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)
Amibroker AFL Code for CSV Exploration Module
//OpenAlgo - CSV Exploration Module
//Ensure CSV file is placed in the right path
//Ensure Symbol mapping is done in the CSV properly
//Ensure Corresponding Watchlist Symbols are Created for Exploration
//////////////////////////////////////////////
//Amibroker CSV Exploration Module
//Coded by Rajandran R - Creator, OpenAlgo
//Date : 19/08/2024
//////////////////////////////////////////////
_SECTION_BEGIN("Exploration Module Order Controls");
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 signals)
AlgoBuy = LastValue(Ref(Buy,-EntryDelay));
AlgoSell = LastValue(Ref(Sell,-ExitDelay));
AlgoShort = LastValue(Ref(Short,-EntryDelay));
AlgoCover = LastValue(Ref(Cover,-ExitDelay));
//multiple order supression purpose we 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);
}
}
EnableScript("VBScript");
<%
Public Sub PlaceOrder(action, quantity)
Dim oXMLHTTP
Dim oStream
Set oXMLHTTP = CreateObject("Msxml2.XMLHTTP")
' Define variables with the specified values
Dim apikey, strategy, symbol , exchange, pricetype, product
apikey = AFL.Var("apikey")
strategy = AFL.Var("strategy")
symbol = AFL.Var("tradingsymbol")
exchange = AFL.Var("exchange")
pricetype = AFL.Var("pricetype")
product = AFL.Var("product")
' Construct the JSON string for the POST message
Dim jsonRequestBody
jsonRequestBody = "{""apikey"":""" & apikey & _
""",""strategy"":""" & strategy & _
""",""symbol"":""" & symbol & _
""",""action"":""" & action & _
""",""exchange"":""" & exchange & _
""",""pricetype"":""" & pricetype & _
""",""product"":""" & product & _
""",""quantity"":""" & quantity & """}"
' Set the URL
Dim url
url = AFL.Var("bridgeurl")&"/placeorder"
' Configure the HTTP request for POST method
oXMLHTTP.Open "POST", url, False
oXMLHTTP.setRequestHeader "Content-Type", "application/json"
oXMLHTTP.setRequestHeader "Cache-Control", "no-cache"
oXMLHTTP.setRequestHeader "Pragma", "no-cache"
' Send the request with the JSON body
oXMLHTTP.Send jsonRequestBody
api_parameters = "Strategy :" & strategy & " Symbol :" & symbol & " Exchange :" & exchange & _
" Action :" & action & " Pricetype :" & pricetype & _
" Product :" & product & " Quantity:" & quantity & _
" api_url :" & url
AFL("api_request") = api_parameters
AFL("api_response") = oXMLHTTP.responseText
' Optionally, handle the response here
' Dim response
' response = oXMLHTTP.responseText
' Response handling code...
End Sub
%>
openalgo = GetScriptObject();
//Execution Module
if(Status("action") == actionExplore)
//if(Status("action") == actionIndicator)
{
symbol= "";
tradingsymbol = "";
exchange = "";
product = "";
quantity = "";
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);
} //end of if
} //end of while
} //end of if
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")
{
if (AlgoBuy==True AND AlgoCover == True AND StaticVarGet(static_name_+"buyCoverAlgo")==0 AND StaticVarGetText(static_name_+"buyCoverAlgo_barvalue") != lasttime )
{
// reverse Long Entry
quantity = lastvalue(entryquantity+exitshortquantity);
openalgo.PlaceOrder("BUY",quantity);
_TRACE("API Request : "+api_request);
_TRACE("API Response : "+api_response);
StaticVarSetText(static_name_+"buyCoverAlgo_barvalue",lasttime);
StaticVarSet(static_name_+"buyCoverAlgo",1); //Algo Order was triggered, no more order on this bar
}
else if ((AlgoBuy != True OR AlgoCover != True))
{
StaticVarSet(static_name_+"buyCoverAlgo",0);
StaticVarSetText(static_name_+"buyCoverAlgo_barvalue","");
}
if (AlgoBuy==True AND AlgoCover != True AND StaticVarGet(static_name_+"buyAlgo")==0 AND StaticVarGetText(static_name_+"buyAlgo_barvalue") != lasttime)
{
// Long Entry
quantity = LastValue(entryquantity);
openalgo.PlaceOrder("BUY",quantity);
_TRACE("API Request : "+api_request);
_TRACE("API Response : "+api_response);
StaticVarSetText(static_name_+"buyAlgo_barvalue",lasttime);
StaticVarSet(static_name_+"buyAlgo",1); //Algo Order was triggered, no more order on this bar
}
else if (AlgoBuy != True)
{
StaticVarSet(static_name_+"buyAlgo",0);
StaticVarSetText(static_name_+"buyAlgo_barvalue","");
}
if (AlgoSell==true AND AlgoShort != True AND StaticVarGet(static_name_+"sellAlgo")==0 AND StaticVarGetText(static_name_+"sellAlgo_barvalue") != lasttime)
{
// Long Exit
quantity = LastValue(exitbuyquantity);
openalgo.PlaceOrder("SELL",quantity);
_TRACE("API Request : "+api_request);
_TRACE("API Response : "+api_response);
StaticVarSetText(static_name_+"sellAlgo_barvalue",lasttime);
StaticVarSet(static_name_+"sellAlgo",1); //Algo Order was triggered, no more order on this bar
}
else if (AlgoSell != True )
{
StaticVarSet(static_name_+"sellAlgo",0);
StaticVarSetText(static_name_+"sellAlgo_barvalue","");
}
if (AlgoShort==True AND AlgoSell==True AND StaticVarGet(static_name_+"ShortSellAlgo")==0 AND StaticVarGetText(static_name_+"ShortSellAlgo_barvalue") != lasttime)
{
// reverse Short Entry
quantity = LastValue(exitbuyquantity+entryquantity);
openalgo.PlaceOrder("SELL",quantity);
_TRACE("API Request : "+api_request);
_TRACE("API Response : "+api_response);
StaticVarSetText(static_name_+"ShortsellAlgo_barvalue",lasttime);
StaticVarSet(static_name_+"ShortSellAlgo",1); //Algo Order was triggered, no more order on this bar
}
else if ((AlgoShort != True OR AlgoSell != True))
{
StaticVarSet(static_name_+"ShortSellAlgo",0);
StaticVarSetText(static_name_+"ShortsellAlgo_barvalue","");
}
if (AlgoShort==True AND AlgoSell != True AND StaticVarGet(static_name_+"ShortAlgo")==0 AND StaticVarGetText(static_name_+"ShortAlgo_barvalue") != lasttime)
{
// Short Entry
quantity = LastValue(entryquantity);
openalgo.PlaceOrder("SELL",quantity);
_TRACE("API Request : "+api_request);
_TRACE("API Response : "+api_response);
StaticVarSetText(static_name_+"ShortAlgo_barvalue",lasttime);
StaticVarSet(static_name_+"ShortAlgo",1); //Algo Order was triggered, no more order on this bar
}
else if (AlgoShort != True )
{
StaticVarSet(static_name_+"ShortAlgo",0);
StaticVarSetText(static_name_+"ShortAlgo_barvalue","");
}
if (AlgoCover==true AND AlgoBuy != True AND StaticVarGet(static_name_+"CoverAlgo")==0 AND StaticVarGetText(static_name_+"CoverAlgo_barvalue") != lasttime)
{
// Short Exit
quantity = LastValue(exitshortquantity);
openalgo.PlaceOrder("BUY",quantity);
_TRACE("API Request : "+api_request);
_TRACE("API Response : "+api_response);
StaticVarSetText(static_name_+"CoverAlgo_barvalue",lasttime);
StaticVarSet(static_name_+"CoverAlgo",1); //Algo Order was triggered, no more order on this bar
}
else if (AlgoCover != True )
{
StaticVarSet(static_name_+"CoverAlgo",0);
StaticVarSetText(static_name_+"CoverAlgo_barvalue","");
}
}
else if(EnableAlgo == "LongOnly")
{
if (AlgoBuy==True AND StaticVarGet(static_name_+"buyAlgo")==0 AND StaticVarGetText(static_name_+"buyAlgo_barvalue") != lasttime)
{
// Long Entry
quantity = LastValue(entryquantity);
openalgo.PlaceOrder("BUY",quantity);
_TRACE("API Request : "+api_request);
_TRACE("API Response : "+api_response);
StaticVarSetText(static_name_+"buyAlgo_barvalue",lasttime);
StaticVarSet(static_name_+"buyAlgo",1); //Algo Order was triggered, no more order on this bar
}
else if (AlgoBuy != True)
{
StaticVarSet(static_name_+"buyAlgo",0);
StaticVarSetText(static_name_+"buyAlgo_barvalue","");
}
if (AlgoSell==true AND StaticVarGet(static_name_+"sellAlgo")==0 AND StaticVarGetText(static_name_+"sellAlgo_barvalue") != lasttime)
{
// Long Exit
quantity = LastValue(exitbuyquantity);
openalgo.PlaceOrder("SELL",quantity);
_TRACE("API Request : "+api_request);
_TRACE("API Response : "+api_response);
StaticVarSetText(static_name_+"sellAlgo_barvalue",lasttime);
StaticVarSet(static_name_+"sellAlgo",1); //Algo Order was triggered, no more order on this bar
}
else if (AlgoSell != True )
{
StaticVarSet(static_name_+"sellAlgo",0);
StaticVarSetText(static_name_+"sellAlgo_barvalue","");
}
}
else if(EnableAlgo == "ShortOnly")
{
if (AlgoShort==True AND StaticVarGet(static_name_+"ShortAlgo")==0 AND StaticVarGetText(static_name_+"ShortAlgo_barvalue") != lasttime)
{
// Short Entry
quantity = LastValue(entryquantity);
openalgo.PlaceOrder("SELL",quantity);
_TRACE("API Request : "+api_request);
_TRACE("API Response : "+api_response);
StaticVarSetText(static_name_+"ShortAlgo_barvalue",lasttime);
StaticVarSet(static_name_+"ShortAlgo",1); //Algo Order was triggered, no more order on this bar
}
else if (AlgoShort != True )
{
StaticVarSet(static_name_+"ShortAlgo",0);
StaticVarSetText(static_name_+"ShortAlgo_barvalue","");
}
if (AlgoCover==true AND StaticVarGet(static_name_+"CoverAlgo")==0 AND StaticVarGetText(static_name_+"CoverAlgo_barvalue") != lasttime)
{
// Short Exit
quantity = LastValue(exitshortquantity);
openalgo.PlaceOrder("BUY",quantity);
_TRACE("API Request : "+api_request);
_TRACE("API Response : "+api_response);
StaticVarSetText(static_name_+"CoverAlgo_barvalue",lasttime);
StaticVarSet(static_name_+"CoverAlgo",1); //Algo Order was triggered, no more order on this bar
_TRACE("Strategy : "+ strategy +"AlgoStatus : "+ EnableAlgo +"Chart Symbol : "+ Name() +" Trading Symbol : "+ symbol +" Quantity : "+ quantity +" Signal : Cover Signal TimeFrame : "+ Interval(2)+" Response : "+ resp +" ChardId : "+ GetChartID() + " Latest Price : "+LastValue(C));
}
else if (AlgoCover != True)
{
StaticVarSet(static_name_+"CoverAlgo",0);
StaticVarSetText(static_name_+"CoverAlgo_barvalue","");
}
}
}//end main if
}
_SECTION_END();
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