Tradologics - example algo

tradehook.py

# mycode.py
import tradologics

def tradehook(payload):
    payload = tradologics.parse(payload)

    # is this a "data" payload?
    if payload.event == "data":

        for asset in payload.data:
            sma10 = asset.close.rolling(10).mean()
            sma50 = asset.close.rolling(50).mean()

            # buy signal ?
            if sma10 > sma50 and  # algo rule
               asset.last > asset.prev_close and  #  gap up
               data.positions[asset.id] <= 0:  # not in short position already
                tradologics.submit_order(
                    asset=asset.id,
                    qty=100,
                    kind="market",
                    side="buy",
                    time_in_force="opg",
                    accountId="my-ib-account",
                    strategy="my amazing strategy"
                )

            # sell signal ?
            if sma10 < sma50 and  # algo rule
               asset.last < asset.prev_close and  # gap down
               data.positions[asset.id] >= 0:  # not in short position already
                tradologics.submit_order(
                    asset=asset.id,
                    qty=100,
                    kind="market",
                    side="buy",
                    time_in_force="opg",
                    accountId="my-ib-account",
                    strategy="my amazing strategy"
                )