R Code API for Forex Trading with OANDA Broker (CFTC and SEC regulated retail broker). This code is a series of functions for using the Oanda REST API, more about Oanda can be read at their HomePage
It was added the Count option to the HisPrices function, that is for retrieving a fixed amount of candles instead of retrieving whatever number of candles is present in a date range from Start to End. It is still available the option of getting the historic prices from a date range though. The Count option is to use the smaller granularity values since from 1 day to another there are more than 5000 candles and that is the limit from OANDA for the amount of history available per request. So now every request of Historic prices must include the Count parameter, if the request is for a date range the value of Count must be NULL, if the request is for a fixed amount of candles, the the values of Start and End, both, must be NULL.
At Oanda one can trade more than just FOREX market, but mainly it is that, so in order to have a better comprehension about what FOREX trading actually is:
And about What and API, REST API are ?
Have an account: You must actually get an account with OANDA, either Live or Practice is ok and exactly the same, if you do not have one you can create it from here Open Account
Get REST API Access: Log in -> Search for Manage API Access link -> Generate Personal Access Token
Save Info Safely: Having that Token is like having your password, so keep it safe. If you ever lost it or need to change it, its ok and the previous one goes deprecated as soon as you generate another one, so you can Revoke it whenever you want.
OANDA has a dedicated page to provide all sort of help and examples for developers, in many languages, you can always go there and consider have a resource full place for you Algorithmic Trading.
The previous packages are actually necessary not for running the functions, those are regular expressions of R, but when you call and execute them in your code. Thats because some functions i used inside the API. in case you prefer have access to this API with one line of code, you can use the following and the functions will available locally (Note: You must run this code every time you begin R Session).
Install required libraries if not already installed, if they are installed just load them.
Pkg <- c("base","downloader","forecast","httr","jsonlite","lubridate","moments",
"PerformanceAnalytics","quantmod","reshape2","RCurl","stats","scales","tseries",
"TTR","TSA","xts","zoo")
inst <- Pkg %in% installed.packages()
if(length(Pkg[!inst]) > 0) install.packages(Pkg[!inst])
instpackages <- lapply(Pkg, library, character.only=TRUE)Uses the function source_url from the package downloader to source a R script located in a GitHub repository.
downloader::source_url("http://bit.ly/GitHubROandaAPI",prompt=FALSE,quiet=TRUE)AccountID is a 7 digit number, the input must be numeric, Token is where yours go, and the Start and End are dates in format *"YYYY-MM-DD".
AccountType <- "practice"
AccountID <- 1234567
Token <- "ba207fab3522f33fda6a91dbfee0522f6-cdbba372874e6e69e4694f050f890277"
TimeAlign <- "America%2FMexico_City"
Granularity <- "H6"
Start <- "2015-01-01"
End <- "2015-10-01"InstList in order to get the available instruments in Oanda , and **HisPrices** to get the historical prices of the selected instrument, in this case the 117th so is the XAU_USD*, that is Gold Vs Usd.
InstList <- data.frame(InstrumentsList(AccountType,Token,AccountID))[,c(1,3)]
Instrument <- InstList[117,1]
PastPriceAPI <- HisPrices(AccountType,Granularity,DayAlign,TimeAlign,Token,Instrument,Start,End)# -------------------------------------------------------------- Basic Trade Example -- #
# -- Step 0 .- Get System Time -------------------------------------------------------- #
# -- Step 1 .- Get Instrument Lists --------------------------------------------------- #
# -- Step 2 .- Get current price of a chosen instrument ------------------------------- #
# -- Step 3 .- Open a "buy" MARKET ORDER of previously chosen instrument -------------- #
# -- Step 4 .- Get TradeID of previously Opened trade --------------------------------- #
# -- Step 5 .- Modify TP and SL ------------------------------------------------------- #
# -- Step 6 .- Close TradeID ---------------------------------------------------------- #
# ------------------------------------------------------------------------------------- #
# -- 0.- Get System Time
Step0 <- Sys.time()
# -- 1.- Get Instrument Lists
Step1 <- InstrumentsList(OA_At,OA_Ak,OA_Ai)
# -- 2 .- Get current price of a chosen instrument
OA_In <- Step1[1,] # AU200_AUD
Step2 <- ActualPrice(OA_At,OA_Ak,OA_In$Instrument)
# -- 3 .- Open a "buy" market order of previously chosen instrument
Step3 <- NewOrder(AccountType = OA_At,
AccountID = OA_Ai,
Token = OA_Ak,
OrderType = OA_Ot,
Instrument = OA_In$Instrument,
Count = OA_Ls,
Side = OA_Sd,
SL = trunc(Step2$Ask*0.95), # 5 % loss
TP = trunc(Step2$Ask*1.10), # 10 % Profit
TS = 100) # 10 Pips for Trailing Stop
Step4 <- OpenTrades(AccountType = OA_At,
AccountID = OA_Ai,
Token = OA_Ak,
Instrument = OA_In$Instrument)
Step5 <- ModifyTrade(AccountType = OA_At,
AccountID = OA_Ai,
Token = OA_Ak,
TradeID = 10406993698,
StopLoss = 0,
TakeProfit = 0,
TrailingStop = 150)
Step6 <- CloseTrade(AccountType = OA_At,
AccountID = OA_Ai,
Token = OA_Ak,
TradeID = Step4$trades$id[1])