This bot is inspired by the late great Bill Williams. The name of the bot was inspired by another bot written by @spyoff.
In essence the bot's flow is as follow:
Fetch Candle >> Map Candles to Actions >> Execute Actions
NeoBabix uses the excellent ccxt library enabling to trade at over than 100 cryptocurrency exchanges.
NeoBabix is built based on assumptions and facts we have developed:
- Will be trading cryptocurrency, mainly BTC against USD or its derivative
- The ideal timeframe used due to BTC's lower volume is
1 hour - NeoBabix is ran like a cron job with limited freedom to choose when to run, only the minute of the hour is customizable
- All calculations are using numpy's array or pandas' series
- Codes written are mostly typed
- Built with concurrency in mind using asyncio and uvloop
This outlines how NeoBabix interpret OHLCV data and maps them into actions. Actions are Long Short and Nothing.
Every strategy must be derived from the neobabix.strategies.strategy.Strategy base class. The base class has an abstract method filter() -> Actions that must be implemented by the child class.
On every tick, NeoBabix core will call the filter method. Here's an example strategy to go long when prices are below VWMA and short otherwise. Of course this is a very silly example.
import numpy as np
from logging import Logger
from neobabix.strategies.strategy import Strategy, Actions
from neobabix.indicators.movingaverages import VWMA
class VWMAStrategy(Strategy):
def __init__(self, opens: np.ndarray, highs: np.ndarray, lows: np.ndarray, closes: np.ndarray,
volumes: np.ndarray, logger: Logger):
super().__init__(opens, highs, lows, closes, volumes, logger)
self.vwma21 = VWMA(closes=closes,
volumes=volumes,
period=21)
def filter(self) -> Actions:
closed_below_vwma = self.closes[-1] < self.vwma21[-1]
if closed_below_vwma:
return Actions.LONG
else:
return Actions.SHORTThis strategy comes from Bill Williams 2 eye opener books Trading Chaos and New Trading Dimension.
These are the conditions that must be met in order for the strategy to produce an actionable signal.
Long:
- Accelerator Oscillator is blue
- Awesome Oscillator is green
- Price is above Alligator's lips
- Market Facilitation Index is green
Short:
- Accelerator Oscillator is red
- Awesome Oscillator is green
- Price is below Alligator's lips
- Market Facilitation Index is green
There are more conditions that needs to be met, more details here.
This strategy is like the WiseWilliams strategy only that the MFI confirmation is not used.
These are the conditions that must be met in order for the strategy to produce an actionable signal.
Long:
- Accelerator Oscillator is blue
- Awesome Oscillator is green
- Price is above Alligator's lips
Short:
- Accelerator Oscillator is red
- Awesome Oscillator is green
- Price is below Alligator's lips
Ideally this strategy needs to be paired with the neobabix.playbooks.fractalism.Fractalism playbook.
This is strictly a DCA strategy to buy assets based on an EMA528 line.
Long (OR):
- Price is below EMA528
- Previous candle's price is below EMA528 and the current candle is above EMA528
This is strictly a DCA strategy to buy assets based on Moon Phases.
Long:
- When the moon's light intensity is more than equal than 90%.
This strategy always returns an Actions.LONG signal. Useful for testing, don't use in production.
This strategy always returns an Actions.SHORT signal. Useful for testing, don't use in production.
Using asyncio lock mechanism, an asyncio.Lock object is passed every tick. This lock is observed by neobabix.playbooks.Playbook objects. Will only trade if the lock is free.
As of this writing notifications are only sent to a single destination. Telegram is the choice for now. Creating new notification channel is a matter of extending the neobabix.notifications.notification.Notification class. The Telegram notification channel serves as an example.
All notification messages are sent as HTML message format.
These env vars are required to send Telgram notifications.
| Name | Description |
|---|---|
TELEGRAM_TOKEN |
Required string |
TELEGRAM_USER_ID |
Required string |
"""
How to create your own Telegram bot and get its token:
1. Start a chat with @BotFather
2. Follow the instructions
3. Copy paste the token generated as an env var
How to activate your bot:
1. Start a chat with your bot
How to get your own Telegram User ID:
1. Start a chat with @userinfobot
2. Immediately you'll receive the ID in the chat
3. Copy paste the ID as an env var
"""Playbooks are how entries and exits are managed. You can do staggered entries, staggered exits or just plain entry with an exit take profit order after entering a trade.
Pivot exits are also supported, ex: when a long entry is stopped by prices going down, a subsequent short entry can be made. These type of entries will call exhange API's quite frequent, rate limit should be observed.
neobabix.playbooks.Playbook overrides the magic method __del__ to release the trade lock if and when the object is destructured. If for any reason you want to disable this, override the method on your custom playbook to pass.
This playbook receives a LONG or SHORT action. Immediately enters an open position and create take profit and stop limit orders afterwards.
The flow is as follows:
Entry => Notify => Take Profit Order => Stop Limit Order => Poll for results => Notify => Destructured
Trade lock is retained while the poll is running.
| Name | Description |
|---|---|
TAKE_PROFIT_IN_PERCENT |
Required float number |
STOP_IN_PERCENT |
Required float number |
MODAL_DUID |
Required float number |
PRICE_DECIMAL_PLACES |
Required integer number, adjust according exchange pair's requirement |
STOP_LIMIT_DIFF |
Required float number |
This playbook receives a LONG and SHORT action. Just like Hit And Run, immmediately enters a position, creates a take profit order based on percentage while stops are based on last valid up/down fractals.
Entry => Notify => Take Profit Order => Stop Limit Order => Poll for results => Notify => Destructured
Trade lock is retained while the poll is running.
| Name | Description |
|---|---|
TAKE_PROFIT_IN_PERCENT |
Required float number |
MODAL_DUID |
Required float number |
PRICE_DECIMAL_PLACES |
Required integer number, adjust according exchange pair's requirement |
This playbook receives a LONG and SHORT action. Just like Hit And Run, immmediately enters a position, creates a take profit order based on fibonacci levels while stops are based on last valid up/down fractals.
Entry => Notify => Take Profit Order => Stop Limit Order => Poll for results => Notify => Destructured
Trade lock is retained while the poll is running.
There are in total 7 Fibonacci levels valid for the EXIT_LEVEL_UP env var:
1: 0.236
2: 0.382
3: 0.5
4: 0.618
5: 0.65
6: 0.786
7: 1.0
The levels are derived from the last 100 candles. The highest fractal used for longs while the lowest fractal used for shorts.
Long levels are described as:
0: Current Price
0.236: Current Price + (Highest - Current Price) * 0.236
0.382: Current Price + (Highest - Current Price) * 0.382
0.500: Current Price + (Highest - Current Price) * 0.500
0.618: Current Price + (Highest - Current Price) * 0.618
0.650: Current Price + (Highest - Current Price) * 0.650
0.786: Current Price + (Highest - Current Price) * 0.786
1.000: Highest
Short levels are described as:
0: Current Price
0.236: Current Price - (Current Price - Lowest) * 0.236
0.382: Current Price - (Current Price - Lowest) * 0.382
0.500: Current Price - (Current Price - Lowest) * 0.500
0.618: Current Price - (Current Price - Lowest) * 0.618
0.650: Current Price - (Current Price - Lowest) * 0.650
0.786: Current Price - (Current Price - Lowest) * 0.786
1.000: Lowest
| Name | Description |
|---|---|
EXIT_LEVEL_UP |
Required integer number, shorts max at 3 while longs max at 4 |
MODAL_DUID |
Required float number |
PRICE_DECIMAL_PLACES |
Required integer number, adjust according exchange pair's requirement |
This playbook only accept Actions.LONG signals, it will strictly do buys only. Perfect for people who wants to dollar
cost average their entries into assets.
Entry => Notify => Destructured
| Name | Description |
|---|---|
MODAL_DUID |
Required float number |
Please use virtualenv to run locally.
$ sudo pip install virtualenv
$ virtualenv -p python3 env
$ . env/bin/activate
$ pip install poetry numpy cython
$ poetry installTo run locally, copy the run-local.sh.example to run-local.sh. Open the file on an editor and fill in the values.
$ cp run-local.sh.example run-local.sh
$ chmod +x run-local.sh
$ vim run-local.sh # Fill in the valuesAs an example, this is using the MoonPhaseBuy strategy.
$ docker run -d --name='NeoBabix-MoonPhaseDCA' \
-e TZ="Asia/Bangkok" \
-e 'TELEGRAM_TOKEN'='your_telegram_bot_token' \
-e 'TELEGRAM_USER_ID'='your_telegram_user_id' \
-e 'MODAL_DUID'='500000' \
-e 'TRADES_EXCHANGE'='indodax' \
-e 'API_KEY'='your_api_key' \
-e 'API_SECRET'='your_api_secret' \
-e 'STRATEGY'='MoonPhaseBuy' \
-e 'CANDLE_SYMBOL'='BTC/USD' \
-e 'TRADE_SYMBOL'='BTC/IDR' \
-e 'DEBUG'='1' \
-e 'PLAYBOOK'='DCA' \
-e 'CRON_EXPRESSION'='0 7 * * *' \
-e 'TIMEFRAME'='1d' 'tistaharahap/neobabix:latest'The server is on UTC+7 timezone, hence the cron expression to run everyday at 7AM.
Everytime there's a push to the master branch here, Github actions will package and push to Docker. The Docker Hub profile is:
https://hub.docker.com/r/tistaharahap/neobabix
| Name | Description |
|---|---|
CANDLES_EXCHANGE |
Exchange from which we get OHLCV data, defaults to bitfinex |
TRADES_EXCHANGE |
Exchange where we trade, defaults to binance |
API_KEY |
Traded exchange API key, defaults to *blank* |
API_SECRET |
Traded exchange API secret, defaults to *blank* |
STRATEGY |
Strategy used to map OHLCV into Actions, defaults to WiseWilliams |
CANDLE_SYMBOL |
Cryptocurrency pair to to get candles from, defaults to BTC/USD |
TRADE_SYMBOL |
Cryptocurrency pair to trade on, defaults to BTC/USD |
TRADE_ON_CLOSE |
Decides whether to trade based on the current candle or the previous candle, defaults to 1 |
DEBUG |
Will show debug messages when enabled, defaults to 1 |
PLAYBOOK |
The playbook to be used for the boot, defaults to HitAndRun |
NOTIFY_USING |
The notification channel used, defaults to telegram |
LEVERAGE |
The leverage used on margin trading exchanges, do not set to trade without leverage |
CRON_EXPRESSION |
Crontab like expression for the scheduler to schedule tick times |
TIMEFRAME |
Timeframe used to fetch candles |
RELEASE_LOCK_ON_ERROR |
If there's an exception during a tick, this will release any trading lock if set to 1 |
The first WiseWilliams strategy was discovered by @patrixsk, refined by @tista and @bagindafuq. The strategy kickstarted the initial effort to write this bot.
Portions of the codes were adopted from these people: