Oanda automation scripts | Forex Factory

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Oanda automation scripts

  • #1
  • First Post: Jun 21, 2010 9:32am Jun 21, 2010 9:32am
Here is a series of scripts to login and execute trades automatically from Oanda. It uses hotkeys at the moment but can be modified to read a text file or TCP link. Error detection is done, such as trade rejected, which is flagged. One would then have to manually enter the trade, but this happens very rarely.
http://www.autoitscript.com/forum/index.php?showforum=2
  • #2
  • Jun 22, 2010 12:29am Jun 22, 2010 12:29am
These scripts allows one to trade as many accounts as have access to Twittter, see the "Execute MT4 trades via twitter" thread :
http://www.forexfactory.com/showthread.php?t=240888

Features:
1) Automatically closes all trades.
2) Detects when a one click market order execution is rejected. Oanda pops up one of two windows - "error" or "current rates"
3) The same automation idea can be extended to MT4, using simulated mouse clicks and window title reading it is even easier to automate MT4 because all orders can be checked with an external python script reading the MT4 textfile
  • #3
  • Jun 22, 2010 3:28am Jun 22, 2010 3:28am
you might be interested in oanda's mobile phone interface http://m.fxtrade.com/ this is a very simple WAP2 website, plain html, easy to script. AutoIT has functions to remote control an InternetExplorer instance and directly access the DOM of the loaded website to read and fill out forms etc.
  • #4
  • Jun 22, 2010 3:37am Jun 22, 2010 3:37am
Quoting 7bit
you might be interested in oanda's mobile phone interface http://m.fxtrade.com/ this is a very simple WAP2 website, plain html, easy to script. AutoIT has functions to remote control an InternetExplorer instance and directly access the DOM of the loaded website to read and fill out forms etc.
7bit I have 2 questions please,

1) can you open new trades & manage them completely through m.fxtrader.com?

2) Can't you bypass InternetExplorer and directly use a HTTP library of you favorite programming language?

Thanks!
Trading = a mirror to your human flaws. Fix them or be fixed.
  • #5
  • Jun 22, 2010 3:50am Jun 22, 2010 3:50am
Quoting soso
7bit I have 2 questions please,

1) can you open new trades & manage them completely through m.fxtrader.com?
you can buy, sell and close trades, I'm not sure about pending orders (you can cancel exiting ones but I haven't seen an option to place new ones, but I also didn't search for it)

Quote

2) Can't you bypass InternetExplorer and directly use a HTTP library of you favorite programming language?

Thanks!
Of course you can. It's jut a bit more complicated. It will redirect you to a https website and you will have to mess around with a bunch off hidden form fields and GET parameters with session-IDs but I have seen at least one person successfully doing it with libcurl and C++. When you are on windows I suggest just instantiating an IE COM object to do all the http(s) post/get and xml parsing for you since IE is always installed in windows.
  • #6
  • Jun 22, 2010 10:35am Jun 22, 2010 10:35am
Quoting 7bit
you might be interested in oanda's mobile phone interface http://m.fxtrade.com/ this is a very simple WAP2 website, plain html, easy to script. AutoIT has functions to remote control an InternetExplorer instance and directly access the DOM of the loaded website to read and fill out forms etc.
I have investigated this. There are two main problems:
1. You can't use limit orders, only market orders (with TP and SL)
2. You can't set maximum slippage for market orders

Other than that, it's usable.

You can access the report website to see executions (besides aggregate position), but each day the URL params to that change and I didn't figure out the scheme yet, nor did I tried too hard, because of the first two problems.
  • #7
  • Jun 22, 2010 10:38am Jun 22, 2010 10:38am
Quoting Adal
I have investigated this. There are two main problems:
1. You can't use limit orders, only market orders (with TP and SL)
2. You can't set maximum slippage for market orders

[...]
Uh uh point 1) is a showstopper. I really need limit orders.
Trading = a mirror to your human flaws. Fix them or be fixed.
  • #8
  • Jun 22, 2010 11:42am Jun 22, 2010 11:42am
Quoting soso
Uh uh point 1) is a showstopper. I really need limit orders.
But if you're always looking at the current price anyway you can enter market orders when your program sees that price has reached one of your entries. There's a case to be made for these so-called "soft limit orders" as the broker can't see them and mess with you. (If you believe brokers actually do that LOL).
You are in a maze of twisty little passages, all alike.
  • #9
  • Jun 22, 2010 12:23pm Jun 22, 2010 12:23pm
Quoting stevegee58
But if you're always looking at the current price anyway you can enter market orders when your program sees that price has reached one of your entries. There's a case to be made for these so-called "soft limit orders" as the broker can't see them and mess with you. (If you believe brokers actually do that LOL).
I also thought about that. The problem is that Oanda is quite famous for it's frequent down times, especially during fast markets. And they don't have a phone dealing desk. So you are totally out if you can't connect.
  • #10
  • Jun 23, 2010 12:48am Jun 23, 2010 12:48am
stevegee58 this is indeed a solution, I'll think about it thanks.

Adal, you're right about oanda downtimes but I think it doesn''t really affect me THAT much because I am looking to trade EOD and the opportunity window to place the market order is wide enough.
Trading = a mirror to your human flaws. Fix them or be fixed.
  • #11
  • Jun 23, 2010 3:43am Jun 23, 2010 3:43am
Quoting Adal
I also thought about that. The problem is that Oanda is quite famous for it's frequent down times, especially during fast markets.
I am waiting for the next down time to see whether the web interface is also down when this happens. Since I have switched my automation from using the oanda applet to using the web interface I have not seen any oanda downtime anymore (I have the java client running in parallel).
  • #12
  • Jun 23, 2010 3:44pm Jun 23, 2010 3:44pm
Quoting 7bit
I am waiting for the next down time to see whether the web interface is also down when this happens. Since I have switched my automation from using the oanda applet to using the web interface I have not seen any oanda downtime anymore (I have the java client running in parallel).
It would be nice if you could share the DOM automation code for Oanda's web interface.
  • #13
  • Edited 5:08pm Jun 23, 2010 4:57pm | Edited 5:08pm
Quoting StephanusR
It would be nice if you could share the DOM automation code for Oanda's web interface.
Here are a few examples, they are incomplete, just to illustrate how it looks like.

login:
Inserted Code
Func login()
     _IENavigate ($oIE, "[url]http://m.fxtrade.com[/url]")
    $oForm = _IEFormGetObjByName($oIE, 0)
    $oUsername = _IEFormElementGetObjByName($oForm, "Username")
    $oPassword = _IEFormElementGetObjByName($oForm, "Password")
    _IEFormElementSetValue ($oUsername, $user)
    _IEFormElementSetValue ($oPassword, $pass)
    _IEFormSubmit($oForm)
EndFunc
$oIE is an InternetExplorer Object. Create it with $oIE = _IECreate()

here is how i click on one of the buy/sell buttons (there are a lot of forms on this page, each with some hidden form fields for pair and type and other info, each button is the submit button for its own form. I loop through all forms and search for the one I am interested in):
Inserted Code
Func goOrderForm($pair, $units)
    ;find the form matching pair and long/short
    ;and actuate the corresponding submit button
    $ocForms = _IEFormGetCollection($oIE)
    for $oForm in $ocForms
        $oPair = _IEFormElementGetObjByName($oForm, "pair")
        $oType = _IEFormElementGetObjByName($oForm, "type")
        if $oPair.value = $pair Then
            if $units > 0 And $oType.value = "L" Then
                ExitLoop
            EndIf
            if $units < 0 And $oType.value = "S" Then
                ExitLoop
            EndIf
        EndIf
    Next
    
    ; now $oForm should be the form we are interested in
    highlight($oForm)
 
    $oSubmit = _IEFormElementGetObjByName($oForm, "submit")
    _IEAction($oSubmit, "click")

    ;wait for the form to be loaded
    _IELoadWait($oIE)
EndFunc
and later i fill this form and submit:

Inserted Code
    ;fill orderform and submit
    $oForm = _IEFormGetObjByName($oIE, 0)
    $oUnits = _IEFormElementGetObjByName($oForm, "units")
    _IEFormElementSetValue($oUnits, Abs($units))
    _IEFormSubmit($oForm)
This code is incomplete. I have left out all error checking to better illustrate the general idea behind it, you should check the title tag ($oIE.document.title) after every click to see whether there was an error or you are indeed where you want to be.

the following is useful for debugging to plot a red border around an element so you can see what you are doing and where in the website you are:
Inserted Code
func highlight($object)
    ; plot a red border around the element
    $object.style.cssText = "border: 1px solid red;"
EndFunc
There are a lot more _IE* functions and their documentation from AutoIT, the documentation about the DOM objects and their methods from Microsoft and a look into the HTML of the oanda web interface itself should be sufficient to hack something working in a few hours.
  • #14
  • Jun 24, 2010 1:23pm Jun 24, 2010 1:23pm
Thanks so much for the code. Can't wait for MT5 to come out, it has an ICQ Oscar protocol interface, thus one person would be able to trade for 1000 MT5 client pc's all over the world cutting out the third party middlemen providers. There is to much lag with their signal servers, upto 20secs, no good for scalping.
  • #15
  • Jun 24, 2010 2:01pm Jun 24, 2010 2:01pm
Quoting StephanusR
Thanks so much for the code. Can't wait for MT5 to come out, it has an ICQ Oscar protocol interface,
As usual they seem to do it wrong whenever there is something that can be done wrong, even if it is a hundred times more complicated to do it wrong than right. For IM services there is a protocol that is already standardized and does not cost any license fees, its name is XMPP and is used by google, gmx and many others. No need for this AOL crap.

Quote
thus one person would be able to trade for 1000 MT5 client pc's all over the world cutting out the third party middlemen providers. There is to much lag with their signal servers, upto 20secs, no good for scalping.

You might be interested in my MT4-IRC bridge, the only thing that is missing is the counterpart, the signal receiver, but for sending human readable signals in realtime into a chat room with almost no delay it is fully functional.
  • #16
  • Jun 24, 2010 2:38pm Jun 24, 2010 2:38pm
Quoting 7bit
As usual they seem to do it wrong whenever there is something that can be done wrong, even if it is a hundred times more complicated to do it wrong than right. For IM services there is a protocol that is already standardized and does not cost any license fees, its name is XMPP and is used by google, gmx and many others. No need for this AOL crap.



You might be interested in my MT4-IRC bridge, the only thing that is missing is the counterpart, the signal receiver, but for sending human readable signals in realtime into a chat room with almost...
Use a python, perl or Haskell script to read the IRC signal , write to a text file, MT4 reads the text file executing the code. But I get file lockups with MT4 - any ideas?
  • #17
  • Jun 24, 2010 4:44pm Jun 24, 2010 4:44pm
Quoting StephanusR
Use a python, perl or Haskell script to read the IRC signal , write to a text file, MT4 reads the text file executing the code. But I get file lockups with MT4 - any ideas?
You can use my python binding to directly call python functions from mql without doing the ugly file workaround. You can also start new python threads that do the nework IO in the background.
  • #18
  • Aug 18, 2010 3:11am Aug 18, 2010 3:11am
Quoting StephanusR
Use a python, perl or Haskell script to read the IRC signal , write to a text file, MT4 reads the text file executing the code. But I get file lockups with MT4 - any ideas?
I've done this, you dont even need to use python or anything to connet to IRC and save the signals -- just call recv() and select() from ws2_32.dll when looking for input.

The signal processing and executing logic is going to be an additional 100 - 200 lines of code depending on how complicated you like it (closing orders partially, offsetting, different trade size and so on)

Anything based on http is going to be slow and not scale well, though it will be somewhat easier to secure.
  • #19
  • Last Post: Feb 21, 2011 7:16pm Feb 21, 2011 7:16pm
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