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Python Trading - Script - Py

This document contains a Python script that connects to the Binance API to fetch 1-minute OHLCV data for the BTC/USDT trading pair. It calculates a Renko chart based on a specified traditional brick size and generates buy or sell signals depending on the price movements relative to a drawn line, which is only visible for a set duration if the trading volume exceeds a threshold. The script runs in a continuous loop, fetching data every minute and printing buy or sell signals accordingly.

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mobilekhan6969
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6 views2 pages

Python Trading - Script - Py

This document contains a Python script that connects to the Binance API to fetch 1-minute OHLCV data for the BTC/USDT trading pair. It calculates a Renko chart based on a specified traditional brick size and generates buy or sell signals depending on the price movements relative to a drawn line, which is only visible for a set duration if the trading volume exceeds a threshold. The script runs in a continuous loop, fetching data every minute and printing buy or sell signals accordingly.

Uploaded by

mobilekhan6969
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as TXT, PDF, TXT or read online on Scribd
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import ccxt

import pandas as pd
import time

# Binance API keys


api_key = 'YOUR_API_KEY'
api_secret = 'YOUR_API_SECRET'

# Binance connection
exchange = ccxt.binance({
'apiKey': api_key,
'secret': api_secret,
})

# Trading parameters
symbol = 'BTC/USDT'
timeframe = '1m'
trad_size = 40 # Traditional Renko size
volume_threshold = 500 # Minimum volume for drawing line (in BTC)
line_duration_days = 2 # Duration for which the line should be valid

# Function to get Renko chart


def get_renko_chart(data, trad_size):
data['close_shift'] = data['close'].shift(1)
data['price_diff'] = abs(data['close'] - data['close_shift'])
data['bricks'] = data['price_diff'] // trad_size
data.drop(['close_shift', 'price_diff'], axis=1, inplace=True)
return data

# Function to check if the volume is above the threshold


def is_high_volume(data, volume_threshold):
return data['volume'].iloc[-1] >= volume_threshold

# Function to generate buy or sell signals based on Renko chart


def generate_signals(data):
data['buy_signal'] = data['close'] > data['line']
data['sell_signal'] = data['close'] < data['line']
return data

# Main loop
while True:
# Fetch 1-minute data
ohlcv = exchange.fetch_ohlcv(symbol, timeframe)
df = pd.DataFrame(ohlcv, columns=['timestamp', 'open', 'high', 'low', 'close',
'volume'])
df['timestamp'] = pd.to_datetime(df['timestamp'], unit='ms')
df.set_index('timestamp', inplace=True)

# Check for high volume


if is_high_volume(df, volume_threshold):
# Draw line
line_price = df['close'].iloc[-1]
line_start_time = time.time()

# Check if the line should be visible


if time.time() - line_start_time < line_duration_days * 24 * 60 * 60:
df['line'] = line_price
else:
df['line'] = None
# Generate Renko chart
renko_df = get_renko_chart(df, trad_size)

# Generate signals
signals_df = generate_signals(renko_df)

# Print signals (replace with actual trading logic)


if signals_df['buy_signal'].iloc[-1]:
print("Buy Signal!")
elif signals_df['sell_signal'].iloc[-1]:
print("Sell Signal!")

# Sleep for a minute (adjust as needed)


time.sleep(60)

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