Build Algorithmic Trading Strategies with Python & ZeroMQ: Part 1

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Darwinex

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Published on March 15, 2019 4:38:46 PM ● Video Link: https://www.youtube.com/watch?v=4MxjFTQHTfw

Duration: 19:31

75,316 views

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In part 1 of this two-part algorithmic trading tutorial we put everything together and build our first complete trading strategy using Python, ZeroMQ and MetaTrader 4. Brought to you by Darwinex: https://www.darwinex.com/?utm_source=youtube&utm_medium=video-description-above-fold&utm_content=build-algorithmic-trading-strategy-zeromq-python-metatrader-p1

* Connect with the presenter on LinkedIn:
https://www.linkedin.com/in/ali-saif/

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https://www.linkedin.com/company/tradeslide-ventures/

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** Get the latest updates to the DWX-ZeroMQ-Connector project, troubleshoot your applications, give and get help from fellow algorithmic traders and more, over at the Darwinex Collective Slack Workspace:
https://join.slack.com/t/darwinex-collective/shared_invite/enQtNjg4MjA0ODUzODkyLWFiZWZlMDZjNGVmOGE2ZDBiZGI4ZWUxNjM5YTU0MjZkMTQ2NGZjNGIyN2QxZDY4NjUyZmVlNmU3N2E2NGE1Mjk

Risk Disclosure:
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If you haven't watched the following related tutorials, you'll need to, so here they are again:

1. How to Interface Python Trading Strategies with MetaTrader via ZeroMQ
https://www.youtube.com/watch?v=GGOajzvl860

2. Algorithmic Trading via ZeroMQ: Python to MetaTrader - Trade Execution, Reporting & Management
https://www.youtube.com/watch?v=3nM0c2kG_Sw

Seen this already? ..watch part 2 here:
https://youtu.be/VtOfF-nhhj8

In this strategy, NINE "simulated algorithmic traders" will go head to head:

1. Using 1 ZeroMQ connector to send orders to market via MetaTrader.

2. Decide on whether to BUY or SELL using a coin flip!

3. Trading 1 symbol each, with a fixed lot size of 0.01 lots.

4. Trade a maximum of 1 trade at any given time.

5. Close any trade after it has been in execution greater than 5 seconds.


Contents of this tutorial:
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1) Writing convenience code to perform trading and reporting functions.

2) Understanding how the DWX_ZeroMQ_Connector performs data exchange between Python and MetaTrader

3) Writing a re-usable "Base" Trading Strategy in Python to build upon.

4) Extending the base class above to create a "coin flip" live trading robot!

Download the source code from GitHub here:

1) DWZ_ZeroMQ_Connector
https://github.com/darwinex/DarwinexLabs/tree/master/tools/dwx_zeromq_connector

2) DWX_Execution Wrapper Class
https://github.com/darwinex/DarwinexLabs/blob/master/tools/dwx_zeromq_connector/v2.0.1/EXAMPLES/TEMPLATE/MODULES/DWX_ZMQ_Execution.py

3) DWX_Reporting Wrapper Class
https://github.com/darwinex/DarwinexLabs/blob/master/tools/dwx_zeromq_connector/v2.0.1/EXAMPLES/TEMPLATE/MODULES/DWX_ZMQ_Reporting.py

4) DWX_Strategy Base Class
https://github.com/darwinex/DarwinexLabs/blob/master/tools/dwx_zeromq_connector/v2.0.1/EXAMPLES/TEMPLATE/STRATEGIES/BASE/DWZ_ZMQ_Strategy.py

5) Final "Coin Flip Trading" Strategy Class
https://github.com/darwinex/DarwinexLabs/blob/master/tools/dwx_zeromq_connector/v2.0.1/EXAMPLES/TEMPLATE/STRATEGIES/coin_flip_traders_v1.0.py

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Are you a good trader?

We'd love to have your strategy listed on our Exchange, enabling you to earn performance fees on investor profits!

More details here:
https://www.darwinex.com/?utm_source=youtube&utm_medium=video-description&utm_content=build-algorithmic-trading-strategy-zeromq-python-metatrader-p1

Over 2.5M in performance fees paid to date:
https://www.darwinex.com/darwinia/hall-of-fame/users?utm_source=youtube&utm_medium=video-description&utm_content=build-algorithmic-trading-strategy-zeromq-python-metatrader-p1

Topics: #algorithmictrading #python #metatrader4