def signal_function(px, params):
"""
The main trading logic goes here, called by generate_signals above
"""
upper, mid, lower = bollinger_band(px, params['BBands_period'])
last_px = px[-1]
dist_to_upper = 100 * (upper - last_px) / (upper - lower)
if dist_to_upper > 95:
return 1
elif dist_to_upper < 5:
return -1
else:
return 0
def signal_function(px, params, last_signal):
"""
The main trading logic goes here, called by generate_signals above
"""
ind1 = doji(px)
upper, mid, lower = bollinger_band(px.close.values,
params['BBands_period'])
last_px = px.close.values[-1]
dist_to_upper = 100 * (upper - last_px) / (upper - lower)
if ind1 > 0 and dist_to_upper < 30:
return 1
elif ind1 > 0 and dist_to_upper > 70:
return -1
else:
return last_signal
def signal_function(px, params):
"""
The main trading logic goes here, called by generate_signals above
"""
upper, mid, lower = bollinger_band(px, params['BBands_period'])
ind2 = ema(px, params['SMA_period_short'])
ind3 = ema(px, params['SMA_period_long'])
last_px = px[-1]
dist_to_upper = 100 * (upper - last_px) / (upper - lower)
if dist_to_upper > 95:
return -1
elif dist_to_upper < 5:
return 1
elif dist_to_upper > 40 and dist_to_upper < 60 and ind2 - ind3 < 0:
return -1
elif dist_to_upper > 40 and dist_to_upper < 60 and ind2 - ind3 > 0:
return 1
else:
return 0