I've written an alpha stage algorithm to trade the Autochartist technical analysis chartpattern signals provided with a live account through Oanda. It makes API calls and places bracket trades for the resulting signals. Backtesting requires entering your own unique access token provided by Oanda in the algorithim's respective parameter at <enter>.
Jared Broad
Whoa! Awesome Tollan!
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Petter Hansson
Going to check it out, haven't used Autochartist. Awesome work! :-)
Tollan Renner
Great, thanks! I'm interested in any feedback and am currently running a live version of this algorithm in my practice account.
JayJayD
Great work! Congratulations!
JayJayD
Tollan Renner, just out of curiosity, how did you made the develop? Did you have an API manual? Or it was just trial an error?
Tollan Renner
Json.NET provides some documentation:
https://www.newtonsoft.com/json/help/html/SerializingJSONFragments.htm
Oanda's API details the JSON response fields:
http://developer.oanda.com/rest-live/forex-labs/#autochartist
Finally, I used json2csharp.com to initially convert the example response to C# classes.
JayJayD
Thank you very much!
Johnny Kalsi
Hi Tollan
Is this where i need to enter the Token key?
[Parameter]
public string accessToken;
Johnny Kalsi
I found where to insert token..but now i get these errors while I try to build
61 | 20:36:15:
Build Error: File: Main.cs Line:56 Column:43 - Newline in constant
62 | 20:36:15:
Build Error: File: Main.cs Line:56 Column:109 - ) expected
63 | 20:36:15:
Build Error: File: Main.cs Line:57 Column:0 - Newline in constant
64 | 20:36:15:
Build Error: File: Main.cs Line:57 Column:2 - ; expected
Tollan Renner
I setup the accessToken as a algorithm parameter. Did you add yours in the algorithm's parameters field?
Erik Bengtson
Interesting algo. I tried somethings with it:
- kept only major fxds, removed symbols with higher spreads
- added Cfds
- Calculate units based on risk,and not assign fixed lots. Patterns with higher propability are granted higher account risks
- Only trade patterns with >65% probability
- ony trade pattterns with interval lower or equals than 4H
- Fixed some .Net code incompatible with .net mono, so I can run on local Mac OS server
- The stoploss I changed to 1:1 in risk
I want to download keylevel patterns from autochartist, to create other strategies on horizontal levels, but for whatever reason it is not returning any. do you have any other improvement ideas?Tollan Renner
Those are great ideas, Erik, and broadly applicable to the different approaches you could take with the Autochartist patterns. I'm thinking of trying out some additional chartpattern screening with technical indicators, but have been working on a different algo recently. The Oanda Autochartist key levels API you mention is another strategy I'd like to test out in the future. Thanks for sharing and I'm glad you were able to make use of the Autochartist API template I posted!
Elkart Coetzee
Awesome work Tollan. I've been meaning to do this as well for a while now, but now that I've found this I decided to register here and follow the project. There's a very good chance this will work in the market place.
What has the results been like on the demo so far ?
Tollan Renner
Thanks, Elkart Coetzee! I appreciate the enthusiasm. Actually, I haven't worked on this algo recently and mine is still a template in beta testing, though I can find some more time to gather results since it has potential.
Elkart Coetzee
I cloned it and tried to run it, but it keeps on getting runtime errors. I see in the code you call v1 which has been deprecated. Is there any possibility of updating it for a V20 account ? I'm not even sure Oanda has a current version of this running in V20. I've been looking for V20 information but the website just goes around in circles. I can't find the inormation, all I get is the V1 has been deprecated page. It might be better to get the Autochartist information directly from Autochartist and not Oanda. But that requires another login. But this is awesome. I'd really love to know if this works or not. Been thinking about it for a while.
Elkart Coetzee
This is as far as I can get with Autochartist on Oanda : http://developer.oanda.com/rest-live/forex-labs/#autochartist
Syed Javed Gardezi
I am getting the following error
Runtime Error: In Scheduled Event 'EveryDay: Every 15 min', Object reference not set to an instance of an object
Tollan Renner any idea why?
Regards,
Javed Gardezi
Elkart Coetzee
V1 has been deprecated by Oanda.
Tollan Renner
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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