OctoBot-Script 0.0.26

OctoBot-Script Community

OctoBot Script is the Quant framework by OctoBot

OctoBot Script is in alpha version

Documentation available at octobot.cloud/en/guides/octobot-script

Install OctoBot Script from pip

OctoBot Script requires Python 3.10

{.sourceCode .bash} python3 -m pip install OctoBot wheel appdirs==1.4.4 python3 -m pip install octobot-script

Example of a backtesting script

Script

``` python import asyncio import tulipy # Can be any TA library. import octobot_script as obs

async def rsitest(): async def strategy(ctx): # Will be called at each candle. if rundata["entries"] is None: # Compute entries only once per backtest. closes = await obs.Close(ctx, maxhistory=True) times = await obs.Time(ctx, maxhistory=True, useclosetime=True) rsiv = tulipy.rsi(closes, period=ctx.tentacle.tradingconfig["period"]) delta = len(closes) - len(rsiv) # Populate entries with timestamps of candles where RSI is # bellow the "rsivaluebuythreshold" configuration. rundata["entries"] = { times[index + delta] for index, rsival in enumerate(rsiv) if rsival < ctx.tentacle.tradingconfig["rsivaluebuythreshold"] } await obs.plotindicator(ctx, "RSI", times[delta:], rsiv, rundata["entries"]) if obs.currentlivetime(ctx) in rundata["entries"]: # Uses pre-computed entries times to enter positions when relevant. # Also, instantly set take profits and stop losses. # Position exists could also be set separately. await obs.market(ctx, "buy", amount="10%", stoplossoffset="-15%", takeprofitoffset="25%")

# Configuration that will be passed to each run.
# It will be accessible under "ctx.tentacle.trading_config".
config = {
    "period": 10,
    "rsi_value_buy_threshold": 28,
}

# Read and cache candle data to make subsequent backtesting runs faster.
data = await obs.get_data("BTC/USDT", "1d", start_timestamp=1505606400)
run_data = {
    "entries": None,
}
# Run a backtest using the above data, strategy and configuration.
res = await obs.run(data, strategy, config)
print(res.describe())
# Generate and open report including indicators plots 
await res.plot(show=True)
# Stop data to release local databases.
await data.stop()

Call the execution of the script inside "asyncio.run" as

OctoBot-Script runs using the python asyncio framework.

asyncio.run(rsi_test()) ```

Generated report

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