : 19/08/2024
// Refactored to Modern Methods : (Current Date)
////////////////////////////////////////////////////////////

_SECTION_BEGIN("Exploration Module Order Controls");

RequestTimedRefresh(1, False); // Optional if you want periodic refresh

strategy = ParamStr("Strategy Name", "Exploration Strategy");
apikey = ParamStr("OpenAlgo API Key", "******");
pricetype = ParamStr("Price Type", "MARKET");
host = ParamStr("host","http://127.0.0.1:5000");
ver = ParamStr("API Version","v1");

bridgeurl = host+"/api/"+ver;

EntryDelay = Param("Entry Delay",0,0,1,1);
ExitDelay = Param("Exit Delay",0,0,1,1);
filepath = ParamStr("Filepath","C:\\symbols\\symbols.csv");
EnableAlgo = ParamList("OpenAlgo","Disable|Enable|LongOnly|ShortOnly");

// Configure Trade Execution Delay (for recently generated signals)
AlgoBuy = LastValue(Ref(Buy,-EntryDelay));
AlgoSell = LastValue(Ref(Sell,-ExitDelay));
AlgoShort = LastValue(Ref(Short,-EntryDelay));
AlgoCover = LastValue(Ref(Cover,-ExitDelay));

// multiple order suppression purpose - need static variables
static_name_ = Name()+GetChartID()+interval(2)+strategy;
static_name_algo = Name()+GetChartID()+interval(2)+strategy+"algostatus";

// Algo Dashboard
GfxSelectFont("BOOK ANTIQUA", 14, 100);
GfxSetBkMode(1);

if(EnableAlgo == "Enable")
{
    AlgoStatus = "Algo Enabled";
    GfxSetTextColor(colorGreen); 
    GfxTextOut("Algostatus : "+AlgoStatus , 20, 40); 
    if(Nz(StaticVarGet(static_name_algo),0)!=1)
    {
        _TRACE("Algo Status : Enabled");
        StaticVarSet(static_name_algo, 1);
    }
}
if(EnableAlgo == "Disable")
{
    AlgoStatus = "Algo Disabled";
    GfxSetTextColor(colorRed); 
    GfxTextOut("Algostatus : "+AlgoStatus , 20, 40); 
    if(Nz(StaticVarGet(static_name_algo),0)!=0)
    {
        _TRACE("Algo Status : Disabled");
        StaticVarSet(static_name_algo, 0);
    }
}
if(EnableAlgo == "LongOnly")
{
    AlgoStatus = "Long Only";
    GfxSetTextColor(colorYellow); 
    GfxTextOut("Algostatus : "+AlgoStatus , 20, 40); 
    if(Nz(StaticVarGet(static_name_algo),0)!=2)
    {
        _TRACE("Algo Status : Long Only");
        StaticVarSet(static_name_algo, 2);
    }
}
if(EnableAlgo == "ShortOnly")
{
    AlgoStatus = "Short Only";
    GfxSetTextColor(colorOrange); 
    GfxTextOut("Algostatus : "+AlgoStatus , 20, 40); 
    if(Nz(StaticVarGet(static_name_algo),0)!=3)
    {
        _TRACE("Algo Status : Short Only");
        StaticVarSet(static_name_algo, 3);
    }
}

// Function to place order using modern methods (InternetPostRequest)
function PlaceOrder(action, quantity, symbol, exchange, pricetype, product, apikey, strategy) 
{
    jsonRequestBody = 
        "{"+
        "\"apikey\":\"" + apikey + "\"," +
        "\"strategy\":\"" + strategy + "\"," +
        "\"symbol\":\"" + symbol + "\"," +
        "\"action\":\"" + action + "\"," +
        "\"exchange\":\"" + exchange + "\"," +
        "\"pricetype\":\"" + pricetype + "\"," +
        "\"product\":\"" + product + "\"," +
        "\"quantity\":\"" + quantity + "\"" +
        "}";

    url = bridgeurl + "/placeorder";

    headers = "Content-Type: application/json\r\n" +
              "Cache-Control: no-cache\r\n" +
              "Pragma: no-cache\r\n";
    InternetSetHeaders(headers);

    _TRACE("API Request: " + jsonRequestBody + " URL: " + url);

    ih = InternetPostRequest(url, jsonRequestBody);
    if (ih)
    {
        response = "";
        line = "";
        while((line = InternetReadString(ih)) != "")
        {
            response += line;
        }
        InternetClose(ih);
        _TRACE("API Response: " + response);
    } 
    else 
    {
        _TRACE("Failed to place order. Check if API server is running.");
    }

    return;
}

// Execution Module
if(Status("action") == actionExplore)
{
    symbol= "";
    tradingsymbol = "";
    exchange = "";
    product = "";
    quantity = 0;

    fh = fopen(filepath,"r");

    if(fh)
    {
        while(!feof(fh))
        {
            data = fgets(fh); //read the single line of content

            symbol = StrExtract(data,0);
            itradingsymbol = StrExtract(data,1);
            iexchange = StrExtract(data,2);
            iproduct = StrExtract(data,3);
            iquantity = StrExtract(data,4);

            if(symbol == Name())
            {
                tradingsymbol = itradingsymbol;
                exchange = iexchange;
                product = iproduct;
                quantity = StrToNum(iquantity);

                printf("Symbol :"+symbol);
                printf("\nTrading Symbol :"+tradingsymbol);
                printf("\nExchange :"+exchange);
                printf("\nProduct :"+product);
                printf("\nQuantity :"+quantity);
            } 
        } 
    } 
    else 
    {
        printf("Error Opening the file");
    }

    fclose(fh);

    entryquantity = quantity;
    exitbuyquantity = quantity;
    exitshortquantity = quantity;

    bsr = Buy AND Cover;
    ssr = Short AND Sell;

    iSignal  = IIf(bsr,'L', IIf(ssr,'R', IIf(Buy,'B', IIf(Sell,'S', IIf(Short,'S','B')))));
    Filter = Buy OR Sell OR Short OR Cover;

    AddTextColumn(tradingsymbol,"Trading Symbol");
    AddTextColumn(exchange,"Exchange");
    AddTextColumn(product,"Product");
    AddColumn(IIf(Buy,'B','-'), "Long Entry",format=formatChar);
    AddColumn(IIf(Sell,'X','-'), "Long Exit",format=formatChar);
    AddColumn(IIf(Short,'S','-'), "Short Entry",format=formatChar);
    AddColumn(IIf(Cover,'C','-'), "Short  Exit",format=formatChar);
    AddColumn(IIf(bsr, entryquantity+exitshortquantity,
            IIf(ssr, entryquantity+exitbuyquantity,
            IIf(Buy OR Short, entryquantity,
            IIf(Sell, exitbuyquantity,
            IIf(Cover, exitshortquantity, Null))))),
            "Trading Quantity",1);
    AddColumn(iSignal, "Signal Value",format=formatChar);
    AddColumn(C,"LTP",1.2);
    SetSortColumns(2);

    //Execution Module
    if(EnableAlgo != "Disable")
    {
        lasttime = StrFormat("%0.f",LastValue(BarIndex()));
        SetChartBkColor(colorDarkGrey);

        if(EnableAlgo == "Enable")
        {   
            // Reverse Long Entry
            if (AlgoBuy==True AND AlgoCover == True AND StaticVarGet(static_name_+"buyCoverAlgo")==0 AND StaticVarGetText(static_name_+"buyCoverAlgo_barvalue") != lasttime )
            {
                PlaceOrder("BUY", LastValue(entryquantity+exitshortquantity), tradingsymbol, exchange, pricetype, product, apikey, strategy);
                StaticVarSetText(static_name_+"buyCoverAlgo_barvalue",lasttime);  
                StaticVarSet(static_name_+"buyCoverAlgo",1);
            }
            else if ((AlgoBuy != True OR AlgoCover != True))
            {   
                StaticVarSet(static_name_+"buyCoverAlgo",0);
                StaticVarSetText(static_name_+"buyCoverAlgo_barvalue","");
            }

            // Long Entry 
            if (AlgoBuy==True AND AlgoCover != True AND StaticVarGet(static_name_+"buyAlgo")==0 AND StaticVarGetText(static_name_+"buyAlgo_barvalue") != lasttime)
            {
                PlaceOrder("BUY", LastValue(entryquantity), tradingsymbol, exchange, pricetype, product, apikey, strategy);
                StaticVarSetText(static_name_+"buyAlgo_barvalue",lasttime); 
                StaticVarSet(static_name_+"buyAlgo",1);
            }
            else if (AlgoBuy != True)
            {   
                StaticVarSet(static_name_+"buyAlgo",0);
                StaticVarSetText(static_name_+"buyAlgo_barvalue","");
            }

            // Long Exit
            if (AlgoSell==true AND AlgoShort != True AND StaticVarGet(static_name_+"sellAlgo")==0 AND StaticVarGetText(static_name_+"sellAlgo_barvalue") != lasttime)
            {     
                PlaceOrder("SELL", LastValue(exitbuyquantity), tradingsymbol, exchange, pricetype, product, apikey, strategy);
                StaticVarSetText(static_name_+"sellAlgo_barvalue",lasttime);
                StaticVarSet(static_name_+"sellAlgo",1);
            }
            else if (AlgoSell != True )
            {   
                StaticVarSet(static_name_+"sellAlgo",0);
                StaticVarSetText(static_name_+"sellAlgo_barvalue","");
            }

            // Reverse Short Entry
            if (AlgoShort==True AND AlgoSell==True AND StaticVarGet(static_name_+"ShortSellAlgo")==0 AND StaticVarGetText(static_name_+"ShortSellAlgo_barvalue") != lasttime)
            {
                PlaceOrder("SELL", LastValue(exitbuyquantity+entryquantity), tradingsymbol, exchange, pricetype, product, apikey, strategy);
                StaticVarSetText(static_name_+"ShortsellAlgo_barvalue",lasttime);
                StaticVarSet(static_name_+"ShortSellAlgo",1);
            }
            else if ((AlgoShort != True OR AlgoSell != True))
            {   
                StaticVarSet(static_name_+"ShortSellAlgo",0);
                StaticVarSetText(static_name_+"ShortsellAlgo_barvalue","");
            }

            // Short Entry
            if (AlgoShort==True  AND  AlgoSell != True AND StaticVarGet(static_name_+"ShortAlgo")==0 AND  StaticVarGetText(static_name_+"ShortAlgo_barvalue") != lasttime)
            {
                PlaceOrder("SELL", LastValue(entryquantity), tradingsymbol, exchange, pricetype, product, apikey, strategy);
                StaticVarSetText(static_name_+"ShortAlgo_barvalue",lasttime); 
                StaticVarSet(static_name_+"ShortAlgo",1);
            }
            else if (AlgoShort != True )
            {   
                StaticVarSet(static_name_+"ShortAlgo",0);
                StaticVarSetText(static_name_+"ShortAlgo_barvalue","");
            }

            // Short Exit
            if (AlgoCover==true AND AlgoBuy != True AND StaticVarGet(static_name_+"CoverAlgo")==0 AND StaticVarGetText(static_name_+"CoverAlgo_barvalue") != lasttime)
            {
                PlaceOrder("BUY", LastValue(exitshortquantity), tradingsymbol, exchange, pricetype, product, apikey, strategy);
                StaticVarSetText(static_name_+"CoverAlgo_barvalue",lasttime); 
                StaticVarSet(static_name_+"CoverAlgo",1);
            }
            else if (AlgoCover != True )
            {   
                StaticVarSet(static_name_+"CoverAlgo",0);
                StaticVarSetText(static_name_+"CoverAlgo_barvalue","");
            }
        }

        else if(EnableAlgo == "LongOnly")
        {
            // Long Entry
            if (AlgoBuy==True AND StaticVarGet(static_name_+"buyAlgo")==0 AND StaticVarGetText(static_name_+"buyAlgo_barvalue") != lasttime)
            {  
                PlaceOrder("BUY", LastValue(entryquantity), tradingsymbol, exchange, pricetype, product, apikey, strategy);
                StaticVarSetText(static_name_+"buyAlgo_barvalue",lasttime);
                StaticVarSet(static_name_+"buyAlgo",1); 
            }
            else if (AlgoBuy != True)
            {
                StaticVarSet(static_name_+"buyAlgo",0);
                StaticVarSetText(static_name_+"buyAlgo_barvalue","");
            }

            // Long Exit
            if (AlgoSell==true AND StaticVarGet(static_name_+"sellAlgo")==0 AND StaticVarGetText(static_name_+"sellAlgo_barvalue") != lasttime)
            {
                PlaceOrder("SELL", LastValue(exitbuyquantity), tradingsymbol, exchange, pricetype, product, apikey, strategy);
                StaticVarSetText(static_name_+"sellAlgo_barvalue",lasttime);
                StaticVarSet(static_name_+"sellAlgo",1);
            }
            else if (AlgoSell != True )
            {
                StaticVarSet(static_name_+"sellAlgo",0);
                StaticVarSetText(static_name_+"sellAlgo_barvalue","");
            }
        }

        else if(EnableAlgo == "ShortOnly")
        {
            // Short Entry
            if (AlgoShort==True AND StaticVarGet(static_name_+"ShortAlgo")==0 AND StaticVarGetText(static_name_+"ShortAlgo_barvalue") != lasttime)
            {
                PlaceOrder("SELL", LastValue(entryquantity), tradingsymbol, exchange, pricetype, product, apikey, strategy);
                StaticVarSetText(static_name_+"ShortAlgo_barvalue",lasttime); 
                StaticVarSet(static_name_+"ShortAlgo",1);
            }
            else if (AlgoShort != True )
            {
                StaticVarSet(static_name_+"ShortAlgo",0);
                StaticVarSetText(static_name_+"ShortAlgo_barvalue","");
            }

            // Short Exit
            if (AlgoCover==true AND StaticVarGet(static_name_+"CoverAlgo")==0 AND StaticVarGetText(static_name_+"CoverAlgo_barvalue") != lasttime)
            {
                PlaceOrder("BUY", LastValue(exitshortquantity), tradingsymbol, exchange, pricetype, product, apikey, strategy);
                StaticVarSetText(static_name_+"CoverAlgo_barvalue",lasttime); 
                StaticVarSet(static_name_+"CoverAlgo",1);
                _TRACE("Strategy : "+ strategy +" AlgoStatus : "+ EnableAlgo +" Chart Symbol : "+ Name() +"  Trading Symbol : "+  symbol +"  Quantity : "+ quantity +"  Signal : Cover Signal  TimeFrame : "+ Interval(2)+"  Latest Price : "+LastValue(C));
            }
            else if (AlgoCover != True)
            {
                StaticVarSet(static_name_+"CoverAlgo",0);
                StaticVarSetText(static_name_+"CoverAlgo_barvalue","");
            }
        }
    }
}

_SECTION_END();

Amibroker AFL Code for CSV Exploration Module (VB Script Module - Legacy Method)

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