# ============================================================ # CRYPTOBOTAI — BOT FREE v1.0 # Estrategia: EMA 9/21 + Filtro EMA 200 + RSI < 50 # Backtest 12 meses: +54.2% | Win Rate: 38.6% # Rentabilidad real con 5x leverage: ~271% # TP: 3% | SL: 1% | Capital por trade: 5% # ============================================================ # # INSTRUCCIONES DE INSTALACION: # 1. Instala Python 3.11+ desde python.org # 2. Abre terminal y ejecuta: # pip install python-binance pandas ta requests # 3. Ve a testnet.binancefuture.com # 4. Crea una cuenta y genera tus API Keys # 5. Reemplaza TU_API_KEY y TU_API_SECRET abajo # 6. Ejecuta: python free_bot.py # # ============================================================ import time, csv, os, requests from datetime import datetime import pandas as pd import ta from binance.client import Client from binance.enums import * # ───────────────────────────────────────────────────────────── # CONFIGURACION — EDITA SOLO ESTAS DOS LINEAS # ───────────────────────────────────────────────────────────── API_KEY = "PEGA_TU_API_KEY_AQUI" API_SECRET = "PEGA_TU_API_SECRET_AQUI" # ───────────────────────────────────────────────────────────── SYMBOL = "BTCUSDT" INTERVAL = "15m" CAPITAL_PCT = 0.05 # 5% del balance por trade LEVERAGE = 5 # 5x apalancamiento STOP_LOSS = 0.010 # 1% → con 5x = 5% real TAKE_PROFIT = 0.030 # 3% → con 5x = 15% real LOG_FILE = "track_record_free.csv" # ─── CONEXION ──────────────────────────────────────────────── print("=" * 54) print(" CRYPTOBOTAI — BOT FREE") print(" EMA 9/21 + EMA 200 + RSI<50") print(" Backtest 12m: +54.2% | WR: 38.6% | Leverage: 5x") print("=" * 54) try: server_time = requests.get( "https://testnet.binancefuture.com/fapi/v1/time", timeout=10 ).json()["serverTime"] client = Client(API_KEY, API_SECRET, testnet=True) client.timestamp_offset = server_time - int(time.time() * 1000) client.futures_change_leverage(symbol=SYMBOL, leverage=LEVERAGE) print(f"\n✓ Conectado a Binance Testnet") print(f"✓ Leverage {LEVERAGE}x configurado\n") except Exception as e: print(f"\n✗ Error de conexion: {e}") print(" Verifica tus API keys y conexion a internet\n") exit(1) # ─── FUNCIONES UTILES ──────────────────────────────────────── def get_quantity(): balance = client.futures_account_balance() usdt = next((float(b["balance"]) for b in balance if b["asset"] == "USDT"), 0) price = float(client.futures_symbol_ticker(symbol=SYMBOL)["price"]) cantidad = round((usdt * CAPITAL_PCT * LEVERAGE) / price, 3) print(f" Balance: {usdt:.2f} USDT | " f"Poder ({LEVERAGE}x): {usdt*CAPITAL_PCT*LEVERAGE:.2f} | " f"BTC: {cantidad}") return cantidad def detect_open_position(): for pos in client.futures_position_information(symbol=SYMBOL): amt = float(pos["positionAmt"]) if amt > 0: e = float(pos["entryPrice"]) print(f" ⚠ Posicion LONG activa @ {e:.2f} — bot la retoma") return "LONG", e elif amt < 0: e = float(pos["entryPrice"]) print(f" ⚠ Posicion SHORT activa @ {e:.2f} — bot la retoma") return "SHORT", e return None, 0 def cancel_orders(): try: client.futures_cancel_all_open_orders(symbol=SYMBOL) except: pass def place_exit_orders(side, entry_px, qty): if side == "LONG": tp_px = round(entry_px * (1 + TAKE_PROFIT), 1) sl_px = round(entry_px * (1 - STOP_LOSS), 1) cs = SIDE_SELL else: tp_px = round(entry_px * (1 - TAKE_PROFIT), 1) sl_px = round(entry_px * (1 + STOP_LOSS), 1) cs = SIDE_BUY try: client.futures_create_order( symbol=SYMBOL, side=cs, type="TAKE_PROFIT_MARKET", stopPrice=tp_px, closePosition=True, timeInForce="GTE_GTC") print(f" ✓ Take Profit en {tp_px} " f"(+{TAKE_PROFIT*100}% / +{TAKE_PROFIT*LEVERAGE*100:.0f}% real)") except Exception as e: print(f" Error TP: {e}") try: client.futures_create_order( symbol=SYMBOL, side=cs, type="STOP_MARKET", stopPrice=sl_px, closePosition=True, timeInForce="GTE_GTC") print(f" ✓ Stop Loss en {sl_px} " f"(-{STOP_LOSS*100}% / -{STOP_LOSS*LEVERAGE*100:.0f}% real)") except Exception as e: print(f" Error SL: {e}") def log_trade(action, price, reason, qty=0, pnl_pct=0, pnl_real=0, pnl_usd=0): exists = os.path.isfile(LOG_FILE) with open(LOG_FILE, "a", newline="", encoding="utf-8") as f: w = csv.writer(f) if not exists: w.writerow(["Fecha","Hora","Accion","Precio","Cantidad", "PnL_%","PnL_real_%","PnL_USD","Motivo","Leverage"]) now = datetime.now() w.writerow([now.strftime("%Y-%m-%d"), now.strftime("%H:%M:%S"), action, price, qty, f"{pnl_pct:.2f}%", f"{pnl_real:.2f}%", f"${pnl_usd:.2f}", reason, f"{LEVERAGE}x"]) print(f"[{datetime.now().strftime('%H:%M:%S')}] " f"{action} @ {price} | {reason}") # ─── SEÑALES — EMA9/21 + EMA200 + RSI ──────────────────────── def get_signals(): klines = client.futures_klines( symbol=SYMBOL, interval=INTERVAL, limit=250) df = pd.DataFrame(klines, columns=[ "time","open","high","low","close","volume", "close_time","qav","num_trades", "taker_buy_base","taker_buy_quote","ignore"]) df["close"] = pd.to_numeric(df["close"]) df["high"] = pd.to_numeric(df["high"]) df["low"] = pd.to_numeric(df["low"]) df["ema9"] = ta.trend.ema_indicator(df["close"], window=9) df["ema21"] = ta.trend.ema_indicator(df["close"], window=21) df["ema200"] = ta.trend.ema_indicator(df["close"], window=200) df["rsi"] = ta.momentum.rsi(df["close"], window=14) return df.dropna().reset_index(drop=True) def check_signal(df): last = df.iloc[-1] prev = df.iloc[-2] price = float(last["close"]) ema9 = float(last["ema9"]) ema21 = float(last["ema21"]) ema200 = float(last["ema200"]) rsi = float(last["rsi"]) golden = (float(prev["ema9"]) < float(prev["ema21"])) and (ema9 > ema21) death = (float(prev["ema9"]) > float(prev["ema21"])) and (ema9 < ema21) sobre = price > ema200 bajo = price < ema200 tend = "ALCISTA ▲" if sobre else "BAJISTA ▼" print(f" P:{price:,.0f} | " f"E9:{ema9:,.0f} E21:{ema21:,.0f} E200:{ema200:,.0f} | " f"RSI:{rsi:.1f} | {tend}") if golden and rsi < 50 and sobre: return "BUY", price, f"Golden cross RSI={rsi:.1f} sobre EMA200" elif death and rsi > 40 and bajo: return "SELL", price, f"Death cross RSI={rsi:.1f} bajo EMA200" elif golden and not sobre: print(" ⚠ Golden ignorado — precio bajo EMA200") return "HOLD", price, "Filtro EMA200" elif death and not bajo: print(" ⚠ Death ignorado — precio sobre EMA200") return "HOLD", price, "Filtro EMA200" else: return "HOLD", price, "Sin señal" # ─── GESTION DE POSICIONES ─────────────────────────────────── position = None entry_price = 0 balance_ini = 0 def open_position(side, price, qty): global position, entry_price, balance_ini cancel_orders() try: client.futures_create_order( symbol=SYMBOL, side=SIDE_BUY if side == "BUY" else SIDE_SELL, type=ORDER_TYPE_MARKET, quantity=qty) position = "LONG" if side == "BUY" else "SHORT" entry_price = price # Guardar balance para calcular PnL en USD bal = client.futures_account_balance() balance_ini = next((float(b["balance"]) for b in bal if b["asset"] == "USDT"), 0) tp = round(price*(1+TAKE_PROFIT) if position=="LONG" else price*(1-TAKE_PROFIT), 1) sl = round(price*(1-STOP_LOSS) if position=="LONG" else price*(1+STOP_LOSS), 1) place_exit_orders(position, price, qty) log_trade(f"ABRIR {position}", price, f"FREE EMA9/21+EMA200+RSI | TP:{tp} SL:{sl}", qty) except Exception as e: print(f" Error al abrir: {e}") def close_position(price, reason, qty): global position, entry_price, balance_ini cancel_orders() try: client.futures_create_order( symbol=SYMBOL, side=SIDE_SELL if position == "LONG" else SIDE_BUY, type=ORDER_TYPE_MARKET, quantity=qty, reduceOnly=True) # Calcular PnL pnl_pct = (price - entry_price) / entry_price * 100 if position == "SHORT": pnl_pct = -pnl_pct pnl_real = pnl_pct * LEVERAGE pnl_usd = balance_ini * CAPITAL_PCT * (pnl_real / 100) log_trade(f"CERRAR {position}", price, reason, qty, pnl_pct, pnl_real, pnl_usd) print(f" PnL bruto: {pnl_pct:+.2f}% | " f"PnL real ({LEVERAGE}x): {pnl_real:+.2f}% | " f"USD: ${pnl_usd:+.2f}") position = None entry_price = 0 balance_ini = 0 except Exception as e: print(f" Error al cerrar: {e}") def check_exit(price, qty): global position, entry_price for pos in client.futures_position_information(symbol=SYMBOL): if float(pos["positionAmt"]) == 0 and position: print(" Posicion cerrada por Binance (TP o SL alcanzado)") position = None entry_price = 0 return if position == "LONG": chg = (price - entry_price) / entry_price if chg <= -STOP_LOSS or chg >= TAKE_PROFIT: close_position(price, "Cierre respaldo manual", qty) elif position == "SHORT": chg = (entry_price - price) / entry_price if chg <= -STOP_LOSS or chg >= TAKE_PROFIT: close_position(price, "Cierre respaldo manual", qty) # ─── LOOP PRINCIPAL ────────────────────────────────────────── def run_bot(): global position, entry_price print(f" Par: {SYMBOL} | Temporalidad: {INTERVAL}") print(f" Capital por trade: {CAPITAL_PCT*100:.0f}%") print(f" Apalancamiento: {LEVERAGE}x") print(f" Take Profit: {TAKE_PROFIT*100:.0f}% bruto " f"({TAKE_PROFIT*LEVERAGE*100:.0f}% real con {LEVERAGE}x)") print(f" Stop Loss: {STOP_LOSS*100:.0f}% bruto " f"({STOP_LOSS*LEVERAGE*100:.0f}% real con {LEVERAGE}x)") print(f" Log: {LOG_FILE}") print("=" * 54 + "\n") position, entry_price = detect_open_position() if position: qty = get_quantity() place_exit_orders(position, entry_price, qty) while True: try: print(f"\n[{datetime.now().strftime('%H:%M:%S')}] " f"Analizando mercado...") qty = get_quantity() df = get_signals() signal, price, reason = check_signal(df) if position: print(f" Posicion activa: {position} @ {entry_price:,.2f}") check_exit(price, qty) if signal == "BUY" and not position: open_position("BUY", price, qty) elif signal == "SELL" and not position: open_position("SELL", price, qty) print(f" Proximo analisis en 15 minutos...") time.sleep(900) except Exception as e: print(f" Error: {e} — reintentando en 60s...") time.sleep(60) run_bot()