class BollingerBreakoutEntryManager(NoScaleInEntryManager):
def __init__(self, settings=None, name=None):
NoScaleInEntryManager.__init__(self, settings, name)
self.min_price = self._getfloatsetting("BollingerBreakoutEntryManager", "minPrice")
self.min_vol = self._getintsetting("BollingerBreakoutEntryManager", "minVolume")
bb_period = self._getintsetting("BollingerBreakoutEntryManager", "bbPeriod")
bb_stdevs = self._getfloatsetting("BollingerBreakoutEntryManager", "bbStdevs")
self.do_long = self._getboolsetting("BollingerBreakoutEntryManager", "doLong")
self.do_short = self._getboolsetting("BollingerBreakoutEntryManager", "doShort")
sma_period = self._getintsetting("BollingerBreakoutEntryManager", "smaPeriod")
if sma_period is not None:
self.sma = SimpleMovingAverage(period=sma_period)
else:
self.sma = None
self.raw_close = Close()
self.close = AdjustedClose()
self.vol = AverageVolume()
self.bb = BollingerBands(metric=self.close, period=bb_period, stdev=bb_stdevs)
self._addMetrics(self.sma, self.raw_close, self.close, self.vol, self.bb)
def _checkTradeNoScale(self):
trade = None
if self.raw_close.value() >= self.min_price and self.vol.value() >= self.min_vol \
and self.close.value() > self.bb.upperBand() and self.do_long \
and (self.sma is None or self.close.value() > self.sma.value()):
entry_price = self.close.value()
stop = 0
trade = Trade(stock=self.periodData.stock, entry=self.periodData.date, entryPrice=entry_price,
stop=stop)
if self.raw_close.value() >= self.min_price and self.vol.value() >= self.min_vol \
and self.close.value() < self.bb.upperBand() and self.do_short \
and (self.sma is None or self.close.value() < self.sma.value()):
entry_price = self.close.value()
stop = entry_price * 10
trade = Trade(stock=self.periodData.stock, entry=self.periodData.date, entryPrice=entry_price,
stop=stop)
return trade
def __init__(self, settings=None, name=None):
NoScaleInEntryManager.__init__(self, settings, name)
self.min_price = self._getfloatsetting("BollingerBreakoutEntryManager", "minPrice")
self.min_vol = self._getintsetting("BollingerBreakoutEntryManager", "minVolume")
bb_period = self._getintsetting("BollingerBreakoutEntryManager", "bbPeriod")
bb_stdevs = self._getfloatsetting("BollingerBreakoutEntryManager", "bbStdevs")
self.do_long = self._getboolsetting("BollingerBreakoutEntryManager", "doLong")
self.do_short = self._getboolsetting("BollingerBreakoutEntryManager", "doShort")
sma_period = self._getintsetting("BollingerBreakoutEntryManager", "smaPeriod")
if sma_period is not None:
self.sma = SimpleMovingAverage(period=sma_period)
else:
self.sma = None
self.raw_close = Close()
self.close = AdjustedClose()
self.vol = AverageVolume()
self.bb = BollingerBands(metric=self.close, period=bb_period, stdev=bb_stdevs)
self._addMetrics(self.sma, self.raw_close, self.close, self.vol, self.bb)
