def __init__(self):
btind.SMA()
btind.Stochastic()
btind.RSI()
btind.MACD()
btind.CCI()
TestInd().plotinfo.plot = False
def __init__(self):
btind.SMA()
btind.Stochastic()
btind.RSI()
btind.MACD()
btind.CCI()
TestInd().plotinfo.plot = False
sma1, sma2 = bt.ind.SMA(period=10), bt.ind.SMA(period=30)
crossover = bt.ind.CrossOver(sma1, sma2)
self.signal_add(bt.SIGNAL_LONG, crossover)
def __init__(self):
sma = btind.SMA(subplot=self.params.smasubplot)
macd = btind.MACD()
# In SMA we passed plot directly as kwarg, here the plotinfo.plot
# attribute is changed - same effect
macd.plotinfo.plot = not self.params.nomacdplot
# Let's put rsi on stochastic/sma or the other way round
stoc = btind.Stochastic()
rsi = btind.RSI()
if self.params.stocrsi:
stoc.plotinfo.plotmaster = rsi
stoc.plotinfo.plotlinelabels = self.p.stocrsilabels
elif self.params.rsioverstoc:
rsi.plotinfo.plotmaster = stoc
elif self.params.rsioversma:
rsi.plotinfo.plotmaster = sma
def __init__(self):
self.dataclose = self.datas[0].close
self.bbands = btind.BollingerBands(period=20, devfactor=2)
self.stoch = btind.Stochastic(period=14,
period_dfast=3,
period_dslow=3)
self.orders = list()
self.short_signal = bt.And(self.dataclose > self.bbands.top,
self.stoch.percK > 80)
self.long_signal = bt.And(self.dataclose < self.bbands.bot,
self.stoch.percK < 20)
self.close_long_signal = self.dataclose >= self.bbands.top
self.close_short_signal = self.dataclose <= self.bbands.bot
self.loss_perc = 0.025
def __init__(self):
super().__init__()
self.ma = btind.MovingAverageSimple(self.datas[0], period = self.params.ma)
self.ma1 = btind.MovingAverageSimple(self.datas[0], period = self.params.ma1)
self.ma2 = btind.MovingAverageSimple(self.datas[0], period = self.params.ma2)
self.atr = btind.AverageTrueRange(self.datas[0])
self.kst = btind.KnowSureThing(self.datas[0])
self.macd = btind.MACD(self.datas[0])
self.trix = btind.TrixSignal(self.datas[0])
self.ao = btind.AwesomeOscillator(self.datas[0])
self.tsi = btind.TrueStrengthIndicator(self.datas[0])
self.psar = btind.ParabolicSAR(self.datas[0])
self.adx = btind.AverageDirectionalMovementIndex(self.datas[0])
self.dpo = btind.DetrendedPriceOscillator(self.datas[0])
self.rsi = btind.RSI(self.datas[0])
self.accdec = btind.AccelerationDecelerationOscillator(self.datas[0])
self.bbands = btind.BollingerBands(self.datas[0])
self.cci = btind.CommodityChannelIndex(self.datas[0])
self.pgood = btind.PrettyGoodOscillator(self.datas[0])
self.williamsr = btind.WilliamsR(self.datas[0])
self.uo = btind.UltimateOscillator(self.datas[0])
self.stoch = btind.Stochastic(self.datas[0])
def __init__(self):
super().__init__()
self.ma1 = btind.MovingAverageSimple(self.datas[0], period = self.params.ma1)
self.ma2 = btind.MovingAverageSimple(self.datas[0], period = self.params.ma2)
self.stoch = btind.Stochastic(self.datas[0], period = self.params.period)