def findopenPrice(self, candlesUpToCurrent, currentCandle, position):
if position == 'long':
saveIndex = -1
h = -1
for i in range(-25, 0):
if h < candlesUpToCurrent[i].high:
h = candlesUpToCurrent[i].high
saveIndex = i
backTest.addHorizontalLine(self.backtest,
candlesUpToCurrent[saveIndex].datetime,
"Simple Horizontal Above",
pipOffset=3)
return h + 0.0003
if position == 'short':
saveIndex = -1
l = 100000000
for i in range(-25, 0):
if l > candlesUpToCurrent[i].low:
l = candlesUpToCurrent[i].low
saveIndex = i
backTest.addHorizontalLine(self.backtest,
candlesUpToCurrent[saveIndex].datetime,
"Simple Horizontal Below",
pipOffset=3)
return l - 0.0003
def findopenPrice(self, candlesUpToCurrent, currentCandle, position):
if position == 'long':
op = currentCandle.close + currentCandle.indicators['ATR(14)'] * 1.5
backTest.addHorizontalLine(self.backtest,
currentCandle.datetime,
"Horizontal At Price",
price=op)
return op
if position == 'short':
op = currentCandle.close - currentCandle.indicators['ATR(14)'] * 1.5
backTest.addHorizontalLine(self.backtest,
currentCandle.datetime,
"Horizontal At Price",
price=op)
return op
def setup(self, currentCandle, candlesUpToCurrent, position):
print('================================================================================')
self.risk = (currentCandle.indicators['ATR(14)'] * 1.5)
if position == 'long':
self.sl = currentCandle.close - self.risk
backTest.addHorizontalLine(self.backtest, currentCandle.datetime, "Horizontal At Price", price=self.sl)
self.breakEven = currentCandle.close + self.risk
self.openPrice = currentCandle.close
backTest.addHorizontalLine(self.backtest, currentCandle.datetime, "Horizontal At Price", price=self.breakEven)
backTest.addMarker(self.backtest, currentCandle.datetime, "Simple Mark Above", "magenta", text=f"BE{round(self.breakEven,6)}\nSl{round(self.sl,6)}")
elif position == 'short':
self.sl = currentCandle.close + self.risk
backTest.addHorizontalLine(self.backtest, currentCandle.datetime, "Horizontal At Price", price=self.sl)
self.breakEven = currentCandle.close - self.risk
self.openPrice = currentCandle.close
backTest.addHorizontalLine(self.backtest, currentCandle.datetime, "Horizontal At Price", price=self.breakEven)
backTest.addMarker(self.backtest, currentCandle.datetime, "Simple Mark Above", "magenta", text=f"BE{round(self.breakEven, 6)}\nSl{round(self.sl, 6)}")
def run(self, currentCandle, candlesUpToCurrent):
from HistoryAnalysis import backTest
time = currentCandle.datetime.split(':')
hour = int(time[0][-2:])
min = int(time[1])
if hour == 8 and min >= 0 and self.flag:
self.flag = False
backTest.addMarker(self.backtest,
currentCandle.datetime,
"Simple Mark Above",
color="Yellow")
backTest.addHorizontalLine(self.backtest,
currentCandle.datetime,
"Horizontal At Price",
price=self.hi)
backTest.addHorizontalLine(self.backtest,
currentCandle.datetime,
"Horizontal At Price",
price=self.lo)
self.wasRanging = self.calculateTrendingIndex(self.rangingCandles)
self.reset = True
# Sleeping
if 0 <= hour < 3:
backTest.addMarker(self.backtest,
currentCandle.datetime,
"Simple Mark Above",
color="White")
self.updateHiLo(currentCandle)
self.rangingCandles.append(currentCandle)
# London
elif 3 <= hour < 8:
backTest.addMarker(self.backtest,
currentCandle.datetime,
"Simple Mark Above",
color="Green")
#return self.openPos(currentCandle)
self.updateHiLo(currentCandle)
self.rangingCandles.append(currentCandle)
# Overlap
elif 8 <= hour < 12:
backTest.addMarker(self.backtest,
currentCandle.datetime,
"Simple Mark Above",
color="Brown")
return self.openPos(currentCandle)
# United States
elif 12 <= hour < 17:
backTest.addMarker(self.backtest,
currentCandle.datetime,
"Simple Mark Above",
color="Red")
#return self.openPos(currentCandle)
#self.updateHiLo(currentCandle)
# Sleeping
elif 17 <= hour:
backTest.addMarker(self.backtest,
currentCandle.datetime,
"Simple Mark Above",
color="White")
self.updateHiLo(currentCandle)
self.rangingCandles.append(currentCandle)
else:
print("INVALID CANDLE")
# Reset Flag
if hour >= 17:
self.flag = True
def run(self, currentCandle, candlesUpToCurrent, position):
# STATE 1
if position == 'long' and self.state == 'Part1':
if currentCandle.high >= self.breakEven:
self.moneyInTrade = self.getMoneyToRisk()
self.updateMoney(self.breakEven, position, self.moneyInTrade, self.openPrice, self.state, currentCandle)
self.state = 'Part1'
self.sl = self.openPrice + 0.0001
self.openPrice = self.breakEven
self.tp = self.openPrice + (2*self.risk)
backTest.addHorizontalLine(self.backtest, currentCandle.datetime, "Horizontal At Price", price=self.tp)
backTest.addHorizontalLine(self.backtest, currentCandle.datetime, "Horizontal At Price", price=self.sl)
return True
elif currentCandle.low <= self.sl:
self.moneyInTrade = self.getMoneyToRisk()
self.updateMoney(self.sl, position, self.moneyInTrade, self.openPrice, self.state, currentCandle)
return True
elif position == 'short' and self.state == 'Part1':
if currentCandle.low <= self.breakEven:
self.moneyInTrade = self.getMoneyToRisk()
self.updateMoney(self.breakEven, position, self.moneyInTrade, self.openPrice, self.state, currentCandle)
self.state = 'Part1'
self.sl = self.openPrice - 0.0001
self.openPrice = self.breakEven
self.tp = self.openPrice - (2*self.risk)
backTest.addHorizontalLine(self.backtest, currentCandle.datetime, "Horizontal At Price", price=self.tp)
backTest.addHorizontalLine(self.backtest, currentCandle.datetime, "Horizontal At Price", price=self.sl)
return True
elif currentCandle.high >= self.sl:
self.moneyInTrade = self.getMoneyToRisk()
self.updateMoney(self.sl, position, self.moneyInTrade, self.openPrice, self.state, currentCandle)
return True
# STATE 2
if position == 'long' and self.state == 'Part2':
if currentCandle.high >= self.tp:
self.updateMoney(self.tp, position, self.moneyInTrade/2, self.openPrice, self.state, currentCandle, fee=False)
self.state = 'Part1'
return True
elif currentCandle.low <= self.sl:
self.updateMoney(self.sl, position, self.moneyInTrade/2, self.openPrice, self.state, currentCandle, fee=False)
self.state = 'Part1'
return True
elif position == 'short' and self.state == 'Part2':
if currentCandle.low <= self.tp:
self.updateMoney(self.tp, position, self.moneyInTrade/2, self.openPrice, self.state, currentCandle, fee=False)
self.state = 'Part1'
return True
elif currentCandle.high >= self.sl:
self.updateMoney(self.sl, position, self.moneyInTrade/2, self.openPrice, self.state, currentCandle, fee=False)
self.state = 'Part1'
return True