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Good day everyone , I am a novice in programming and I need help with making an algorithm that is able to trade forex news events. I decided to try and use an algorithm for backtesting purposes and to be able to execute trades faster while trading live during these events. I came across a universe template that reads data from a csv file stored in dropbox and I tried to modify it but this has amounted to plenty of errors. I wanted my algo to basically read event dates from the csv file and use it as an input in executing a scheduled event. so instead of manually setting dates and time , I want the algo to read the directly from the file and place orders 3 minutes before the news release. I have spent several weeks trying to get a hang arount this. Anybody's input would be highly appreciated.
The link below is for the csv reading Algo.
Algorithm.Python/DropboxBaseDataUniverseSelectionAlgorithm.py
Douglas Stridsberg
Hi,
The algorithm you attached has none of the features you describe in your post - are you sure you've attached the correct one?
I would recommend firstly going through the Bootcamp sections - these will teach you a lot about how the framework operates, and you'll be able to answer most of your own questions through there. Also, using the Documentation will be a great help.
Theo Wesley Sekgetho
Hey
The algorithm I attached is basically an example I got hold of which only reads CSV data from Dropbox to determine which symbol to trade. I cloned it to my lab and tried to alter it to meet my specifications.
Link Liang
Hi Theo,
First of all, I have trouble opening your link of csv reading script. For executing an action at specific time, there are many ways besides self.Schedule.On(). Here is a quick example that might work with your design:
from datetime import timedelta
...
def Ondata(self)
if self.Time == your_release_time_list[next_release] - timedelta(minutes=3):
self.DoSomething()
def DoSomething(self):
# your algo here
Since you want minute-level time scheduling, please make sure your data resolution is also minute level.
Hope it helps!
Theo Wesley Sekgetho
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