Python Forum

I am trying to run this script at trality.com which is a trading site for cryptocurrencies. I am looking for a calculation for the angle of the bitcoin slope traded against ethereum. But I am not sure what the script does to calculate the angle. I get very small angles. Can someone identify why the angles are so small. I want an angle based on a time interval of 1 hour or 4 hours. And I want to buy when the angle is above 30 degrees. I dont know if it uses radians or degrees in the script. Thank you.

import numpy as np

def initialize(state):

    state.counter = 0

@schedule(interval="1h", symbol="ETHBTC")
def handler(state, data):

    angle = 0
            
    macd_ind = data.macd(12,26,9)

    if macd_ind is None:
        return

    signal = macd_ind['macd_signal']

    has_position = has_open_position(data.symbol, truncated=True)
    balance_base = float(query_balance_free(data.base))
    balance_quoted = float(query_balance_free(data.quoted))
    buy_amount = balance_quoted * 0.80 / data.close_last

    plot("signal",signal[-1],"ETHBTC")

    if state.counter < 4:
        state.counter += 1
    else:
        state.counter = 0

    if state.counter == 4:

        lastsignals = signal[-4:]

        # calculating the slope of last 4 candles
        slope = (lastsignals[-1] - lastsignals[0]) / 3
        angle = np.rad2deg(np.arctan(slope))

        print("slope: ",slope)
        print("angle: ",angle)
        plot("angle of signal",angle,"ETHBTC")

        if angle > 0.26: # 15 degrees

            print("-------")
            print("Checking for buying possibility of {}".format(data.symbol))
            print("buy amount:",buy_amount)
            print("buy price:", data.close_last)

            create_order(symbol=data.symbol,amount = buy_amount)


        elif angle < -10 and has_position:
            print("-------")
            print("Checking for selling possibility of {}".format(data.symbol))
            print("sell amount:",balance_base)
            print("sell price:",data.close_last)

            close_position(data.symbol)

I have made it running:

import numpy as np

def initialize(state):
    state.counter = 0
    state.lastsignals = []

@schedule(interval="1d", symbol="BNBUSDT")
def handler(state, data):
    angle = 0
    signal = data.sma(2).last
    has_position = has_open_position(data.symbol, truncated=True)
    balance_base = float(query_balance_free(data.base))
    balance_quoted = float(query_balance_free(data.quoted))
    buy_amount = balance_quoted * 0.80 / data.close_last

    if state.counter < 2:
        state.counter += 1
        state.lastsignals.append(signal)
    else:
        
        state.lastsignals.append(signal)

    if state.counter == 2:
        plot("signal", state.lastsignals[-1], "BNBUSDT")

        # calculating the slope of last 4 candles
        slope = (state.lastsignals[-1] - state.lastsignals[-2]) / 0.125
        angle = np.rad2deg(np.arctan(slope))
        print("slope: ", slope)
        print("angle: ", angle)
        plot("angle of signal", angle, "BNBUSDT")

        if angle > 10: 
            print("-------")
            print("Checking for buying possibility of {}".format(data.symbol))
            print("buy amount:", buy_amount)
            print("buy price:", data.close_last)
            create_order(symbol=data.symbol, amount = buy_amount)

        elif angle < -5 and has_position:
            print("-------")
            print("Checking for selling possibility of {}".format(data.symbol))
            print("sell amount:", balance_base)
            print("sell price:",data.close_last)

            close_position(data.symbol)

I am trading in BNB on a one day interval. Feel free to test it out on trality.com. They are in beta so it is free. They also have trading testing for the past year or more for coins on binance. Cheers