def Logic(Account, Lookback):
try:
# Process dataframe to collect signals
# Lookback = helpers.getSignals(Lookback)
# Load into period class to simplify indexing
Lookback = helpers.Period(Lookback)
Today = Lookback.loc(0) # Current candle
Yesterday = Lookback.loc(-1) # Previous candle
# print(Today)
if Today['close'] < Yesterday['close']:
ExitPrice = Today['close']
for Position in Account.Positions:
if Position.Type == 'Long':
Account.ClosePosition(Position, 0.5, ExitPrice)
if Today['close'] > Yesterday['close']:
Risk = 0.03
EntryPrice = Today['close']
EntryCapital = Account.BuyingPower * Risk
if EntryCapital >= 0:
Account.EnterPosition('Long', EntryCapital, EntryPrice)
except ValueError:
pass # Handles lookback errors in beginning of dataset
def Logic(Account, Lookback):
try:
# Process dataframe to collect signals
# Lookback = process(Lookback)
# Load into period class to simplify indexing
Lookback = helpers.Period(Lookback)
Today = Lookback.loc(0) # Current candle
if Today['date'] >= datetime.strptime('2017-05-01', '%Y-%m-%d'):
if Today['color'] == 'darkOrange':
ExitPrice = Today['close']
for Position in Account.Positions:
if Position.Type == 'Long':
Account.ClosePosition(Position, 0.2, ExitPrice)
if Today['color'] == 'darkBlue':
Risk = 0.03
EntryPrice = Today['close']
AccountValue = Account.TotalValue(EntryPrice)
EntryCapital = AccountValue * Risk
if EntryCapital >= 0:
try:
Account.EnterPosition('Long', EntryCapital, EntryPrice)
except ValueError:
pass
except ValueError:
pass
def Logic(Account, Lookback, LookbackPeriod):
try:
# Load into period class to simplify indexing
Lookback = helpers.Period(Lookback)
Today = Lookback.loc(0) # Current candle
Yesterday = Lookback.loc(-LookbackPeriod) # Previous candle
print('from {} to {}'.format(Yesterday['date'], Today['date']))
if Today['close'] < Yesterday['close']:
ExitPrice = Today['close']
for Position in Account.Positions:
if Position.Type == 'Long':
Account.ClosePosition(Position, 1, ExitPrice)
if Today['close'] > Yesterday['close']:
EntryPrice = Today['close'] + (Today['close'] * FeesSpread)
EntryCapital = Account.BuyingPower
if EntryCapital > 0:
Account.EnterPosition('Long', EntryCapital, EntryPrice)
except ValueError:
pass # Handles lookback errors in beginning of dataset