def __init__(self):
self.inds = dict()
for d in self.datas:
if d._name == self.p.benchmark_name:
continue
self.inds[d] = dict()
self.inds[d]['csma200'] = btind.SMA(d.close, period=200)
self.inds[d]['dmi'] = dmi_inds.BCH(d, subplot=False)
self.inds[d]['bbh'] = self.inds[d]['dmi'].bbh
self.inds[d]['adx'] = btind.AverageDirectionalMovementIndex(
d, period=14, subplot=False)
self.inds[d]['adxma'] = btind.SMA(self.inds[d]['adx'], period=2)
self.inds[d]['rbbhl'] = RBBBHL.RBBHL(d, subplot=False)
self.inds[d]['hbb'] = self.inds[d]['rbbhl'].hbb
self.inds[d]['order'] = None
self.inds[d]['sellStop'] = None
self.inds[d]['onceTrue'] = False
self.inds[d]['sell_condition'] = btind.crossover.CrossDown(
self.inds[d]['adx'], self.inds[d]['adxma'])
self.inds[d]['bar_counter'] = 0
def __init__(self):
self.benchmark = self.getdatabyname(self.p.benchmark_name)
# Initialize & assign Indicators here
self.rscupdown = rscu.rscu(self.data0, self.benchmark, subplot=False)
self.rscch = rscch.RSCCH(self.data0, self.benchmark, subplot=False)
self.price_channels = hhpc.PC(self.data0, subplot=False)
self.bch = dmi_inds.BCH(self.data0, period=14, subplot=False)
self.dmich = dmi_inds.DMICH(self.data0, subplot=False)
self.pdih = self.dmich.pdih
self.mdil = self.dmich.mdil
self.bbh = self.bch.bbh
self.rbl = self.bch.rbl
self.hhpc = self.price_channels.hhpc
self.llpc = self.price_channels.llpc
self.rschc = self.rscch.rsh
self.rsclc = self.rscch.rsl
self.hrscu = self.rscupdown.hrscu
self.lrscu = self.rscupdown.lrscu
self.hrscd = self.rscupdown.hrscd
self.lrscd = self.rscupdown.lrscd
self.rsl_last_entry = None
self.order = None
def __init__(self):
'''
Create an dictionary of indicators so that we can dynamically add the
indicators to the strategy using a loop. This mean the strategy will
work with any numner of data feeds.
'''
self.benchmark = self.getdatabyname(self.p.benchmark_name)
self.inds = dict()
for i, d in enumerate(self.datas):
print('Initializing Indicators for Data :', d._name)
if d._name == self.p.benchmark_name:
continue
self.inds[d] = dict()
#Custom Indicators
self.inds[d]['dmich'] = dmi_inds.DMICH(d)
self.inds[d]['bch'] = dmi_inds.BCH(d)
self.inds[d]['rsch'] = rscch.RSCCH(d, self.benchmark)
self.inds[d]['pc'] = hhpc.PC(d)
# New Custom Indicators
self.inds[d]['RSH10'] = bt.indicators.SMA(self.inds[d]['rsch'].rsh,
period=10)
self.inds[d]['RSL10'] = bt.indicators.SMA(self.inds[d]['rsch'].rsl,
period=10)
self.inds[d]['ROC1'] = bt.indicators.ROC100(d, period=1)
#Standard Indicatora
self.inds[d]['sma_close'] = bt.indicators.SMA(d.close, period=50)
self.inds[d]['vma'] = bt.indicators.SMA(d.volume, period=200)
# self.inds[d]['RSCMA5'] = bt.indicators.SMA(self.inds[d]['rsch'].rsc,period=5)
self.inds[d]['RSCMA10'] = bt.indicators.SMA(
self.inds[d]['rsch'].rsc, period=10)
self.inds[d]['RSCMA200'] = bt.indicators.SMA(
self.inds[d]['rsch'].rsc, period=200)
self.inds[d]['PCH25'] = bt.indicators.basicops.Highest(
d.high(-1), period=25) # -1 to not include current bar
self.inds[d]['PCL25'] = bt.indicators.basicops.Lowest(d.low(-1),
period=25)
#Cross Conditions RSC
self.inds[d]['RSC CU'] = bt.indicators.crossover.CrossUp(
self.inds[d]['rsch'].rsc, self.inds[d]['RSCMA10'])
self.inds[d]['RSC CD'] = bt.indicators.crossover.CrossDown(
self.inds[d]['rsch'].rsc, self.inds[d]['RSCMA10'])
# To keep track of pending orders and buy price/commission
self.order = None
self.buyprice = None
self.buycomm = None
self.last_values = {}
self.data_value_json = {}
def __init__(self):
self.inds = dict()
for d in self.datas:
if d._name == self.p.benchmark_name:
continue
self.inds[d] = dict()
self.inds[d]['channel'] = dmi_inds.BCH(d, subplot=False)
self.inds[d]['bbh'] = self.inds[d]['channel'].bbh
self.inds[d]['rbl'] = self.inds[d]['channel'].rbl
self.inds[d]['order'] = None
self.bar_counter = 0