Created
October 17, 2022 09:43
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def initialize(state): | |
pass | |
@schedule(interval="6h", symbol="BTCUSDT") | |
def handler(state, data): | |
''' | |
1) Compute indicators from data and add parameters into strategy | |
''' | |
ema_short = data.ema(20).last | |
ema_long = data.ema(50).last | |
''' | |
2) Fetch position for symbol | |
''' | |
position = query_open_position_by_symbol(data.symbol,include_dust=False) | |
has_position = position is not None | |
''' | |
4) Resolve buy or sell signals | |
''' | |
if ema_short > ema_long and not has_position: | |
order_market_target(symbol=data.symbol, target_percent=0.8) | |
elif ema_short < ema_long and has_position: | |
close_position(data.symbol) |
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