def next(self):
prices = self.data.Close
opens = self.data.Open
volumes = self.data.Volume
if len(self.data.Volume) > 5:
last_price = prices[-1]
# price is increased
if last_price > self.trailing_price:
self.trailing_price = last_price
if self.buy_price == 0 and Ticker.isFollowTrendingV2(
prices, volumes, opens[-1], 2.5):
self.buy_price = last_price
self.buy()
if self.buy_price != 0:
# print(self.buy_price * (1 - STOPLOSS))
# print(last_price)
# print(self.trailing_price * (1 - STOPLOSS))
# print('------------------------')
if TakeProfit.takeProfit(
15, last_price,
self.buy_price) or last_price < self.buy_price * (
1 - STOPLOSS
) or last_price < self.trailing_price * (1 - STOPLOSS):
print(self.data.Date[-1])
self.position.close()
self.buy_price = 0
self.trailing_price = 0
def next(self):
prices = self.data.Close
opens = self.data.Open
volumes = self.data.Volume
if len(self.data.Volume) > 5:
last_price = prices[-1]
if self.buy_price == 0 and Ticker.isFollowTrendingV2(
prices, volumes, opens[-1], 2.5):
self.buy_price = last_price
self.buy()
if self.buy_price != 0 and (TakeProfit.takeProfit(
5, last_price, self.buy_price)
or CutLoss.shouldCutLossByPercent(
8, last_price, self.buy_price)):
self.position.close()
self.buy_price = 0
def next(self):
prices = self.data.Close
opens = self.data.Open
volumes = self.data.Volume
lows = pd.DataFrame(data=self.data.Low).Low
highs = pd.DataFrame(data=self.data.High).High
if len(prices) > 23:
last_price = prices[-1]
atr_22 = _sr.getATR(22, highs, lows)
if self.buy_price == 0 and Ticker.isFollowTrendingV2(
prices, volumes, opens[-1], 2.5):
self.buy_price = last_price
self.buy()
if self.buy_price != 0 and (
(_sr.takeProfitByPercent(5, last_price, self.buy_price)
and opens[-1] < prices[-1]
and abs(highs.iloc[-1] - lows.iloc[-1]) > 2 * atr_22) or
_sr.shouldCutLossByPercent(8, last_price, self.buy_price)):
# if self.buy_price != 0 and ((_sr.takeProfitByPercent(5, last_price, self.buy_price) and abs(highs.iloc[-1] - lows.iloc[-1]) > 2*atr_22 ) or _sr.shouldCutLossByPercent(8, last_price, self.buy_price)):
self.position.close()
self.buy_price = 0
def next(self):
prices = self.data.Close
opens = self.data.Open
volumes = self.data.Volume
# self._index = self._index + 1
# print("----------"+str(self._index)+"--------")
if len(self.data.Volume) > 5:
last_5_volumes = volumes[-5::]
last_3_prices = prices[-3::]
# min_volume = min(last_5_volumes)
max_volume = max(last_5_volumes)
last_volume = last_5_volumes[-1]
mean_f = np.mean(volumes[-5:-2])
last_open_price = opens[-1]
last_price = prices[-1]
if self.buy_price == 0 and Ticker.isFollowTrendingV2(prices, volumes, opens[-1], 2.5):
self.buy_price = last_price
self.buy()
if self.buy_price != 0 and (TakeProfit.takeProfit(5, last_price, self.buy_price) or CutLoss.shouldCutLossByPercent(8,last_price,self.buy_price)):
self.position.close()
self.buy_price = 0