Learn more. Please sign in to use Codespaces. If nothing happens, download GitHub Desktop and try again. If nothing happens, download Xcode and try again. There was a problem preparing your codespace, please try again. FxTrade is a ForEx trading bot written in Python, with the possibility to implement strategies both classical or based on machine learning and trade directly on Oanda Broker both practice or real environment. The bot can be easily integrated with Telegram for monitoring and commanding.

It is designed to support all major exchanges and be controlled via Telegram. If you want to know more, discuss about several machine learning approaches or contribute to this project, contact me. Insert your Oanda and Telegram keys within a config. json file just copy and edit info within config.

Then control the operations through Telegram. Training can also be run via Telegram if properly configured. py , and this starts training following arbitrage strategy on currency triplets.

At 4th epoch learning seems to have reached an optimum able to gain an average of pips - over 16 trades - at each time step, versus a potential average gain of pips. With one currency pair, step time-series featured from monday midnight to friday 9PM, one week , granularity of 1 minute, the optimal number of epochs is 2.

After 2 epochs there happens loss divergences and overfitting, exploding gradients. Batch 32, total batches , all the currency-pairs listed in configs , time per epoch: 11' Penalties for holding position. So far the best method with highest gain. With all the currency pair over the past week, granularity of 1 minute, the optimal number of epochs is 1 or 2. Batch 32, total batches , all the currency-pairs listed in configs , time per epoch: 25' Penalties for holding position.

With all the currency pair over the past 2 weeks, granularity of 1 minute, the optimal number of epochs is 1 or 2. Batch 32, total batches , all the currency-pairs listed in configs , time per epoch: 11' No penalties for holding position.

No relevant improvements. Batch 32, total batches , all the currency-pairs listed in configs , time per epoch: ' Penalties for holding position. Good but no real improvements. Skip to content.

Star 1. This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository. Branches Tags. Could not load branches. Plus automotive lot sizing be sure you avoid over buy and sell your own personal harmony.

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