bbstrader 0.1.8__py3-none-any.whl → 0.1.91__py3-none-any.whl

bbstrader/trading/execution.py

@@ -1,24 +1,39 @@
 import time
 from datetime import datetime
 from bbstrader.metatrader.trade import Trade
-from bbstrader.trading.strategies import Strategy
-from typing import Optional, Literal, List, Tuple, Dict
-import MetaTrader5 as mt5
-from bbstrader.metatrader.account import INIT_MSG
-from bbstrader.metatrader.utils import raise_mt5_error
+from bbstrader.btengine.strategy import(
+    Strategy,
+    MT5Strategy
+)
+from bbstrader.trading.scripts import send_message
+from bbstrader.metatrader.account import check_mt5_connection
+from typing import (
+    Optional, 
+    Literal, 
+    Tuple, 
+    List,  
+    Dict
+)
 
+__all__ = [
+    'MT5ExecutionEngine',
+    'TWSExecutionEngine'
+]
 
 _TF_MAPPING = {
-    '1m':  1,
-    '3m':  3,
-    '5m':  5,
-    '10m': 10,
-    '15m': 15,
-    '30m': 30,
-    '1h':  60,
-    '2h':  120,
-    '4h':  240,
-    'D1':  1440
+    '1m':   1,
+    '3m':   3,
+    '5m':   5,
+    '10m':  10,
+    '15m':  15,
+    '30m':  30,
+    '1h':   60,
+    '2h':   120,
+    '4h':   240,
+    '6h':   360,
+    '8h':   480,
+    '12h':  720,
+    'D1':   1440
 }
 
 TradingDays = [
@@ -29,133 +44,205 @@ TradingDays = [
     'friday'
 ]
 
-def _check_mt5_connection():
-    try:
-        init = mt5.initialize()
-        if not init:
-            raise_mt5_error(INIT_MSG)
-    except Exception:
-        raise_mt5_error(INIT_MSG)
+BUYS    = ['BMKT', 'BLMT', 'BSTP', 'BSTPLMT']
+SELLS   = ['SMKT', 'SLMT', 'SSTP', 'SSTPLMT']
+
+ORDERS_TYPES    = ["orders","buy_stops", "sell_stops", "buy_limits", 
+                    "sell_limits", "buy_stop_limits", "sell_stop_limits"]
+POSITIONS_TYPES = ["positions", "buys", "sells", "profitables", "losings"]
+
+ACTIONS     = ["buys", "sells"]
+STOPS       = ["buy_stops", "sell_stops"]
+LIMITS      = ["buy_limits", "sell_limits"]
+STOP_LIMITS = ["buy_stop_limits", "sell_stop_limits"]
+
+EXIT_SIGNAL_ACTIONS = {
+    "EXIT":                 {a: a[:-1] for a in ACTIONS},
+    "EXIT_LONG":            {"buys": "buy"},
+    "EXIT_SHORT":           {"sells": "sell"},
+    "EXIT_STOP":            {stop: stop for stop in STOPS},
+    "EXIT_LONG_STOP":       {"buy_stops": "buy_stops"},
+    "EXIT_SHORT_STOP":      {"sell_stops": "sell_stops"},
+    "EXIT_LIMIT":           {limit: limit for limit in LIMITS},
+    "EXIT_LONG_LIMIT":      {"buy_limits": "buy_limits"},
+    "EXIT_SHORT_LIMIT":     {"sell_limits": "sell_limits"},
+    "EXIT_STOP_LIMIT":      {sl: sl for sl in STOP_LIMITS},
+    "EXIT_LONG_STOP_LIMIT": {STOP_LIMITS[0]: STOP_LIMITS[0]},
+    "EXIT_SHORT_STOP_LIMIT":{STOP_LIMITS[1]: STOP_LIMITS[1]},
+    "EXIT_PROFITABLES":     {"profitables": "profitables"},
+    "EXIT_LOSINGS":         {"losings": "losings"},
+    "EXIT_ALL_POSITIONS":   {"positions": "all"},
+    "EXIT_ALL_ORDERS":      {"orders": "all"}
+}
+
 
 def _mt5_execution(
         symbol_list, trades_instances, strategy_cls, /,
-        mm, trail, stop_trail, trail_after_points, be_plus_points, 
-        time_frame, iter_time, period, period_end_action, trading_days,
+        mm, trail, stop_trail, trail_after_points, be_plus_points, show_positions_orders,
+        time_frame, iter_time, use_trade_time, period, period_end_action, closing_pnl, trading_days,
         comment, **kwargs):
-    symbols = symbol_list.copy()
+    symbols  = symbol_list.copy()
     STRATEGY = kwargs.get('strategy_name')
-    _max_trades = kwargs.get('max_trades')
-    logger = kwargs.get('logger')
-    max_trades = {symbol: _max_trades[symbol] for symbol in symbols}
+    mtrades  = kwargs.get('max_trades')
+    notify   = kwargs.get('notify', False)
+    if notify:
+        telegram  = kwargs.get('telegram', False)
+        bot_token = kwargs.get('bot_token')
+        chat_id   = kwargs.get('chat_id')
+
+    def _send_notification(self, signal):
+        send_message(message=signal, notify_me=notify, 
+                    telegram=telegram, token=bot_token, chat_id=chat_id)
+        
+    logger   = trades_instances[symbols[0]].logger
+    max_trades = {symbol: mtrades[symbol] for symbol in symbols}
     if comment is None:
         trade = trades_instances[symbols[0]]
         comment = f"{trade.expert_name}@{trade.version}"
 
-    def check(buys: List, sells: List, symbol: str):
+    def check(buys, sells, symbol):
         if not mm:
             return
-        if buys is not None:
+        if buys is not None or sells is not None:
             logger.info(
                 f"Checking for Break even, SYMBOL={symbol}...STRATEGY={STRATEGY}")
             trades_instances[symbol].break_even(
                 mm=mm, trail=trail, stop_trail=stop_trail, 
                 trail_after_points=trail_after_points, be_plus_points=be_plus_points)
-        if sells is not None:
-            logger.info(
-                f"Checking for Break even, SYMBOL={symbol}...STRATEGY={STRATEGY}")
-            trades_instances[symbol].break_even(
-                mm=mm, trail=trail, stop_trail=stop_trail, 
-                trail_after_points=trail_after_points, be_plus_points=be_plus_points)
-    num_days = 0
-    time_intervals = 0
-    trade_time = _TF_MAPPING[time_frame]
-
-    long_market = {symbol: False for symbol in symbols}
-    short_market = {symbol: False for symbol in symbols}
+    num_days        = 0
+    time_intervals  = 0
+    trade_time      = _TF_MAPPING[time_frame]
 
+    long_market   = {symbol: False for symbol in symbols}
+    short_market  = {symbol: False for symbol in symbols}
+    try:
+        check_mt5_connection()
+        strategy: MT5Strategy = strategy_cls(symbol_list=symbols, mode='live', **kwargs)
+    except Exception as e:
+        logger.error(f"Error initializing strategy, {e}, STRATEGY={STRATEGY}")
+        return
     logger.info(
         f'Running {STRATEGY} Strategy on {symbols} in {time_frame} Interval ...')
-    strategy: Strategy = strategy_cls(
-        symbol_list=symbols, mode='live', **kwargs)
-
+    
     while True:
         try:
-            _check_mt5_connection()
+            check_mt5_connection()
             current_date = datetime.now()
             today = current_date.strftime("%A").lower()
             time.sleep(0.5)
-            buys = {
-                symbol: trades_instances[symbol].get_current_buys()
-                for symbol in symbols
+            positions_orders = {}
+            for type in POSITIONS_TYPES + ORDERS_TYPES:
+                for symbol in symbols:
+                    func = getattr(trades_instances[symbol], f"get_current_{type}")
+                    positions_orders[type][symbol] = func()
+            buys = positions_orders['buys']
+            sells = positions_orders['sells']
+            for symbol in symbols:
+                for type in POSITIONS_TYPES + ORDERS_TYPES:
+                    if positions_orders[type][symbol] is not None:
+                        if show_positions_orders:
+                            logger.info(
+                                f"Current {type.upper()} SYMBOL={symbol}: \
+                                    {positions_orders[type][symbol]}, STRATEGY={STRATEGY}")
+            long_market = {
+                symbol: buys[symbol] is not None 
+                and len(buys[symbol]) >= max_trades[symbol] for symbol in symbols
             }
-            sells = {
-                symbol: trades_instances[symbol].get_current_sells()
-                for symbol in symbols
+            short_market = {
+                symbol: sells[symbol] is not None 
+                and len(sells[symbol]) >= max_trades[symbol] for symbol in symbols
             }
-            for symbol in symbols:
-                if buys[symbol] is not None:
-                    logger.info(
-                        f"Current buy positions SYMBOL={symbol}: {buys[symbol]}, STRATEGY={STRATEGY}")
-                if sells[symbol] is not None:
-                    logger.info(
-                        f"Current sell positions SYMBOL={symbol}: {sells[symbol]}, STRATEGY={STRATEGY}")
-            long_market = {symbol: buys[symbol] is not None and len(
-                buys[symbol]) >= max_trades[symbol] for symbol in symbols}
-            short_market = {symbol: sells[symbol] is not None and len(
-                sells[symbol]) >= max_trades[symbol] for symbol in symbols}
+
         except Exception as e:
             logger.error(f"{e}, STRATEGY={STRATEGY}")
+            continue
         time.sleep(0.5)
+        try:
+            check_mt5_connection()
+            signals = strategy.calculate_signals()
+        except Exception as e:
+            logger.error(f"Calculating signal, {e}, STRATEGY={STRATEGY}")
+            continue
         for symbol in symbols:
             try:
-                trade = trades_instances[symbol]
-                logger.info(
-                    f"Calculating signal... SYMBOL={trade.symbol}, STRATEGY={STRATEGY}")
-                signal = strategy.calculate_signals()[symbol]
+                check_mt5_connection()
+                trade: Trade = trades_instances[symbol]
+                tfmsg = f"Time Frame Not completed !!! SYMBOL={trade.symbol}, STRATEGY={STRATEGY}"
+                riskmsg = f"Risk not allowed !!! SYMBOL={trade.symbol}, STRATEGY={STRATEGY}"
+                signal = signals[symbol]
+                if isinstance(signal, dict):
+                    signal = signal['action']
+                    price = signal['price']
+                    stoplimit = signal.get('stoplimit')
+                elif isinstance(signal, str):
+                    price = None
+                    stoplimit = None
                 if trade.trading_time() and today in trading_days:
                     if signal is not None:
-                        logger.info(
-                            f"SIGNAL = {signal}, SYMBOL={trade.symbol}, STRATEGY={STRATEGY}")
-                        if signal in ("EXIT", "EXIT_LONG") and long_market[symbol]:
-                            trade.close_positions(position_type='buy')
-                        elif signal in ("EXIT", "EXIT_SHORT") and short_market[symbol]:
-                            trade.close_positions(position_type='sell')
-                        elif signal == "LONG" and not long_market[symbol]:
-                            if time_intervals % trade_time == 0 or buys[symbol] is None:
-                                logger.info(
-                                    f"Sending buy Order ... SYMBOL={trade.symbol}, STRATEGY={STRATEGY}")
-                                trade.open_buy_position(mm=mm, comment=comment)
+                        signal = 'BMKT' if signal == 'LONG' else signal
+                        signal = 'SMKT' if signal == 'SHORT' else signal
+                        info = f"SIGNAL = {signal}, SYMBOL={trade.symbol}, STRATEGY={STRATEGY}"
+                        msg = f"Sending {signal} Order ... SYMBOL={trade.symbol}, STRATEGY={STRATEGY}"
+                        logger.info(info)
+                        if signal in EXIT_SIGNAL_ACTIONS:
+                            for exit_signal, actions in EXIT_SIGNAL_ACTIONS.items():
+                                for position_type, order_type in actions.items():
+                                    if positions_orders[position_type][symbol] is not None:
+                                        if notify:
+                                            _send_notification(info)
+                                        if position_type in POSITIONS_TYPES:
+                                            trade.close_positions(position_type=order_type)
+                                        else:
+                                            trade.close_orders(order_type=order_type)
+                        elif signal in BUYS and not long_market[symbol]:
+                            if use_trade_time:
+                                if time_intervals % trade_time == 0 or buys[symbol] is None:
+                                    logger.info(msg)
+                                    if notify:
+                                        _send_notification(info)
+                                    trade.open_buy_position(
+                                        action=signal, price=price, stoplimit=stoplimit, mm=mm, comment=comment)
+                                else:
+                                    logger.info(tfmsg)
+                                    check(buys[symbol], sells[symbol], symbol)
                             else:
-                                check(buys[symbol], sells[symbol], symbol)
-                        elif signal == "LONG" and long_market[symbol]:
-                            logger.info(
-                                f"Sorry Risk not allowed !!! SYMBOL={trade.symbol}, STRATEGY={STRATEGY}")
+                                logger.info(msg)
+                                if notify:
+                                    _send_notification(info)
+                                trade.open_buy_position(
+                                    action=signal, price=price, stoplimit=stoplimit, mm=mm, comment=comment)
+                        elif signal in BUYS and long_market[symbol]:
+                            logger.info(riskmsg)
                             check(buys[symbol], sells[symbol], symbol)
 
-                        elif signal == "SHORT" and not short_market[symbol]:
-                            if time_intervals % trade_time == 0 or sells[symbol] is None:
-                                logger.info(
-                                    f"Sending sell Order ... SYMBOL={trade.symbol}, STRATEGY={STRATEGY}")
-                                trade.open_sell_position(
-                                    mm=mm, comment=comment)
+                        elif signal in SELLS and not short_market[symbol]:
+                            if use_trade_time:
+                                if time_intervals % trade_time == 0 or sells[symbol] is None:
+                                    logger.info(msg)
+                                    if notify:
+                                        _send_notification(info)
+                                    trade.open_sell_position(
+                                        action=signal, price=price, stoplimit=stoplimit, mm=mm, comment=comment)
+                                else:
+                                    logger.info(tfmsg)
+                                    check(buys[symbol], sells[symbol], symbol)
                             else:
-                                check(buys[symbol], sells[symbol], symbol)
-                        elif signal == "SHORT" and short_market[symbol]:
-                            logger.info(
-                                f"Sorry Risk not allowed !!! SYMBOL={trade.symbol}, STRATEGY={STRATEGY}")
+                                logger.info(msg)
+                                if notify:
+                                    _send_notification(info)
+                                trade.open_sell_position(
+                                    action=signal, price=price, stoplimit=stoplimit, mm=mm, comment=comment)
+                        elif signal in SELLS and short_market[symbol]:
+                            logger.info(riskmsg)
                             check(buys[symbol], sells[symbol], symbol)
-                    else:
-                        logger.info(
-                            f"There is no signal !! SYMBOL={trade.symbol}, STRATEGY={STRATEGY}")
-                        check(buys[symbol], sells[symbol], symbol)
                 else:
                     logger.info(
-                        f"Sorry It is Not trading Time !!! SYMBOL={trade.symbol}, STRATEGY={STRATEGY}")
+                        f"Not trading Time !!! SYMBOL={trade.symbol}, STRATEGY={STRATEGY}")
                     check(buys[symbol], sells[symbol], symbol)
 
             except Exception as e:
                 logger.error(f"{e}, SYMBOL={symbol}, STRATEGY={STRATEGY}")
-
+                continue
         time.sleep((60 * iter_time) - 1.0)
         if iter_time == 1:
             time_intervals += 1
@@ -167,118 +254,129 @@ def _mt5_execution(
                 f"(e.g; if time_frame is 15m, iter_time must be 1.5, 3, 3, 15 etc)"
             )
         print()
-        if period.lower() == 'day':
-            for symbol in symbols:
-                trade = trades_instances[symbol]
-                if trade.days_end():
-                    trade.close_positions(position_type='all', comment=comment)
-                    logger.info(
-                        f"End of the Day !!! SYMBOL={trade.symbol}, STRATEGY={STRATEGY}")
-                    trade.statistics(save=True)
-            if trades_instances[symbols[-1]].days_end():
-                if period_end_action == 'break':
-                    break
-                elif period_end_action == 'sleep':
-                    sleep_time = trades_instances[symbols[-1]].sleep_time()
-                    logger.info(f"Sleeping for {sleep_time} minutes ...")
-                    time.sleep(60 * sleep_time)
-                    logger.info("STARTING NEW TRADING SESSION ...\n")
+        try:
+            FRIDAY = 'friday'
+            check_mt5_connection()
+            day_end = all(trade.days_end() for trade in trades_instances.values())
+            if closing_pnl is not None:
+                closing = all(trade.positive_profit(id=trade.expert_id, th=closing_pnl) 
+                                  for trade in trades_instances.values())
+            else: closing = True
+            logmsg = lambda period: logger.info(
+                f"End of the {period} !!! SYMBOL={trade.symbol}, STRATEGY={STRATEGY}")
+            sleepmsg = lambda sleep_time: logger.info(
+                f"Sleeping for {sleep_time} minutes ...\n")
+            sessionmsg = f"STARTING NEW TRADING SESSION ...\n"
+            if period.lower() == 'day':
+                for symbol in symbols:
+                    trade = trades_instances[symbol]
+                    if trade.days_end() and closing:
+                        trade.close_positions(position_type='all', comment=comment)
+                        logmsg("Day")
+                        trade.statistics(save=True)
+                if day_end:
+                    if period_end_action == 'break' and closing:
+                        break
+                    elif period_end_action == 'sleep' and today != FRIDAY or not closing:
+                        sleep_time = trades_instances[symbols[-1]].sleep_time()
+                        sleepmsg(sleep_time)
+                        time.sleep(60 * sleep_time)
+                        logger.info(sessionmsg)
+                    elif period_end_action == 'sleep' and today == FRIDAY:
+                        sleep_time = trades_instances[symbols[-1]].sleep_time(weekend=True)
+                        sleepmsg(sleep_time)
+                        time.sleep(60 * sleep_time)
+                        logger.info(sessionmsg)
 
-        elif period.lower() == 'week':
-            for symbol in symbols:
-                trade = trades_instances[symbol]
-                if trade.days_end() and today != 'friday':
-                    logger.info(
-                        f"End of the Day !!! SYMBOL={trade.symbol}, STRATEGY={STRATEGY}")
+            elif period.lower() == 'week':
+                for symbol in symbols:
+                    trade = trades_instances[symbol]
+                    if trade.days_end() and today != FRIDAY:
+                        logmsg("Day")
 
-                elif trade.days_end() and today == 'friday':
-                    trade.close_positions(position_type='all', comment=comment)
-                    logger.info(
-                        f"End of the Week !!! SYMBOL={trade.symbol}, STRATEGY={STRATEGY}")
-                    trade.statistics(save=True)
-            if trades_instances[symbols[-1]].days_end() and today != 'friday':
-                sleep_time = trades_instances[symbols[-1]].sleep_time()
-                logger.info(f"Sleeping for {sleep_time} minutes ...")
-                time.sleep(60 * sleep_time)
-                logger.info("STARTING NEW TRADING SESSION ...\n")
-            elif trades_instances[symbols[-1]].days_end() and today == 'friday':
-                if period_end_action == 'break':
-                    break
-                elif period_end_action == 'sleep':
-                    sleep_time = trades_instances[symbols[-1]].sleep_time(weekend=True)
-                    logger.info(f"Sleeping for {sleep_time} minutes ...")
+                    elif trade.days_end() and today == FRIDAY and closing:
+                        trade.close_positions(position_type='all', comment=comment)
+                        logmsg("Week")
+                        trade.statistics(save=True)
+                if day_end and today != FRIDAY:
+                    sleep_time = trades_instances[symbols[-1]].sleep_time()
+                    sleepmsg(sleep_time)
                     time.sleep(60 * sleep_time)
-                    logger.info("STARTING NEW TRADING SESSION ...\n")
-
-        elif period.lower() == 'month':
-            for symbol in symbols:
-                trade = trades_instances[symbol]
-                if trade.days_end() and today != 'friday':
-                    logger.info(
-                        f"End of the Day !!! SYMBOL={trade.symbol}, STRATEGY={STRATEGY}")
+                    logger.info(sessionmsg)
+                elif day_end and today == FRIDAY:
+                    if period_end_action == 'break' and closing:
+                        break
+                    elif period_end_action == 'sleep' or not closing:
+                        sleep_time = trades_instances[symbols[-1]].sleep_time(weekend=True)
+                        sleepmsg(sleep_time)
+                        time.sleep(60 * sleep_time)
+                        logger.info(sessionmsg)
 
-                elif trade.days_end() and today == 'friday':
-                    logger.info(
-                        f"End of the Week !!! SYMBOL={trade.symbol}, STRATEGY={STRATEGY}")
-                elif (
-                    trade.days_end()
-                    and today == 'friday'
-                    and num_days/len(symbols) >= 20
-                ):
-                    trade.close_positions(position_type='all', comment=comment)
-                    logger.info(
-                        f"End of the Month !!! SYMBOL={trade.symbol}, STRATEGY={STRATEGY}")
-                    trade.statistics(save=True)
-            if trades_instances[symbols[-1]].days_end() and today != 'friday':
-                sleep_time = trades_instances[symbols[-1]].sleep_time()
-                logger.info(f"Sleeping for {sleep_time} minutes ...")
-                time.sleep(60 * sleep_time)
-                logger.info("STARTING NEW TRADING SESSION ...\n")
-                num_days += 1
-            elif trades_instances[symbols[-1]].days_end() and today == 'friday':
-                sleep_time = trades_instances[symbols[-1]
-                                              ].sleep_time(weekend=True)
-                logger.info(f"Sleeping for {sleep_time} minutes ...")
-                time.sleep(60 * sleep_time)
-                logger.info("STARTING NEW TRADING SESSION ...\n")
-                num_days += 1
-            elif (trades_instances[symbols[-1]].days_end()
-                  and today == 'friday'
-                  and num_days/len(symbols) >= 20
-                  ):
-                break
+            elif period.lower() == 'month':
+                for symbol in symbols:
+                    trade = trades_instances[symbol]
+                    if trade.days_end() and today != FRIDAY:
+                        logmsg("Day")
+                    elif trade.days_end() and today == FRIDAY:
+                        logmsg("Week")
+                    elif (
+                        trade.days_end()
+                        and today == FRIDAY
+                        and num_days/len(symbols) >= 20
+                    ) and closing:
+                        trade.close_positions(position_type='all', comment=comment)
+                        logmsg("Month")
+                        trade.statistics(save=True)
+                if day_end and today != FRIDAY:
+                    sleep_time = trades_instances[symbols[-1]].sleep_time()
+                    sleepmsg(sleep_time)
+                    time.sleep(60 * sleep_time)
+                    logger.info(sessionmsg)
+                    num_days += 1
+                elif day_end and today == FRIDAY:
+                    sleep_time = trades_instances[symbols[-1]
+                                                ].sleep_time(weekend=True)
+                    sleepmsg(sleep_time)
+                    time.sleep(60 * sleep_time)
+                    logger.info(sessionmsg)
+                    num_days += 1
+                elif (day_end
+                        and today == FRIDAY
+                        and num_days/len(symbols) >= 20
+                    ):
+                    break
+        except Exception as e:
+            logger.error(f"Handling period end actions, {e}, STRATEGY={STRATEGY}")
+            continue
 
 
 def _tws_execution(*args, **kwargs):
     raise NotImplementedError("TWS Execution is not yet implemented !!!")
 
-_TERMINALS = {
-    'MT5': _mt5_execution,
-    'TWS': _tws_execution
-}
-class ExecutionEngine():
+
+class MT5ExecutionEngine():
     """
-    The `ExecutionEngine` class serves as the central hub for executing your trading strategies within the `bbstrader` framework. 
+    The `MT5ExecutionEngine` class serves as the central hub for executing your trading strategies within the `bbstrader` framework. 
     It orchestrates the entire trading process, ensuring seamless interaction between your strategies, market data, and your chosen 
-    trading platform (currently MetaTrader 5 (MT5) and Interactive Brokers TWS).
+    trading platform.
 
     Key Features
     ------------
 
-    - **Strategy Execution:** The `ExecutionEngine` is responsible for running your strategy, retrieving signals, and executing trades based on those signals.
+    - **Strategy Execution:** The `MT5ExecutionEngine` is responsible for running your strategy, retrieving signals, and executing trades based on those signals.
     - **Time Management:** You can define a specific time frame for your trades and set the frequency with which the engine checks for signals and manages trades.
     - **Trade Period Control:** Define whether your strategy runs for a day, a week, or a month, allowing for flexible trading durations.
     - **Money Management:** The engine supports optional money management features, allowing you to control risk and optimize your trading performance.
     - **Trading Day Configuration:** You can customize the days of the week your strategy will execute, providing granular control over your trading schedule.
-    - **Platform Integration:** The `ExecutionEngine` is currently designed to work with both MT5 and TWS platforms, ensuring compatibility and flexibility in your trading environment.
+    - **Platform Integration:** The `MT5ExecutionEngine` is currently designed to work with MT5.
 
     Examples
     --------
     
     >>> from bbstrader.metatrader import create_trade_instance
-    >>> from bbstrader.trading.execution import ExecutionEngine
+    >>> from bbstrader.trading.execution import MT5ExecutionEngine
     >>> from bbstrader.trading.strategies import StockIndexCFDTrading
-    >>> from bbstrader.metatrader.utils import config_logger
+    >>> from bbstrader.config import config_logger
     >>> 
     >>> if __name__ == '__main__':
     >>>     logger = config_logger(index_trade.log, console_log=True)
@@ -316,7 +414,7 @@ class ExecutionEngine():
     ...        logger=logger,
     ...    )
     >>> 
-    >>>     engine = ExecutionEngine(
+    >>>     engine = MT5ExecutionEngine(
     ...        symbol_list,
     ...        trades_instances,
     ...        StockIndexCFDTrading,
@@ -327,7 +425,7 @@ class ExecutionEngine():
     ...        comment='bbs_SISTBO_@2.0',
     ...        **strategy_kwargs
     ...    )
-    >>>     engine.run(terminal='MT5')
+    >>>     engine.run()
     """
 
     def __init__(self,
@@ -335,15 +433,18 @@ class ExecutionEngine():
                  trades_instances:   Dict[str, Trade],
                  strategy_cls:       Strategy,
                  /,
-                 mm:                 Optional[bool] = True,
-                 trail:              Optional[bool] = True,
+                 mm:                 bool = True,
+                 trail:              bool = True,
                  stop_trail:         Optional[int] = None,
                  trail_after_points: Optional[int] = None,
                  be_plus_points:     Optional[int] = None,
-                 time_frame:         Optional[str] = '15m',
-                 iter_time:          Optional[int | float] = 5,
+                 show_positions_orders: bool = False,
+                 time_frame:         str = '15m',
+                 iter_time:          int | float = 5,
+                 use_trade_time:     bool = True,
                  period:             Literal['day', 'week', 'month'] = 'week',
                  period_end_action:  Literal['break', 'sleep'] = 'break',
+                 closing_pnl:        Optional[float] = None,
                  trading_days:       Optional[List[str]] = TradingDays,
                  comment:            Optional[str] = None,
                  **kwargs
@@ -354,21 +455,27 @@ class ExecutionEngine():
             trades_instances : Dictionary of Trade instances
             strategy_cls : Strategy class to use for trading
             mm : Enable Money Management. Defaults to False.
+            show_positions_orders : Print open positions and orders. Defaults to False.
             time_frame : Time frame to trade. Defaults to '15m'.
             iter_time : Interval to check for signals and `mm`. Defaults to 5.
+            use_trade_time : Open trades after the time is completed. Defaults to True.
             period : Period to trade. Defaults to 'week'.
             period_end_action : Action to take at the end of the period. Defaults to 'break', 
                 this only applies when period is 'day', 'week'.
+            closing_pnl : Minimum profit in percentage of target profit to close positions. Defaults to -0.001.
             trading_days : Trading days in a week. Defaults to monday to friday.
             comment: Comment for trades. Defaults to None.
             **kwargs: Additional keyword arguments
                 - strategy_name (Optional[str]): Strategy name. Defaults to None.
                 - max_trades (Dict[str, int]): Maximum trades per symbol. Defaults to None.
-                - logger (Optional[logging.Logger]): Logger instance. Defaults to None.
+                - notify (bool): Enable notifications. Defaults to False.
+                - telegram (bool): Enable telegram notifications. Defaults to False.
+                - bot_token (str): Telegram bot token. Defaults to None.
+                - chat_id (Union[int, str, List] ): Telegram chat id. Defaults to None.
 
         Note:
             1. For `trail` , `stop_trail` , `trail_after_points` , `be_plus_points` see `bbstrader.metatrader.trade.Trade.break_even()` .
-            2. All Strategies must inherit from `bbstrader.btengine.strategy.Strategy` class
+            2. All Strategies must inherit from `bbstrader.btengine.strategy.Strategy` or `bbstrader.btengine.strategy.MT5Strategy` class
             and have a `calculate_signals` method that returns a dictionary of signals for each symbol in symbol_list.
             
             3. All strategies must have the following arguments in their `__init__` method:
@@ -377,7 +484,7 @@ class ExecutionEngine():
                 - symbol_list (List[str]): List of symbols to trade can be none for backtesting
                 - mode (str): Mode of the strategy. Must be either 'live' or 'backtest'
                 - **kwargs: Additional keyword arguments
-                    The keyword arguments are all the additional arguments passed to the `ExecutionEngine` class,
+                    The keyword arguments are all the additional arguments passed to the `MT5ExecutionEngine` class,
                     the `Strategy` class, the `DataHandler` class, the `Portfolio` class and the `ExecutionHandler` class.
                 - The `bars` and `events` arguments are used for backtesting only.
             
@@ -392,32 +499,39 @@ class ExecutionEngine():
         self.stop_trail = stop_trail
         self.trail_after_points = trail_after_points
         self.be_plus_points = be_plus_points
+        self.show_positions_orders = show_positions_orders
         self.time_frame = time_frame
         self.iter_time = iter_time
+        self.use_trade_time = use_trade_time
         self.period = period
         self.period_end_action = period_end_action
+        self.closing_pnl = closing_pnl
         self.trading_days = trading_days
         self.comment = comment
         self.kwargs = kwargs
 
-    def run(self, terminal: Literal['MT5', 'TWS']):
-        if terminal not in _TERMINALS:
-            raise ValueError(
-                f"Invalid terminal: {terminal}. Must be either 'MT5' or 'TWS'")
-        _TERMINALS[terminal](
-                self.symbol_list,
-                self.trades_instances,
-                self.strategy_cls,
-                mm=self.mm,
-                trail=self.trail,
-                stop_trail=self.stop_trail,
-                trail_after_points=self.trail_after_points,
-                be_plus_points=self.be_plus_points,
-                time_frame=self.time_frame,
-                iter_time=self.iter_time,
-                period=self.period,
-                period_end_action=self.period_end_action,
-                trading_days=self.trading_days,
-                comment=self.comment,
-                **self.kwargs
-            )
+    def run(self):
+        check_mt5_connection()
+        _mt5_execution(
+            self.symbol_list,
+            self.trades_instances,
+            self.strategy_cls,
+            mm=self.mm,
+            trail=self.trail,
+            stop_trail=self.stop_trail,
+            trail_after_points=self.trail_after_points,
+            be_plus_points=self.be_plus_points,
+            show_positions_orders=self.show_positions_orders,
+            time_frame=self.time_frame,
+            iter_time=self.iter_time,
+            use_trade_time=self.use_trade_time,
+            period=self.period,
+            period_end_action=self.period_end_action,
+            closing_pnl=self.closing_pnl,
+            trading_days=self.trading_days,
+            comment=self.comment,
+            **self.kwargs
+        )
+
+
+class TWSExecutionEngine():...