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DATA Source

Quantitative Trading Starter (Micro Quant philosophy)

Micro Quant is less about shiny dashboards and more about a repeatable trading logic stack: it pulls OHLC data from MetaTrader 5, persists it into Postgres, and evaluates systematic decisions through layered AI-guided signals (Basic news, Tech snapshot, trade plans, and STL overlays). The UI reflects that philosophy—a unified hygiene of alignment toggles, reasoned closes, persisted prefs, and a data-rich execution pane—so the server can safely run periodic or modal trades while you watch the logs and evidence stack.

The static landing page (Quant by Lazying.art) lives under docs/ and is published through GitHub Pages (trade.lazying.art via docs/CNAME). The repo also includes guiding references for the AI Trade Plan prompts, integration notes, and docs for Micro Quant’s automated flows.

Core philosophy

• Chain of truth: Basic news checks (text + scores) and Tech snapshots (heavy technical context + STL) feed a single AI trade plan per symbol/timeframe; both periodic auto runs and manual modals share this pipeline plus detailed reasoning logs.
• Alignment-first execution: Accept-Tech/Hold-Neutral toggles, ignore-basics switch, and partial-close wrappers ensure we only follow Tech when it matters, close opposites before new entries, and avoid unnecessary exits.
• Immutable data: Every fetch writes to Postgres with ON CONFLICT hygiene, while /api/data reads the sanitized series for the UI. Preferences (auto volumes, close_fraction, hide-tech toggles) persist via /api/preferences so state survives refreshes.
• Safety-first trading: TRADING_ENABLED and safe_max enforce manual/auto permissioning, while /api/close and the periodic runner log closure reasons (tech neutral, misalignment, etc.) to keep records traceable.

Features overview

• Fetch bars from MT5: /api/fetch?symbol=XAUUSD&tf=H1&count=500
• Persist OHLC into Postgres (ohlc_bars table)
• Serve chart UI at / using Chart.js (close price line)

Prereqs

• Ubuntu with MT5 installed via Wine (e.g., mt5linux.sh). Ensure the terminal is running and logged in to your demo or real account.
• Python 3.10+
• PostgreSQL running locally; create metatrader_db and user lachlan (or adjust).

Setup

# Windows (PowerShell)
# 1) Create venv with Python 3.11 (MetaTrader5 has no wheels for 3.13 yet)
py -3.11 -m venv .venv
.\.venv\Scripts\Activate.ps1
pip install --upgrade pip
pip install -r requirements.txt

# 2) Configure env
Copy-Item .env.example .env
# Edit .env and set DATABASE_URL, MT5_PATH (e.g. C:\\Program Files\\MetaTrader 5\\terminal64.exe), and your MT5 demo creds
# Load env for this session
Get-Content .env | Where-Object { $_ -and $_ -notmatch '^#' } | ForEach-Object { $n,$v = $_ -split '=',2; [Environment]::SetEnvironmentVariable($n, $v, 'Process') }

# 3) Run app
python -m app.server
# Open http://localhost:8888

# Linux/mac (bash)
python3 -m venv .venv
source .venv/bin/activate
pip install -r requirements.txt

# Alternative: local 3.11 venv (if your Conda env is 3.13)
# Requires python3.11 on your system
# sudo apt install python3.11 python3.11-venv
bash scripts/bootstrap_venv311.sh
source .venv311/bin/activate

# DB (use your own user/password as needed)
# createdb -h localhost -p 5432 -U lachlan metatrader_db

# Configure env (copy and edit)
cp .env.example .env
# then edit .env with your MT5 PATH and credentials
# export env vars into your shell
set -a; source .env; set +a

# Run app
python -m app.server
# Open http://localhost:8888

Notes:

• MT5_PATH should point to your terminal64.exe under the Wine prefix used by the install script.
• You can omit MT5_LOGIN/MT5_PASSWORD/MT5_SERVER if your terminal is already running and logged in. If provided, the app will attempt mt5.login().
• Default DB env var is DATABASE_URL. If not set, the app tries DATABASE_MT_URL then DATABASE_QT_URL.

Endpoints

• GET /api/fetch?symbol=XAUUSD&tf=H1&count=500[&mode=inc|full][&persist=1]
  • Fetch from MT5 and upsert to DB. If persist=1 the server also saves last_symbol/last_tf/last_count as the new defaults; background/bulk fetches omit this to avoid overwriting your selection.
• GET /api/data?symbol=XAUUSD&tf=H1&limit=500 — read from DB for charting
• GET /api/strategy/run?symbol=XAUUSD&tf=H1&fast=20&slow=50
  • Run SMA(20/50) crossover. If TRADING_ENABLED=1 the server will place a market order (very basic demo logic). The UI’s header “Auto” just schedules calls to this endpoint; actual order placement is still gated by TRADING_ENABLED.
• POST /api/trade — manual Buy/Sell from the UI (also gated by TRADING_ENABLED).
• POST /api/close — flatten positions (works even when TRADING_ENABLED=0):
  • Current symbol: form body symbol=...; optional side=long|short|both (default both).
  • All symbols: ?scope=all and optional &side=....
  • Response contains closed_count and a closed array with per-ticket results (retcodes).
• GET / — full UI (candles, indicators, STL, news/AI panels, trading controls)

Schema

See sql/schema.sql. Primary key on (symbol, timeframe, ts) prevents duplicate bars; inserts use ON CONFLICT ... DO UPDATE.

Troubleshooting

• MT5 initialize failed: set MT5_PATH to the exact terminal64.exe and ensure the terminal is running once manually.
• Login failed: specify MT5_SERVER exactly as shown in the MT5 terminal or omit and rely on the existing session.
• No data for symbol: make sure the symbol exists with your broker and is visible in Market Watch; you can adjust the symbol (e.g., XAUUSD, XAUUSD.a, GOLD depending on broker).
• Postgres connection: ensure DATABASE_URL is correct; test with psql "$DATABASE_URL" -c 'select 1;'.

Trading controls & safety

• Environment guard: export TRADING_ENABLED=0 (default) to disable any auto/place orders originating from /api/strategy/run and the manual Buy/Sell buttons. Set TRADING_ENABLED=1 only for demo environments.
• Header “Auto” button: re-runs the strategy periodically; it never bypasses TRADING_ENABLED.
• Close positions (always allowed): the UI has “Close Current” and “Close ALL” with a confirmation modal. Toggle which sides to close (Long/Short). The backend closes by ticket so it works for both netting and hedging accounts.

STL auto-compute toggle

• STL auto-compute is now controlled per symbol×timeframe via the “Auto STL” switch in the STL panel. Default is OFF (helps avoid UI lag). When ON for a pair/TF, missing/stale STL runs auto-compute; otherwise use the Recalculate buttons.
• The state persists in the DB via /api/preferences using keys like stl_auto_compute:SYMBOL:TF and also in localStorage for fast startup.

Remembering your last selection

• The server remembers last_symbol/last_tf/last_count preferences and injects them into the page.
• The UI also writes localStorage(last_symbol/last_tf) on selection so refreshes snap back immediately.
• ?reset=1 on / ignores stored prefs for that load only.
• To force a specific default at startup, set PIN_DEFAULTS_TO_XAU_H1=1 (optional; off by default).

AI Trade Plan prompt context

• When you request an AI trade plan, the server ensures the latest Basic Health and Tech Snapshot runs exist for the current symbol/TF (creating them if missing) and then builds the prompt with: Basic + Tech + live Technical Snapshot.

Dev tips

• The UI supports both Line and Candlestick (via chartjs-chart-financial).
• For scheduled fetching, add a periodic callback in Tornado that calls /api/fetch logic.
  • Or set env on server: AUTO_FETCH=1 AUTO_FETCH_SYMBOL=XAUUSD AUTO_FETCH_TF=H1 AUTO_FETCH_SEC=60
  • For demo trading, export TRADING_ENABLED=1 TRADING_VOLUME=0.1 (use demo accounts only).