zbanga / fxcm_currency Goto Github PK

System: Ubuntu 16.4
python: 3
running in jupyter Notebook
File: TripleBarrier.ipynb
`NameError Traceback (most recent call last)
in
----> 1 data_in[cols].iplot()

NameError: name 'cols' is not defined`

File: Automated Algo.ipynb
`eyError Traceback (most recent call last)
in
----> 1 data.iplot()

~/anaconda3/lib/python3.7/site-packages/cufflinks/plotlytools.py in _iplot(self, kind, data, layout, filename, sharing, title, xTitle, yTitle, zTitle, theme, colors, colorscale, fill, width, dash, mode, interpolation, symbol, size, barmode, sortbars, bargap, bargroupgap, bins, histnorm, histfunc, orientation, boxpoints, annotations, keys, bestfit, bestfit_colors, mean, mean_colors, categories, x, y, z, text, gridcolor, zerolinecolor, margin, labels, values, secondary_y, secondary_y_title, subplots, shape, error_x, error_y, error_type, locations, lon, lat, asFrame, asDates, asFigure, asImage, dimensions, asPlot, asUrl, online, **kwargs)
1156 sharing='private'
1157 if sharing is None:
-> 1158 sharing=auth.get_config_file()['sharing']
1159
1160 if not filename:

KeyError: 'sharing'`

Trades open long/short but no way of tracking individual trade performance or closing them.
If a no-hedging account option is selected then its impossible to close currently.

Save model in pickle form and keep track of it

Can you walk through running the code? Is it just copying this code into a python script? If that is the case, my results after commission are much lower than the images you show.

Need a more realistic way of accounting for transaction cost and slippage