def __init__(self, feed, entrySMA, exitSMA, rsiPeriod, overBoughtThreshold, overSoldThreshold):
strategy.Strategy.__init__(self, feed, 2000)
ds = feed["dia"].get_close_data_series()
self.__entrySMA = ma.SMA(ds, entrySMA)
self.__exitSMA = ma.SMA(ds, exitSMA)
self.__rsi = rsi.RSI(ds, rsiPeriod)
self.__overBoughtThreshold = overBoughtThreshold
self.__overSoldThreshold = overSoldThreshold
self.__longPos = None
self.__shortPos = None
def __init__(self, feed, fastSMA, slowSMA):
strategy.Strategy.__init__(self, feed, 1000)
ds = feed["orcl"].get_close_data_series()
fastSMADS = ma.SMA(ds, fastSMA)
slowSMADS = ma.SMA(ds, slowSMA)
self.__crossAbove = cross.CrossAbove(fastSMADS, slowSMADS)
self.__crossBelow = cross.CrossBelow(fastSMADS, slowSMADS)
self.__longPos = None
self.__shortPos = None
self.__finalValue = None
def __init__(self, feed, smaPeriod):
strategy.Strategy.__init__(self, feed)
assert (smaPeriod > 3)
self.__lead = "^n225"
self.__lag = "spy"
# Exit signal is more sensitive than entry.
adj_close = feed[self.__lead].get_adj_close_data_series()
self.__crossAbove = cross.CrossAbove(adj_close,
ma.SMA(adj_close, smaPeriod))
self.__crossBelow = cross.CrossAbove(
adj_close, ma.SMA(adj_close, int(smaPeriod / 2)))
self.__pos = None
def __init__(self, feed, smaPeriod):
strategy.Strategy.__init__(self, feed, 1000)
closeDS = feed["orcl"].get_close_data_series()
self.__sma = ma.SMA(closeDS, smaPeriod)
self.__crossAbove = cross.CrossAbove(closeDS, self.__sma)
self.__crossBelow = cross.CrossBelow(closeDS, self.__sma)
self.__position = None
def __init__(self, feed):
strategy.Strategy.__init__(self, feed)
self.__rsi = rsi.RSI(feed["orcl"].get_close_data_series(), 14)
self.__sma = ma.SMA(self.__rsi, 15)
def __init__(self, feed):
strategy.Strategy.__init__(self, feed)
# We want a 15 period SMA over the closing prices.
self.__sma = ma.SMA(feed["orcl"].get_close_data_series(), 15)
def __init__(self, feed, smaPeriod):
strategy.Strategy.__init__(self, feed, 1000)
self.__sma = ma.SMA(feed["orcl"].get_close_data_series(), smaPeriod)
self.__position = None