def isABuyPoint(macd, modifiedSignalLine, upPoint, t):
iup = macd.index.get_loc(upPoint)
i = macd.index.get_loc(t)
if i <= iup and isAnUpCrossingPoint(macd, modifiedSignalLine, t):
return True
else:
return False
def getModifiedSignalLine(macd, signalLine, K):
periods = getTradingPeriods(macd, signalLine)
modifiedSignalLine = pd.Series(float('nan'), index=signalLine.index)
for period in periods:
avmin = getAvailablyMinimumPointsInAPeriod(macd, signalLine, period)
avmax = getAvailablyMaximumPointsInAPeriod(macd, signalLine, period)
dmin = getMinimumCertainties(macd, signalLine, period)
dmax = getMaximumCertainties(macd, signalLine, period)
upCrossingPoint = None
for t in period:
if upCrossingPoint is None and isAnUpCrossingPoint(
macd, signalLine, t):
upCrossingPoint = t
if upCrossingPoint is None:
hMinimum = macd[avmin[t]] - signalLine[avmin[t]]
modifiedSignalLine[t] = signalLine[t] + hMinimum * (dmin[t]**K)
elif t == period[-1]:
modifiedSignalLine[t] = signalLine[t]
else:
hMaximum = macd[avmax[t]] - signalLine[avmax[t]]
modifiedSignalLine[t] = signalLine[t] + hMaximum * (dmax[t]**K)
return modifiedSignalLine
def isABuyPoint(macd, modifiedSignalLine, upPoint, t):
iup = macd.index.get_loc(upPoint)
i = macd.index.get_loc(t)
if i <= iup and isAnUpCrossingPoint(macd, modifiedSignalLine, t):
return True
else:
return False
def isABuyPoint(macd, signalLine, t):
i = macd.index.get_loc(t)
if (i >=2 and
macd.ix[i] > signalLine.ix[i] and
macd.ix[i-1] > signalLine.ix[i-1] and
isAnUpCrossingPoint(macd, signalLine, macd.index[i-2])):
return True
else:
return False
def isABuyPoint(pricesData, macd, signalLine, t):
i = macd.index.get_loc(t)
if (i >= 2 and macd.ix[i] > signalLine.ix[i]
and macd.ix[i - 1] > signalLine.ix[i - 1]
and isAnUpCrossingPoint(macd, signalLine, macd.index[i - 2]) and
(macd.ix[i] - signalLine.ix[i]) / float(pricesData.ix[i]) >= 0.005):
return True
else:
return False
def isABuyPoint(macd,modifiedSignalLineWithK , t):
i = macd.index.get_loc(t)
if (i >=2 and
macd.ix[i] > modifiedSignalLineWithK.ix[i] and
macd.ix[i-1] > modifiedSignalLineWithK.ix[i-1] and
isAnUpCrossingPoint(macd, modifiedSignalLineWithK, macd.index[i-2])):
return True
else:
return False
def isABuyPoint(macd, modifiedSignalLineWithK, t):
i = macd.index.get_loc(t)
if (i >= 2 and macd.ix[i] > modifiedSignalLineWithK.ix[i]
and macd.ix[i - 1] > modifiedSignalLineWithK.ix[i - 1]
and isAnUpCrossingPoint(macd, modifiedSignalLineWithK,
macd.index[i - 2])):
return True
else:
return False
def getAvailablyMinimumPointsInAPeriod(macd, signalLine, period):
avialablyMinimumPoints = pd.Series('', index=period)
for t in period:
if isAnUpCrossingPoint(macd, signalLine, t):
avialablyMinimumPoints[t] = macd[period[0]:t].idxmin()
break
avialablyMinimumPoints[t] = macd[period[0]:t].idxmin()
return avialablyMinimumPoints
def isABuyPoint(pricesData, macd, modifiedSignalLineWithK, t):
i = macd.index.get_loc(t)
if (i >=2 and
macd.ix[i] > modifiedSignalLineWithK.ix[i] and
macd.ix[i-1] > modifiedSignalLineWithK.ix[i-1] and
isAnUpCrossingPoint(macd, modifiedSignalLineWithK, macd.index[i-2]) and
(macd.ix[i] - modifiedSignalLineWithK.ix[i])/float(pricesData.ix[i]) >= 0.005):
return True
else:
return False
def getAvailablyMinimumPointsInAPeriod(macd, signalLine, period):
avialablyMinimumPoints = pd.Series('', index=period)
for t in period:
if isAnUpCrossingPoint(macd, signalLine, t):
avialablyMinimumPoints[t] = macd[period[0]:t].idxmin()
break
avialablyMinimumPoints[t] = macd[period[0]:t].idxmin()
return avialablyMinimumPoints
def getAvailablyMaximumPointsInAPeriod(macd, signalLine, period):
avialablyMaximumPoints = pd.Series('', index=period)
upCrossingPoint = None
for t in period:
if upCrossingPoint is None and isAnUpCrossingPoint(macd, signalLine, t):
upCrossingPoint = t
if upCrossingPoint is not None:
avialablyMaximumPoints[t] = macd[upCrossingPoint:t].idxmax()
return avialablyMaximumPoints
def getAvailablyMaximumPointsInAPeriod(macd, signalLine, period):
avialablyMaximumPoints = pd.Series('', index=period)
upCrossingPoint = None
for t in period:
if upCrossingPoint is None and isAnUpCrossingPoint(
macd, signalLine, t):
upCrossingPoint = t
if upCrossingPoint is not None:
avialablyMaximumPoints[t] = macd[upCrossingPoint:t].idxmax()
return avialablyMaximumPoints
def getMinimumCertainties(macd, signalLine, period):
avmin = getAvailablyMinimumPointsInAPeriod(macd, signalLine, period)
minimumCertainties = pd.Series('', index=period)
for t in period:
if isAnUpCrossingPoint(macd, signalLine, t):
minimumCertainties[t] = 1
break
hCurrent = macd[t] - signalLine[t]
hMinimum = macd[avmin[t]] - signalLine[avmin[t]]
minimumCertainties[t] = 1 - (hCurrent/float(hMinimum)) if hMinimum != 0 else 1
return minimumCertainties
def getMinimumCertainties(macd, signalLine, period):
avmin = getAvailablyMinimumPointsInAPeriod(macd, signalLine, period)
minimumCertainties = pd.Series('', index=period)
for t in period:
if isAnUpCrossingPoint(macd, signalLine, t):
minimumCertainties[t] = 1
break
hCurrent = macd[t] - signalLine[t]
hMinimum = macd[avmin[t]] - signalLine[avmin[t]]
minimumCertainties[t] = 1 - (hCurrent /
float(hMinimum)) if hMinimum != 0 else 1
return minimumCertainties
def getMaximumCertainties(macd, signalLine, period):
avmax = getAvailablyMaximumPointsInAPeriod(macd, signalLine, period)
maximumCertainties = pd.Series('', index=period)
upCrossingPoint = None
for t in period:
if t == period[-1]:
maximumCertainties[t] = 1
break
if upCrossingPoint is None and isAnUpCrossingPoint(macd, signalLine, t):
upCrossingPoint = t
if upCrossingPoint is not None:
hCurrent = macd[t] - signalLine[t]
hMaximum = macd[avmax[t]] - signalLine[avmax[t]]
maximumCertainties[t] = 1 - (hCurrent/float(hMaximum)) if hMaximum != 0 else 1
return maximumCertainties
def getMaximumCertainties(macd, signalLine, period):
avmax = getAvailablyMaximumPointsInAPeriod(macd, signalLine, period)
maximumCertainties = pd.Series('', index=period)
upCrossingPoint = None
for t in period:
if t == period[-1]:
maximumCertainties[t] = 1
break
if upCrossingPoint is None and isAnUpCrossingPoint(
macd, signalLine, t):
upCrossingPoint = t
if upCrossingPoint is not None:
hCurrent = macd[t] - signalLine[t]
hMaximum = macd[avmax[t]] - signalLine[avmax[t]]
maximumCertainties[t] = 1 - (
hCurrent / float(hMaximum)) if hMaximum != 0 else 1
return maximumCertainties
def getModifiedSignalLine(macd, signalLine, K):
periods = getTradingPeriods(macd, signalLine)
modifiedSignalLine = pd.Series(float('nan'), index=signalLine.index)
for period in periods:
avmin = getAvailablyMinimumPointsInAPeriod(macd, signalLine, period)
avmax = getAvailablyMaximumPointsInAPeriod(macd, signalLine, period)
dmin = getMinimumCertainties(macd, signalLine, period)
dmax = getMaximumCertainties(macd, signalLine, period)
upCrossingPoint = None
for t in period:
if upCrossingPoint is None and isAnUpCrossingPoint(macd, signalLine, t):
upCrossingPoint = t
if upCrossingPoint is None:
hMinimum = macd[avmin[t]] - signalLine[avmin[t]]
modifiedSignalLine[t] = signalLine[t] + hMinimum*(dmin[t]**K)
elif t == period[-1]:
modifiedSignalLine[t] = signalLine[t]
else:
hMaximum = macd[avmax[t]] - signalLine[avmax[t]]
modifiedSignalLine[t] = signalLine[t] + hMaximum*(dmax[t]**K)
return modifiedSignalLine
def isABuyPoint(macd, signalLine, t):
if isAnUpCrossingPoint(macd, signalLine, t):
return True
else:
return False
def isABuyPoint(macd,modifiedSignalLineWithK, t):
if isAnUpCrossingPoint(macd, modifiedSignalLineWithK, t):
return True
else:
return False
def isABuyPoint(macd, signalLine, t):
if isAnUpCrossingPoint(macd, signalLine, t):
return True
else:
return False
def isABuyPoint(macd, modifiedSignalLineWithK, t):
if isAnUpCrossingPoint(macd, modifiedSignalLineWithK, t):
return True
else:
return False
