Monthly Archives: October 2020

Crypto coin call for Oct 20

Some coins to take note with   
Symbol       Pct        Close   First Trend    Last Trend         Diff

0 LINKUSDT -0.027738 10.85860 9.533217 10.565537 1.032321
1 BTCUSDT -0.099450 12691.10000 10428.999613 11543.132458 1114.132845
2 XRPUSDT -0.011674 0.25147 0.240275 0.248568 0.008293
3 WAVESUSDT -0.119135 3.08440 2.267114 2.756056 0.488943
4 ETHUSDT -0.057609 391.39000 353.803343 370.070728 16.267385
5 LTCUSDT -0.078789 52.46000 45.514420 48.628603 3.114183
6 XLMUSDT -0.085205 0.08482 0.072490 0.078160 0.005671
7 BCHUSDT -0.037295 257.83000 215.322501 248.559951 33.237450

Demo of save trade history and calculating daily PnL with Python script

Here is a code review and demo how this Python script can help with daily PNL. Also, this appears to be a bug which should be fixed in Motivewave soon.

Here is the code:

import pandas as pd
import glob

fn = glob.glob('C:\\Users\\Bryan\\Dropbox\\Apps\\Blighty Explorer\\TradeHistory *.csv')

df = pd.read_csv(fn[-1])
print('opening '+str(fn[-1]))

## round to 8 decimal places in python pandas 

pd.options.display.float_format = '{:.8f}'.format

cols =['Account','Ticket','Order ID','Symbol','Time','Action','Quantity','Price','P/L','Commission']
df['P/L'] = df['P/L'].fillna(0.0)
df['Price'] = pd.to_numeric(df['Price'],errors='coerce')
df['P/L'] = pd.to_numeric(df['P/L'],errors='coerce')
df['PctRet'] = df['P/L'].values/df['Price'].values 
df['Date'] = pd.to_datetime(df['Time'])
df['Time'] = pd.to_datetime(df['Time']).dt.time

df['PctRet'] = pd.to_numeric(df['PctRet'],errors='coerce')

arrByDay = df.groupby('Date')['PctRet'].sum()
dfCond=df.groupby('Date')['PctRet'].apply(lambda x: (x>0.0).sum()).reset_index(name='count')
totArr = df.groupby('Date')['PctRet'].count()
dfCond['total'] = totArr.values
dfCond['percentChg'] = arrByDay.values
dfCond['winRatio'] = dfCond['count']/dfCond['total']

Ensure proper MotiveWave crypto order preset for minimum quantity size

I show the scenario how to fix any blank/empty P/L from positions and trade history. I cover this solution in this video

I also have a Python source code script for a way to show you the minimum account size needed for each USDT (Tether) order. I would recommend doing this for new strategies/studies/alerts you want to test for trading. You don’t want to take big orders losses during the debugging phase.

Here is some demo examples how to resolve this blanks P/L problem. This may get fixed in a future version of MotiveWave

import pandas as pd
import os 
from csv import reader

    print('minQty.csv does not exist')
with open('usdt.txt') as f: #usdtcoins2.txt usdtallcoins.txt
    datafile = f.readlines()

for line in datafile:
    sym = line.rstrip()
    if sym.find('UP')>0 or sym.find('DOWN')>0 or sym.find('BEAR')>0 or sym.find('BULL')>0:

    symb = sym.replace('/','')
    os.system('python3 -e binance -s '+sym+' -t 1m')
    fn = 'data/binance-'+symb+'-1m.csv'
    df = pd.read_csv(fn, names=['Timestamp', 'Open', 'High', 'Low', 'Close', 'Volume'])
    row = df.tail(1)
    cl = float(row['Close'].values[0])
    amt = 10.0/cl

    amt2 = amt+(amt*0.2)
    myCsvRow = symb+','+str(cl)+','+str(amt)+','+str(amt2)

    with open('minQty.csv','a+') as fd: