⏱️ Urgent project – looking for an experienced developer to finalize MT4 bot (deadline: Tuesday) - MQL5.community Freelance hizmetinde alım-satım robotu geliştirme siparişi - Bütçe: 50+ USD - MQL5

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"""

Fast Multi-Pair RSI Trading Bot

Supports:

- BTCUSDT

- XAUUSD

- GBPUSD

Opens fast buy or sell trades based on RSI signals

Closes trades after 5, 10, or 15 minutes

"""

import asyncio

import time

from dataclasses import dataclass, field

from typing import Dict, List, Optional

import pandas as pd

import numpy as np

# ===== RSI calculation ===== #

def compute_rsi(close: pd.Series, period: int = 14) -> pd.Series:

delta = close.diff()

gain = delta.clip(lower=0)

loss = -delta.clip(upper=0)

avg_gain = gain.ewm(alpha=1 / period, adjust=False).mean()

avg_loss = loss.ewm(alpha=1 / period, adjust=False).mean()

rs = avg_gain / avg_loss

return 100 - (100 / (1 + rs))

# ===== Position structure ===== #

@dataclass

class Position:

id: str

symbol: str

side: str

entry_price: float

size: float

opened_at: float

duration_min: int

# ===== Config ===== #

@dataclass

class BotConfig:

symbols: List[str] = field(default_factory=lambda: ["BTCUSDT", "XAUUSD", "GBPUSD"])

rsi_period: int = 14

rsi_oversold: int = 30

rsi_overbought: int = 70

durations_min: List[int] = field(default_factory=lambda: [5, 10, 15])

account_equity: float = 2000.0

risk_pct: float = 0.5

lot_size: Optional[float] = None

paper: bool = True

# ===== Trading Bot ===== #

class MultiPairRSIBot:

def __init__(self, cfg: BotConfig):

self.cfg = cfg

self.data: Dict[str, pd.DataFrame] = {sym: pd.DataFrame() for sym in cfg.symbols}

self.positions: Dict[str, Dict[str, Position]] = {sym: {} for sym in cfg.symbols}

self._id = 0

# ========== Fake 1-minute feed for PAPER mode ========== #

def get_fake_ohlcv(self, symbol):

now = int(time.time()) * 1000

df = self.data[symbol]

last_close = df["close"].iloc[-1] if not df.empty else 1000 + np.random.rand() * 10

change = np.random.normal(0, 0.0008)

close = last_close * (1 + change)

high = max(last_close, close)

low = min(last_close, close)

return (now, last_close, high, low, close, 0)

# ========== Append new candle ========== #

def append_candle(self, symbol, ohlc):

ts, o, h, l, c, v = ohlc

row = {"timestamp": pd.to_datetime(ts, unit="ms"),

"open": o, "high": h, "low": l, "close": c, "volume": v}

self.data[symbol] = pd.concat([self.data[symbol], pd.DataFrame([row])], ignore_index=True)

if len(self.data[symbol]) > 2000:

self.data[symbol] = self.data[symbol].iloc[-2000:]

# ========== Timeframe aggregation ========== #

def to_tf(self, symbol, minutes):

df = self.data[symbol]

if df.empty:

return pd.DataFrame()

df["bucket"] = df["timestamp"].dt.floor(f"{minutes}T")

out = df.groupby("bucket").agg({

"open": "first",

"high": "max",

"low": "min",

"close": "last",

"volume": "sum"

}).reset_index().rename(columns={"bucket": "timestamp"})

return out

# ========== Position sizing ========== #

def get_size(self, price):

if self.cfg.lot_size:

return self.cfg.lot_size

risk_amount = self.cfg.account_equity * (self.cfg.risk_pct / 100)

return round(risk_amount / price, 4)

# ========== Check RSI signals and enter trades ========== #

async def process_signals(self, symbol):

for dur in self.cfg.durations_min:

df = self.to_tf(symbol, dur)

if len(df) < self.cfg.rsi_period + 2:

continue

df["rsi"] = compute_rsi(df["close"], self.cfg.rsi_period)

prev = df["rsi"].iloc[-2]

last = df["rsi"].iloc[-1]

price = df["close"].iloc[-1]

# BUY: RSI cross up

if prev <= self.cfg.rsi_oversold and last > prev:

size = self.get_size(price)

await self.open_position(symbol, "buy", price, size, dur)

# SELL: RSI cross down

if prev >= self.cfg.rsi_overbought and last < prev:

size = self.get_size(price)

await self.open_position(symbol, "sell", price, size, dur)

# ========== Open position ========== #

async def open_position(self, symbol, side, price, size, duration):

self._id += 1

pid = f"{symbol}_{self._id}"

print(f"[{symbol}] OPEN {side.upper()} @ {price:.2f} | {duration}m | size {size}")

pos = Position(

id=pid,

symbol=symbol,

side=side,

entry_price=price,

size=size,

opened_at=time.time(),

duration_min=duration

)

self.positions[symbol][pid] = pos

# ========== Close expired trades ========== #

async def close_expired(self, symbol):

now = time.time()

to_close = []

for pid, pos in self.positions[symbol].items():

if (now - pos.opened_at) / 60 >= pos.duration_min:

to_close.append(pid)

for pid in to_close:

await self.close_position(symbol, pid)

# ========== Close position ========== #

async def close_position(self, symbol, pid):

pos = self.positions[symbol][pid]

last_price = self.data[symbol]["close"].iloc[-1]

pnl = (last_price - pos.entry_price) * pos.size if pos.side == "buy" else (pos.entry_price - last_price) * pos.size

print(f"[{symbol}] CLOSE {pos.side.upper()} @ {last_price:.2f} | PnL = {pnl:.3f}")

self.cfg.account_equity += pnl

del self.positions[symbol][pid]

# ========== Main loop ========== #

async def start(self):

print("Starting multi-pair RSI bot...")

print("Symbols:", self.cfg.symbols)

while True:

try:

for symbol in self.cfg.symbols:

# new candle

ohlcv = self.get_fake_ohlcv(symbol)

self.append_candle(symbol, ohlcv)

# signal scan

await self.process_signals(symbol)

# manage trades

await self.close_expired(symbol)

except Exception as e:

print("Error:", e)

await asyncio.sleep(1)

# ========== Launch Example ========== #

async def main():

cfg = BotConfig(

symbols=["BTCUSDT", "XAUUSD", "GBPUSD"],

account_equity=3000.0,

paper=True,

lot_size=None

)

bot = MultiPairRSIBot(cfg)

task = asyncio.create_task(bot.start())

await asyncio.sleep(60 * 5) # run 5 minutes demo

task.cancel()

if __name__ == "__main__":

asyncio.run(main())

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