def __init__(self):
ma = self.p.movav(self.data, period=self.p.avglength)
over = btind.SumN(self.data > ma, period=self.p.sumlength)
under = btind.SumN(self.data < ma, period=self.p.sumlength)
self.lines.momentum = (over - under) / self.p.sumlength
self.lines.slope = self.lines.momentum(0) - self.lines.momentum(-1)
self.lines.zero = bt.LineNum(0)
def __init__(self):
price = (self.data.close + self.data.high + self.data.low) / 3
vol_price = btind.SumN(
price * self.data.volume, period=self.p.sumlength) / btind.SumN(
self.data.volume + 1, period=self.p.sumlength)
r2 = price + self.data.high - self.data.low
s2 = price - self.data.high + self.data.low
rslope = r2(0) - r2(-1)
sslope = s2(0) - s2(-1)
diff = vol_price(0) - vol_price(-1)
resistance = btind.MovingAverageWilder(rslope, period=self.p.avglength)
support = btind.MovingAverageWilder(sslope, period=self.p.avglength)
difference = btind.MovingAverageWilder(diff, period=self.p.avglength)
self.lines.final = (resistance + support + difference * 5) / 3
# self.lines.final = difference
self.lines.zero = bt.LineNum(0)
def __init__(self):
self.rsi = bt.ind.RSI(self.data.close, period=self.p.period)
self.buy_sig = bt.indicators.CrossOver(self.rsi,
bt.LineNum(self.p.upper))
self.sell_sig = bt.indicators.CrossDown(self.rsi,
bt.LineNum(self.p.lower))
def __init__(self) -> None:
super().__init__()
self.rsi = StochRSI(self.data, period=30)
self.crossover = bt.indicators.CrossOver(self.rsi, bt.LineNum(0.7))
self.crossdown = bt.indicators.CrossDown(self.rsi, bt.LineNum(0.3))
def __init__(self):
c = self.data.close
o = self.data.open
self.k = (c > o) - (o > c)
self.lines.count = bt.LineNum(0)