def get_ema():
global short_ema
global long_ema
global cross_up
global cross_down
global ema_diff
short = ti.ema(close_price_historicals, 10)
long = ti.ema(close_price_historicals, 20)
short_ema = short[-1]
long_ema = long[-1]
ema_diff = short_ema - long_ema
short_cross_up = ti.crossover(short, long)[-1]
short_cross_down = ti.crossover(long, short)[-1]
if (short_cross_up == 1):
cross_up = True
else:
cross_up = False
if (short_cross_down == 1):
cross_down == True
else:
cross_down == False
def on_candle_update(self):
ma1 = ti.sma(self.handler.close, period=10)
ma2 = ti.sma(self.handler.close, period=20)
if ti.crossover(ma1, ma2)[0]:
self.handler.buy()
elif ti.crossover(ma2, ma1)[0]:
self.handler.sell()
def compute(self, data_dict):
close = data_dict['close']
f1 = self.boll.get_numpy()
return ti.crossover(f1, close)
def start():
while True:
# [
# 1499040000000, // Open time
# "0.01634790", // Open
# "0.80000000", // High
# "0.01575800", // Low
# "0.01577100", // Close
# "148976.11427815", // Volume
# 1499644799999, // Close time
# "2434.19055334", // Quote asset volume
# 308, // Number of trades
# "1756.87402397", // Taker buy base asset volume
# "28.46694368", // Taker buy quote asset volume
# "17928899.62484339" // Ignore
# ]
try:
now = datetime.datetime.now()
is_close_position()
if (now.minute == 0 and now.second == 0) or (now.minute == 30 and now.second == 10):
print(now, 'UPDATE DATA OHLC')
ohlc = client.futures_klines(symbol=MARKET, interval=Client.KLINE_INTERVAL_30MINUTE)
close = []
for row in ohlc:
close.append(float(row[4]))
ma1 = ti.sma(np.array(close), period=10)
ma2 = ti.sma(np.array(close), period=20)
if POSITION['price'] == 0:
if ti.crossover(ma1, ma2)[0]:
create_position(price=float(row[4]), side=Client.SIDE_BUY, date=now)
elif ti.crossover(ma2, ma1)[0]:
create_position(price=float(row[4]), side=Client.SIDE_SELL, date=now)
print(now, 'GET POSITION ENTRY_PRICE[{}] ROE[{}] AMOUNT[{}] SIDE[{}]'.format(POSITION['price'],
POSITION['roe'],
POSITION['amount'],
POSITION['side']))
time.sleep(1)
except:
traceback.print_exc()
# ma1 = ti.sma(np.array(CLOSE), period=1)
# ma2 = ti.sma(np.array(CLOSE), period=2)
# print(ti.crossover(ma1, ma2))
for row in OHLC[::-1]:
# print(row['close'])
CLOSE.insert(0, row['close'])
if len(CLOSE) < 50:
continue
ma1 = ti.sma(np.array(CLOSE), period=10)
ma2 = ti.sma(np.array(CLOSE), period=20)
# print(ti.crossover(ma1, ma2))
is_close_position(row)
if POSITION['price'] > 0:
continue
if ti.crossover(ma1, ma2)[0]:
POSITION['price'] = row['close']
POSITION['side'] = 'BUY'
POSITION['date'] = row['date']
elif ti.crossover(ma2, ma1)[0]:
POSITION['price'] = row['close']
POSITION['side'] = 'SELL'
POSITION['date'] = row['date']
# print(TRADES)
print('MAX_MARTINGALE', MAX_MARTINGALE)
print('MAX_AMOUNT', MAX_AMOUNT)
print('WINS', WINS)
print('LOSSES', LOSSES)
# print('TRADES', len(TRADES))
# print('RESULT', len(WINS)*AMOUNT)
'side': 'SELL',
'amount': AMOUNT_NOW
})
reset_position()
martingale()
LOSSES += 1
for row in OHLC[::-1]:
CLOSE.insert(0, row['close'])
if len(CLOSE) < 50:
continue
is_close_position(row)
if POSITION['price'] > 0:
continue
macd, macd_signal, macd_histogram = ti.macd(np.array(CLOSE), 12, 26, 9)
if ti.crossover(macd, macd_signal)[0]:
POSITION['price'] = row['close']
POSITION['side'] = 'BUY'
POSITION['date'] = row['date']
elif ti.crossover(macd_signal, macd)[0]:
POSITION['price'] = row['close']
POSITION['side'] = 'SELL'
POSITION['date'] = row['date']
print(TRADES)
print('MAX_MARTINGALE', MAX_MARTINGALE)
print('MAX_AMOUNT', MAX_AMOUNT)
print('WINS', WINS)
print('LOSSES', LOSSES)