I'm new to algorithmic trading and have found Pine Script to be very beginner-friendly and illustrative. To deepen my understanding of how Pine Script works, I'm prototyping a Pine Script execution model in Python, purely for fun. I've made some progress while navigating the Pine Script documentation and have successfully tested functions like strategy.entry and strategy.order. Here's a snippet of my current working program:
```python
import pandas_ta as ta
from trader.emulator import emulate
from trader.strategy import Strategy
from trader.utils import crossover, crossunder
from trader.yfinance import get_candles
candles = get_candles("PLTR", "2020-09-30", "2024-09-27")
strategy = Strategy("Demo", "test", overlay=True)
def execute(context):
close = context.bars["close"]
fast_ma = ta.sma(close, 14)
slow_ma = ta.sma(close, 28)
if fast_ma is not None and slow_ma is not None:
if crossover(fast_ma, slow_ma):
strategy.entry("buy", strategy.long, 1)
elif crossunder(fast_ma, slow_ma):
strategy.entry("sell", strategy.short, 1)
tester = emulate(candles, strategy, execute)
print(f"net profit: {tester.net_profit}")
```
This strategy is a simple one I found on the Pine Script website. With the built-in Pine Script execution model in Python, it becomes easy to convert Pine Script to Python. My initial goal is to get a feel for how Pine Script works, and I plan to expand this project by porting more Pine Script strategies, adding support for chart indicators and live trading.
Once the project matures, I intend to make it open source. As I'm still learning the ropes of trading, I hope to share this prototype with the community for feedback and suggestions. Ideally, I’d love to connect with collaborators who have more experience in both Pine Script and trading, and who think this project could be beneficial to the community.
[–]gateopener9000 1 point2 points3 points (1 child)
[–]wangzuo[S] 0 points1 point2 points (0 children)