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import pandas as pd import talib # Load historical data for the currency pair data = pd.read_csv('currency_pair_data.csv') # Filter the data to only include 15-minute time frame data = data[data['timeframe'] == '15m'] # Calculate the 25-day and 50-day simple moving averages data['sma25'] = data['close'].rolling(window=25).mean() data['sma50'] = data['close'].rolling(window=50).mean() # Calculate the 14-day RSI data['rsi'] = talib.RSI(data['close'], timeperiod=14) # Initialize a variable to keep track of the current position (long or short) position = None # Initialize stop loss and take profit levels stop_loss_level = 0.01 take_profit_level = 0.02 # Initialize account balance account_balance = 10000.0 # Initialize the trade size as 1% of the account balance trade_size = account_balance * 0.01 # Iterate through the data and execute trades based on the moving average crossover for index, row in data.iterrows(): if position == None: # Check if the 25-day SMA has crossed above the 50-day SMA and RSI is below 30 if row['sma25'] > row['sma50'] and row['rsi'] < 30: # Calculate the number of units to trade based on the trade size units = trade_size / row['close'] # Execute a buy order print('
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