Beispiel #1
0
def endup(k, start, bccc, top_bccc, sd_bccc, bccadx):
    notinup = 0
    if bccc[k] <= stoploss * max(bccc[start:k]):
        return k

    if bccc[k] / bccc[k - 3] > stopprofit:  #or bccc[i]/bccc[start]>1.05:
        return k
    notinup = 0
    for j in range(start + 3, k):
        if bccc[j] > top_bccc[j] * theta and findtheta(
                bccc[j - thetaback:j]
        ) >= bolling_bar and sd_bccc[j] >= bolling_sd and bccadx[j] >= adxbar:
            notinup = 0
        else:
            notinup = notinup + 1
    if notinup >= back:
        return k
    if bccc[k] <= bot_bccc[k] * bot_bar:
        return k
    return 0
Beispiel #2
0
def godown(k, bccc, bot_bccc, sd_bccc, bccadx):
    if bccc[k] < bot_bccc[k] * (2 - theta1) and findtheta(
            bccc[k - thetaback1:k]
    ) <= -bolling_bar1 and sd_bccc[k] >= bolling_sd1 and bccadx[k] >= adxbar1:
        return k
    return 0
Beispiel #3
0
def goup(k, bccc, top_bccc, sd_bccc, bccadx):
    if bccc[i] > top_bccc[k] * theta and findtheta(
            bccc[k - thetaback:k]
    ) >= bolling_bar and sd_bccc[k] >= bolling_sd and bccadx[k] >= adxbar:
        return k
    return 0