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Changed bot logic to not trade on really small difference in EMA

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This commit is contained in:
Logan G 2021-02-03 14:29:02 -07:00
parent 3d44bdd779
commit a15ab7bf76
Signed by: logan
GPG key ID: E328528C921E7A7A
2 changed files with 3 additions and 3 deletions
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2
api/kraken.py
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@ -27,7 +27,7 @@ class Kraken:
# Calculates the exponential moving average by grabbing data from Kraken on the conversion rate every interval minutes.
def calculateEMA(self, shortTime=round(time.time())-(7*24*3600), longTime=round(time.time())-(30*24*3600), interval=60):
self.longEMA = self.prices.ewm(span=20).mean()
self.longEMA = self.prices.ewm(span=30).mean()
self.shortEMA = self.prices.ewm(span=10).mean()

4
main.py
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@ -30,7 +30,7 @@ if __name__ == "__main__":
if k.balances["vol"][currency_buy] > 10**-5:
# Sell shit
# If short term change dips below long term change, sell
if(float(k.shortEMA.tail(1)[0]) < float(k.longEMA.tail(1)[0])):
if float(k.shortEMA.tail(1)[0]) < float(k.longEMA.tail(1)[0]) and abs(float(k.shortEMA.tail(1)[0])-float(k.longEMA.tail(1)[0]))/((float(k.shortEMA.tail(1)[0])+float(k.longEMA.tail(1)[0]))/2) > 0.001:
print("Selling shit")
k.sellOrder(currency_pair, currency_buy, currency_sell, k.balances["vol"][currency_buy])
print(k.balances)
@ -38,7 +38,7 @@ if __name__ == "__main__":
elif k.balances["vol"][currency_sell] > 10**-2:
# Buy shit
# If short term goes above long term, buy
if(float(k.shortEMA.tail(1)[0]) > float(k.longEMA.tail(1)[0])):
if float(k.shortEMA.tail(1)[0]) > float(k.longEMA.tail(1)[0]) and abs(float(k.shortEMA.tail(1)[0])-float(k.longEMA.tail(1)[0]))/((float(k.shortEMA.tail(1)[0])+float(k.longEMA.tail(1)[0]))/2) > 0.001:
print("Buying shit")
k.buyOrder(currency_pair, currency_buy, currency_sell, k.balances["vol"][currency_sell] * 0.95 * (1/k.prices.tail(1)[0][0]))
print(k.balances)