Python3 Automated Trading App

[TheGuru12]

First let me tell you a bit of a story, Found myself out of work and too much time on my hands, well deserved break so to speak. I decided to learn Python, I thought what better ways to do that than program a real world application that would make me some money and automate my trading... hopefully, So here I am, today I get an email to check out the new and improved IG community. It's been a long road but I am here to share it with the community and the wider world. 

At first I started by trying different trading strategy's, Some with more success than others. I finally got a working strategy for Forex only to be priced out of the market with the ESMA regs. That said. I have spent time re writing my code to work with small cap stocks, that you would see the likes of in the FTSE250. The margin requirements are a lot less. This is great for people just starting out. 

I have learned lots of lessons along the way, The most prominent one been that do not try give anything away for free on the internet people will only complain. That said...Here It is. 

What is this for? I hear you ask.... Will it get you instantly rich... most definitely.... Come on, really? ... No... It will not. Will it make some money well all I can say is it certainly has for me, It is a learning tool for you to get to grips with algorithmic trading and perhaps Python and using a world class API/infrastructure that IG have. The API has been rock solid for me and I hope it continues the way it is. 

I DO NOT in anyway shape or form work for IG or have never done, I just happen to like IG. This project is NOT affiliated, backed or supported by IG. This is ALL my own work. 
This code will run on Windows or Linux, Quite a few people are running it on a Raspberry Pi or very cheap VPS. I run it on a Linux VPS using nohup to keep it running 24/5. It uses a few standard Python3 library’s. As for the algorithm itself you can discuss it on the Discord chat and work out what it is doing. 

Please please and I cannot stress this enough TEST IT FIRST on a demo account, That way you can understand what it does. All the code is open source so people can rip it to bits, suggest improvements learn from it. 

Link to Discord Chat. https://discord.gg/ZfwukPz

Link to Github Code https://gist.github.com/tg12/4dc0107b5b45fd91dd15fbd5b16f593c

Attached is two performance graphs, Self explanatory. 

Enjoy! 

[TheGuru12]

3 minutes ago, TrendFollower said:

@TheGuru12, 

I personally would class FTSE 250 companies as mid cap shares. Small cap would be lower in terms of FTSE 350 or even FTSE Small Cap! AIM shares would be a mixture of small cap and nano cap. Yes that is right nano caps. 

I personally do not feel comfortable clicking on the two links you have sent.

OK, Thank you for your comment's.

[TheGuru12]

8 minutes ago, TrendFollower said:

If you are still out of work and have not found a job then maybe IG may have a look at your system and offer you a job.

?

Thanks for your comments, I wish! I'd love to work in this world but I am currently employed. I did talk about this in my interview. 

[Caseynotes]

Hi  @TheGuru12 I'm not too good at python coding but was just wondering what on earth is the thousand lines of ? before you get to the actual trading API code. Also, why have you not gone through the IG Labs site API's forum. And lastly, we all know things don't perform the same on demo as live so how have you found the API going live?

[TheGuru12]

27 minutes ago, Caseynotes said:

Hi  @TheGuru12 I'm not too good at python coding but was just wondering what on earth is the thousand lines of ? before you get to the actual trading API code. Also, why have you not gone through the IG Labs site API's forum. And lastly, we all know things don't perform the same on demo as live so how have you found the API going live?

Hello, Thank you for your reply. The top of that is the imports I use certain library's for and then there is also a giant list of stocks to loop through and check. Perhaps these could have been split out into another file but ... it works. 

The results I posted are on my live account, I have found my live and demo to perform pretty much identically. There is more money in my Demo so more trades but in terms of trading functionality and algorithm design they work the same. 

 

The IG Index API forums are not used by many people also I have been waiting for them to approve my account, I am not sure why they are separate. Perhaps they are not now. Either way they are not used by many. 

Edited September 3, 2018 by TheGuru12

[Caseynotes]

Thanks for that, very interesting, obviously only 6 weeks worth of data but promising, look forward to the updates.

There will be many on here who may have used MQL5 and EAs but not python and APIs, perhaps you might give a quick basics starter guide at some time.

Best of luck.

[TheGuru12]

6 minutes ago, Caseynotes said:

Thanks for that, very interesting, obviously only 6 weeks worth of data but promising, look forward to the updates.

There will be many on here who may have used MQL5 and EAs but not python and APIs, perhaps you might give a quick basics starter guide at some time.

Best of luck.

Thank you, There's lots of documentation around. People have wrote stuff on the Discord chat. I pretty much just provide the code. I might answer some very specific questions but not much now as I don't have much time. My code is very niche, So yes anyone who is a professional trader should use MQL/EA's. 

[trade247]

So I'm not a coder and unfortunately wouldn't want to get in on this discussion, but it looks very promising from the chart posted. It would be good to get further confirmation from a statement or similar from the demo account which I think would satisfy a few people as well.

There is no way for me to get my head around this right now but it's looking good and I would love to see someone else who has tested out on demo to see their results. Those returns are solid.

Thanks for a good post and welcome to the forum!

[Caseynotes]

It does look interesting and the hard work has already been done. Running the python code on the web based platform on a demo account through IG's API on the face of it doesn't look any more difficult to running in a EA in MT4, though I've never tried the API myself. Here is the 'get started' page from IG labs for anyone interested in having a go.

https://labs.ig.com/

 https://labs.ig.com/gettingstarted

 

[JamesIG]

out of interest - what are peoples thoughts on bringing over the Labs forum to this main Community area? So it's all in the one place, and hopefully given a bit more prominence and re-inject with a bit more 'life. 

[TheGuru12]

7 minutes ago, JamesIG said:

out of interest - what are peoples thoughts on bringing over the Labs forum to this main Community area? So it's all in the one place, and hopefully given a bit more prominence and re-inject with a bit more 'life. 

You know my thoughts on this. Even from a practical point of view within IG it would make sense. Everything under one roof. No separate infrastructure etc. However that said. It is every niche and it’s hardly ever visited. Even on the wider internet the API is not used much but I think I’ve got quite a few people to use it singlehandedly. If I remember correctly the last post office on there was months ago. Shame. I was hoping more people would use it. 

[Caseynotes]

Yes, it's probably a good idea to join the two forums, as tg12 says, the labs forum is infrequently used. Though it is niche it could have it's own forum header here and also I know there are plenty on here who run, or are interested in EAs on mt4 who would probably also be interested in API if the subject were to get a wider airing. 

[Caseynotes]

Ha @TrendFollower, can't say I am much of a coder myself though I have recently done a bit of re-writing and debugging of some mt4 indicators that I'm interested in. The introduction of IG's API onto this forum may well gain a following of those interested in auto trading but so far only familiar with MT's EAs.

https://medium.freecodecamp.org/what-is-an-api-in-english-please-b880a3214a82

 

 

[JamesIG]

12 hours ago, TrendFollower said:

 

@JamesIG, If you are unsure then why not simply trial it or would that require far too much effort?

You can't really trial something like that. Once you have done the migration of one Community to another it's effectively done. It's an all or nothing scenario. 

[Caseynotes]

I am interested in the response to soundings from the 'techies', they may not want leave their basement  lab....                 ?     ☢️?‍?

[TheGuru12]

I agree, If it would breathe more life into the API I'm all for it! 

[TheGuru12]

I will try post a monthly update. Since I started this on the 18th it will be then or around then. Thing's to note on this one. I doubled the size of my investment hence the straight up line, don't get too excited. The rest is the same. 

[Caseynotes]

Thanks @TheGuru12, look forward to the updates, best of luck.

[Guest PandaFace]

@TheGuru12 I love that chart number 2 you have that goes up on the left and down on the right. 

How did you do it? Excel I assume but I’m a **** at that so could you maybe give a little guidance? 

[Guest TG12]

3 hours ago, PandaFace said:

@TheGuru12 I love that chart number 2 you have that goes up on the left and down on the right. 

How did you do it? Excel I assume but I’m a **** at that so could you maybe give a little guidance? 

Perhaps that word "****" means something else where I am from! haha.

What version of Office?

[Guest PandaFace]

Always thought it meant kinda stupid? Oh dear! Turns out google says it’s something very different... 

can you edit @JamesIG 

[Guest PandaFace]

Thanks @JamesIG 

@TG12 we have 2013 at home. Thank you! 

[TheGuru12]

On 19/09/2018 at 13:30, PandaFace said:

Thanks @JamesIG 

@TG12 we have 2013 at home. Thank you! 

Create a PivotTable, Sort it by size and create a template graph from that. 

[247trader]

Nice! Thanks.

[Exhale_Trading]

Sorry to resurrect this old thread but I read there were thoughts to unite the IG Labs forum with this forum here.

I'm myself an algorithmic trader that uses MATLAB to trade through IG's API and I think this would be a good idea. As already was pointed out the IG Labs forum is rather dead.  Maybe it would become a little more active when a IG Labs subform was created here.

This would be really appreciated. I often miss the opportunity to discuss problems I encounter but writing in this IG Labs forum feels like talking in an empty room. ?

[Caseynotes]

Hopefully IG are still considering this, I don't actually participate on the labs forum myself but do look in from time to time to see whats happening and there does seem to be a lot of unanswered questions or occasionally someone just talking to themselves in the dire hope someone else might respond.?

I know a lot on this forum don't even know the labs one is there and quite a few are interested in coding/running auto traders.

[Exhale_Trading]

It is exactly like you describe. Would be good to spread the word about the API. 

When having  a coding problem there are not much resources. Webapisupport usually replies that they can't help with specific programming problems and so one is stuck and required to solve the problem alone.

[andysinclair]

I'm a techie and used to be fairly active on the IG Labs forum, however in the past 6 months it has become very quiet. I agree with the comments here, create a new topic on this forum for the API, at least then it will get more visibility and hopefully more activity.

I've been using the API for several years now and found it to be generally rock solid and fairly comprehensive, and maybe a new forum here will get more people to start using it.

[Caseynotes]

Welcome @andysinclair, if you haven't already seen the thread below here is a link. Certainly the more there are interested in an API section the more likely it is to be but never the less any conversations concerning auto trading will be of an interest to quite a few whether here on the main forum or on a sub forum.

 

[Exhale_Trading]

If information regarding the API was more accessible, I think more would prefer it over for example autotrading with Prorealtime which seems to be pretty popular in spite of PRT having quite a lot problems and even more limitations.