Automate TradingView By Position
Step 1: Lets' make sure the mode is QUANT
Step 2: Navigate to Strategy and Create a TradingView Strategy
Step 3: Pick USDT Future and your currency
Step 4: Copy Webhook URL & Message to TradingView Alert Box
Step 5: Modify and Save the Alert Message
Note that you replace connectorName and connectorToken
Template Here 👇
{
"connectorName":"REPLACE_NAME",
"connectorToken":"REPLACE_TOKEN",
"log":"{{strategy.order.comment}}",
"entryOrder":{
"value":100,
"mode":"compoundAvailableBalancePercent"
},
"position":{
"side":"{{strategy.market_position}}",
"size":{{strategy.market_position_size}},
"prev_side":"{{strategy.prev_market_position}}",
"prev_size":{{strategy.prev_market_position_size}}
},
"maxWaitPositionReversalSeconds": 20
}
If the orders are too close to each other, use delaySeconds to delay placing orders
{
...
"delaySeconds": 10,
"delaySecondsFilter": "open"
}
Step 6: Copy the TradingView Python Code template
Copy the code from this GitHub Repository 👇
class Strategy(StrategyBase):
def __init__(self):
self.period = 60
self.subscribed_books = {}
self.options = {}
exchange, pair, base, quote = CA.get_exchange_pair()
quote_balance = CA.get_balance(exchange, quote)
self.ca_initial_capital = quote_balance.available
self.ca_total_capital = quote_balance.available
CA.log('Total inital ' + str(quote) + ' quote amount: ' + str(self.ca_total_capital))
def on_tradingview_signal(self, signal, candles):
exchange, pair, base, quote = CA.get_exchange_pair()
leverage = int(CA.get_leverage())
log = signal.get('log')
CA.log('? TradingView log: ' + str(log))
"""
"entryOrder mode": 每次開單的設定
1. "compoundAvailableBalancePercent" 用復利可用資金去下%
2. "noCompoundAvailableBalancePercent" 用單利去下%
3. "totalBalancePercent" 用空倉時的資金固定去下%
4. "fixedTotalBalance" 用固定初始本金去下 需要 size and price
ex. "entryOrder": {
"value": 100,
"mode": "fixedTotalBalance",
"size": {{strategy.order.contracts}},
"price": {{strategy.order.price}},
}
===
{
"connectorName":"REPLACE_NAME",
"connectorToken":"REPLACE_TOKEN",
"log":"short",
"entryOrder":{
"value":100,
"mode":"compoundAvailableBalancePercent"
},
"position":{
"side":"{{strategy.market_position}}",
"size":{{strategy.market_position_size}},
"prev_side":"{{strategy.prev_market_position}}",
"prev_size":{{strategy.prev_market_position_size}}
}
}
"""
position = signal.get('position')
entryOrder = signal.get('entryOrder')
if not position or not entryOrder:
return CA.log('⛔ Invalid signal, missing position or entryOrder')
tv_order_mode = entryOrder.get("mode") # availableBalancePercent, totalBalancePercent, fixedTotalBalance
tv_order_value = entryOrder.get("value")
tv_order_size = entryOrder.get("size")
tv_order_price = entryOrder.get("price")
tv_position = self.get_position_from_size_and_side(position.get("size"), position.get("side"))
tv_prev_position = self.get_position_from_size_and_side(position.get("prev_size"), position.get("prev_side"))
# 檢查訊號正確性
if tv_order_mode is None or tv_position is None:
return CA.log('⛔ Invalid signal, missing tv_order_mode or tv_position')
ca_position = self.get_ca_position()
quote_balance = CA.get_balance(exchange, quote)
ca_available_capital = quote_balance.available
# 如果不能給之前的倉位那就 預設至 ca_position
if tv_prev_position is None:
tv_prev_position = ca_position
"""
如果反向開單或是加倉
"""
if (abs(tv_position) > abs(tv_prev_position) and tv_position * tv_prev_position >= 0) or tv_position * tv_prev_position < 0:
ca_order_captial = ca_available_capital
# PPC 複利
if tv_order_mode == "compoundAvailableBalancePercent":
ca_order_captial = None
tv_order_percent_of_capitial = tv_order_value
newOrderAmount = dict(percent=tv_order_percent_of_capitial * int(CA.get_leverage())) # default to 1
CA.log("CA開倉比例% " + str(tv_order_percent_of_capitial * int(CA.get_leverage())) + " \n CA下單金額%" + str(tv_order_percent_of_capitial * int(CA.get_leverage())) + " \n CA入場本金$: " + str(self.ca_total_capital) + " \n CA可用資金$: " + str(ca_available_capital))
# 單利
elif tv_order_mode == "noCompoundAvailableBalancePercent":
ca_order_captial = None
diff = ca_available_capital - self.ca_initial_capital
tv_order_percent_of_capitial = tv_order_value
# 賺錢
if diff > 0:
# 算多賺的是幾％
offset_percent = (diff / ca_available_capital) * 100
tv_order_percent_of_capitial = tv_order_value - offset_percent
newOrderAmount = dict(percent=tv_order_percent_of_capitial * int(CA.get_leverage())) # default to 1
CA.log("CA開倉比例% " + str(tv_order_percent_of_capitial * int(CA.get_leverage())) + " \n CA下單金額%" + str(tv_order_percent_of_capitial * int(CA.get_leverage())) + " \n CA入場本金$: " + str(newOrderAmount) + " \n CA可用資金$: " + str(ca_available_capital))
# 下固定金額
elif tv_order_mode == "noCompoundAvailableBalanceNotional":
ca_order_captial = tv_order_value
# 不夠開
if ca_available_capital < tv_order_value:
ca_order_captial = ca_available_capital
notional = ca_order_captial * int(CA.get_leverage()) # default to 1
newOrderAmount = dict(notional = notional)
CA.log( " \n CA下單金額$ " + str(notional) + " \n CA可用資金$: " + str(ca_available_capital))
# 下固定 contract
elif tv_order_mode == "FixedAssetTrade":
newOrderAmount = dict(amount = tv_order_value )
# CA.log( " \n CA下單金額$ " + str(notional) + " \n CA可用資金$: " + str(ca_available_capital))
# PPC 複利 加倉
elif tv_order_mode == "totalBalancePercent":
ca_order_captial = self.ca_total_capital
tv_order_percent_of_capitial = tv_order_value / 100
# 用CA空倉時的金額去下開或加倉的金額
notional = ca_order_captial * tv_order_percent_of_capitial * int(CA.get_leverage()) # default to 1
newOrderAmount = dict(notional = notional)
CA.log("CA開倉比例% " + str(tv_order_percent_of_capitial * 100 * int(CA.get_leverage())) + " \n CA下單金額$ " + str(notional) + " \n CA入場本金$: " + str(self.ca_total_capital) + " \n CA可用資金$: " + str(ca_available_capital))
elif tv_order_mode == "fixedTotalBalance":
ca_order_captial = self.ca_total_capital
# close short -> open long (一個正 一個反) 有一些order數量是反轉時要關艙的 所以要拿掉
if tv_position * tv_prev_position < 0: # 代表倉位方向不一樣
tv_order_size = tv_order_size - abs(tv_prev_position) # 其實就是 tv_position
# 用下單金額和權益去反推TV下單% tv_order_value 是我們的固定本金
tv_order_percent_of_capitial = (tv_order_size * tv_order_price) / tv_order_value
# 用CA空倉時的金額去下開或加倉的金額
notional = ca_order_captial * tv_order_percent_of_capitial * int(CA.get_leverage()) # default to 1
newOrderAmount = dict(notional = notional)
CA.log("CA開倉比例% " + str(tv_order_percent_of_capitial * 100 * int(CA.get_leverage())) + " \n CA下單金額$ " + str(notional) + " \n CA入場本金$: " + str(self.ca_total_capital) + " \n CA可用資金$: " + str(ca_available_capital))
else:
return CA.log("⛔ Invalid tv_order_mode" + str(tv_order_mode))
# close short -> open long 不用管 prev_tv_position 因為我們知道一定會開多 但是要先確保 CA 倉位是對的
if tv_position > 0 and ca_position < 0:
CA.log("先全關空倉在開多")
return CA.place_order(exchange, pair, action='close_short', conditional_order_type='OTO', percent=100,
child_conditional_orders=[{'action': 'open_long', **newOrderAmount}])
# close long -> open short 不用管 prev_tv_position 因為我們知道一定會開空 但是要先確保 CA 倉位是對的
elif tv_position < 0 and ca_position > 0:
CA.log("先全關多倉在開空")
return CA.place_order(exchange, pair, action='close_long', conditional_order_type='OTO', percent=100,
child_conditional_orders=[{'action': 'open_short', **newOrderAmount}])
# CA 倉位是在對的方向
action = "open_long" if tv_position > 0 else "open_short"
CA.log("newOrderAmount" + str(newOrderAmount))
return CA.place_order(exchange, pair, action=action, **newOrderAmount)
# 照比例關艙區
else:
# 沒有倉位不用關
if ca_position == 0:
return CA.log("沒有 倉位不用關")
# flat 全關
if tv_position == 0:
action = "close_long" if ca_position > 0 else "close_short"
return CA.place_order(exchange, pair, action=action, percent=100)
elif tv_position > 0 and ca_position < 0:
CA.log("倉位錯亂 全關空倉")
return CA.place_order(exchange, pair, action="close_short", percent=100)
elif tv_position < 0 and ca_position > 0:
CA.log("倉位錯亂 全關多倉")
return CA.place_order(exchange, pair, action="close_long" , percent=100)
# 用TV前和後倉位去看關了多少 不行超過 1
tv_order_percent_of_position = min((tv_prev_position - tv_position) / tv_prev_position, 1) * 100
CA.log("關倉比例% " + str(tv_order_percent_of_position))
action = "close_long" if tv_prev_position > 0 else "close_short"
return CA.place_order(exchange, pair, action=action, percent=tv_order_percent_of_position)
def trade(self, candles):
pass
def on_order_state_change(self, order):
exchange, pair, base, quote = CA.get_exchange_pair()
quote_balance = CA.get_balance(exchange, quote)
ca_available_capital = quote_balance.available
ca_position = self.get_ca_position()
if order.status == CA.OrderStatus.FILLED:
# 看CA的倉位已經用了多少%的本金去開了
ca_position_percent_of_capital = (self.ca_total_capital - ca_available_capital) / self.ca_total_capital
CA.log("? 現在CA倉位數量: " + str(ca_position) + " 本金%: " + str(ca_position_percent_of_capital * 100 * int(CA.get_leverage()))+ " \n CA入場本金$: " + str(self.ca_total_capital) + " \n CA可用資金$: " + str(ca_available_capital))
# 平倉時 設置新的開倉金
if ca_position == 0:
self.ca_total_capital = ca_available_capital
CA.log('新的CA開倉本金: ' + str(self.ca_total_capital))
def get_position_from_size_and_side(self, positionSize, positionSide):
if positionSide is None or positionSize is None:
return None
if positionSide == "long":
return abs(positionSize)
elif positionSide == "short":
return abs(positionSize) * -1
elif positionSide == "flat":
return 0 # not sure
return None
# return current total position: -n 0, +n where n is number of contracts
def get_ca_position(self):
exchange, pair, base, quote = CA.get_exchange_pair()
long_position = CA.get_position(exchange, pair, CA.PositionSide.LONG)
if long_position:
return abs(long_position.total_size)
short_position = CA.get_position(exchange, pair, CA.PositionSide.SHORT)
if short_position:
return -1 * abs(short_position.total_size)
return 0
Step 7: Launch Simulation and Test
