crypto_bot_training/Session_05/bots/Breakout.py

'''
Breakout Trading Strategy Overview:

Support/Resistance Calculation:
- Uses 3 days of 15-minute data (289 periods) for range analysis
- Calculates support (lowest close) and resistance (highest close) levels
- Establishes key levels based on recent price action

Breakout Detection:
- BULLISH breakout: Current bid > recent resistance level
- BEARISH breakdown: Current bid < recent support level
- Confirms momentum before placing trades

Entry Strategy:
- LONG: Place buy order 0.1% above broken resistance (retest entry)
- SHORT: Place sell order 0.1% below broken support (retest entry)
- Waits for price to break key levels before entering

Retest Logic:
- Enters on pullbacks to previously broken levels
- Resistance becomes support after bullish breakout
- Support becomes resistance after bearish breakdown
- Higher probability entries on retests vs initial breakouts

Risk Management:
- Profit target: 9% gain
- Stop loss: 8% loss
- Position size management with limits
- Trade pause system to avoid overtrading

Technical Setup:
- Timeframe: 15 minutes
- Lookback: 3 days (289 periods)
- Uses close-based support/resistance (more reliable than wicks)
- Breakout confirmation with 0.1% threshold for noise filtering

WARNING: Do not run without thorough backtesting and understanding!
'''

import ccxt
import time, schedule
import Functions.funcs as func 
import os
from dotenv import load_dotenv

load_dotenv()
api_key = os.getenv('BINANCE_API_KEY')
api_secret = os.getenv('BINANCE_SECRET_KEY')

exchange = ccxt.binance({
    'apiKey': api_key,
    'secret': api_secret,
    'enableRateLimit': True,
    'options': {
        'defaultType': 'future',
    }
})

# Configuration
symbol = 'BTCUSDT'
pos_size = 30
target = 9
max_loss = -8
pause_time = 10
vol_repeat = 11
vol_time = 5
vol_decimal = 0.4
params = {'timeInForce': 'GTC'}

def get_support_resistance(symbol):
    """Calculate support and resistance from 3 days of 15m data"""
    df = func.df_sma(symbol, '15m', 289, 20)  # 3 days of 15m data
    
    support = df['close'].min()
    resistance = df['close'].max()
    
    # Also get recent support/resistance for comparison
    recent_support = df['support'].iloc[-1]
    recent_resistance = df['resis'].iloc[-1]
    
    print(f'Levels - Support: {support:.2f} | Resistance: {resistance:.2f}')
    print(f'Recent - Support: {recent_support:.2f} | Resistance: {recent_resistance:.2f}')
    
    return support, resistance, recent_support, recent_resistance, df

def detect_breakout(symbol):
    """Detect if price is breaking above resistance or below support"""
    support, resistance, recent_support, recent_resistance, df = get_support_resistance(symbol)
    
    ask, bid = func.ask_bid(symbol)
    
    buy_breakout = False
    sell_breakdown = False
    breakout_price = False
    breakdown_price = False
    
    # Check for breakout above recent resistance
    if bid > recent_resistance:
        print(f'BULLISH BREAKOUT detected - Bid {bid:.2f} > Resistance {recent_resistance:.2f}')
        buy_breakout = True
        breakout_price = recent_resistance * 1.001  # 0.1% above broken resistance
        
    # Check for breakdown below recent support  
    elif bid < recent_support:
        print(f'BEARISH BREAKDOWN detected - Bid {bid:.2f} < Support {recent_support:.2f}')
        sell_breakdown = True
        breakdown_price = recent_support * 0.999  # 0.1% below broken support
    
    else:
        print(f'Price {bid:.2f} within range [{recent_support:.2f} - {recent_resistance:.2f}]')
    
    return buy_breakout, sell_breakdown, breakout_price, breakdown_price

def bot():
    try:
        # Check PnL and manage existing positions
        func.pnl_close(symbol, target, max_loss)
        
        # Check sleep on close (pause between trades)
        func.sleep_on_close(symbol, pause_time)
        
        # Get current prices
        ask, bid = func.ask_bid(symbol)
        
        # Detect breakout signals
        buy_breakout, sell_breakdown, breakout_price, breakdown_price = detect_breakout(symbol)
        
        # Get position info
        _, in_position, position_size, _ = func.open_positions(symbol)
        current_size = int(position_size) if position_size else 0
        
        print(f'Status - In position: {in_position} | Size: {current_size} | Price: {bid:.2f}')
        print(f'Signals - Breakout: {buy_breakout} | Breakdown: {sell_breakdown}')
        
        # Only trade if not in position and size within limits
        if not in_position and current_size < pos_size:
            exchange.cancel_all_orders(symbol)
            
            # Refresh prices after canceling orders
            ask, bid = func.ask_bid(symbol)
            
            if buy_breakout and breakout_price:
                print(f'Placing LONG order - Size: {pos_size} at {breakout_price:.2f}')
                exchange.create_limit_buy_order(symbol, pos_size, breakout_price, params)
                print('BUY order placed - Sleeping 2 minutes...')
                time.sleep(120)
                
            elif sell_breakdown and breakdown_price:
                print(f'Placing SHORT order - Size: {pos_size} at {breakdown_price:.2f}')
                exchange.create_limit_sell_order(symbol, pos_size, breakdown_price, params)
                print('SELL order placed - Sleeping 2 minutes...')
                time.sleep(120)
                
            else:
                print('No breakout signal - Sleeping 1 minute...')
                time.sleep(60)
                
        else:
            if in_position:
                print('Already in position - Monitoring...')
            else:
                print('Position size at limit - No new trades')
    
    except Exception as e:
        print(f'Bot error: {e}')

schedule.every(28).seconds.do(bot)

while True:
    try:
        schedule.run_pending()
    except Exception as e:
        print(f'Schedule error: {e} - Sleeping 30 seconds')
        time.sleep(30)