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.l.adx = btind.AverageDirectionalMovementIndex(self.data0)
self.l.adxma = btind.SMA(self.l.adx(0), period=2)
self.crossup_condition = btind.crossover.CrossUp(
self.l.adx(0), self.l.adxma(0))
self.hi = []
self.lo = []
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]['pdimdiCH'] = PDIMDIHL.PDIMDIHL(d, subplot=False)
self.inds[d]['pdi'] = self.inds[d]['pdimdiCH'].l.pdi
self.inds[d]['mdi'] = self.inds[d]['pdimdiCH'].l.mdi
self.inds[d]['adx'] = btind.AverageDirectionalMovementIndex(
d, subplot=False)
self.inds[d]['adxma'] = btind.SMA(self.inds[d]['adx'].l.adx,
period=2,
subplot=False)
self.inds[d]['LLPCH'] = hhpc.PC(d, subplot=False)
self.inds[d]['llpc'] = self.inds[d]['LLPCH'].l.llpc
self.inds[d]['PC'] = pchannel.priceChannel(d, subplot=False)
self.inds[d]['pch'] = self.inds[d]['PC'].l.pch
self.inds[d]['order'] = None
self.inds[d]['eligible'] = False
self.inds[d]['counter'] = 0
self.inds[d]['tradeno'] = 0
self.inds[d]['is_last'] = False
self.bar_counter = 0
def __init__(self):
self.l.pdi = btind.PlusDirectionalIndicator(self.data0, period=14)
self.l.mdi = btind.MinusDirectionalIndicator(self.data0, period=14)
self.l.adx = btind.AverageDirectionalMovementIndex(self.data0,
period=14)
self.l.adxma = btind.SMA(self.l.adx, period=2)
self.adx_condition = btind.crossover.CrossUp(self.adx(0),
self.adxma(0))
def __init__(self):
super(CrossOver2, self).__init__()
self.log('======CrossOver2 init=======', isprint=True)
# self.log('======Crossover3 init=======', isprint=True)
sma_fast = bt.indicators.MovAv.SMA(period=self.p.fast)
sma_slow = bt.indicators.MovAv.SMA(period=self.p.slow)
self.adx = btind.AverageDirectionalMovementIndex(period=18)
self.name = 'CrossOver2'
# btind.BollingerBands()
# btind.AverageDirectionalMovementIndex(period=9)
self.buysig = btind.CrossOver(sma_fast, sma_slow)
def __init__(self):
self.sma = []
self.adx = []
self.volszo = []
self.logfile = open('log.txt', 'w')
for d in self.datas:
d.adx = btind.AverageDirectionalMovementIndex(
d, period=self.p.adxperiod)
d.volszo = VolSZO(d,
szolength=self.p.szolength,
sumlength=self.p.sumlength,
signal_percent=self.p.signal_percent)
def __init__(self):
super().__init__()
self.ma = btind.MovingAverageSimple(self.datas[0], period = self.params.ma)
self.ma1 = btind.MovingAverageSimple(self.datas[0], period = self.params.ma1)
self.ma2 = btind.MovingAverageSimple(self.datas[0], period = self.params.ma2)
self.atr = btind.AverageTrueRange(self.datas[0])
self.kst = btind.KnowSureThing(self.datas[0])
self.macd = btind.MACD(self.datas[0])
self.trix = btind.TrixSignal(self.datas[0])
self.ao = btind.AwesomeOscillator(self.datas[0])
self.tsi = btind.TrueStrengthIndicator(self.datas[0])
self.psar = btind.ParabolicSAR(self.datas[0])
self.adx = btind.AverageDirectionalMovementIndex(self.datas[0])
self.dpo = btind.DetrendedPriceOscillator(self.datas[0])
self.rsi = btind.RSI(self.datas[0])
self.accdec = btind.AccelerationDecelerationOscillator(self.datas[0])
self.bbands = btind.BollingerBands(self.datas[0])
self.cci = btind.CommodityChannelIndex(self.datas[0])
self.pgood = btind.PrettyGoodOscillator(self.datas[0])
self.williamsr = btind.WilliamsR(self.datas[0])
self.uo = btind.UltimateOscillator(self.datas[0])
self.stoch = btind.Stochastic(self.datas[0])
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]['hbbCH'] = RBBBHL.RBBHL(d, subplot=False)
self.inds[d]['hbb'] = self.inds[d]['hbbCH'].l.hbb
self.inds[d]['pdi'] = self.inds[d]['hbbCH'].l.pdi
self.inds[d]['mdi'] = self.inds[d]['hbbCH'].l.mdi
self.inds[d]['adx'] = btind.AverageDirectionalMovementIndex(
d, subplot=False)
self.inds[d]['adxma'] = btind.SMA(self.inds[d]['adx'].l.adx,
period=2,
subplot=False)
self.inds[d]['crossDownadx'] = btind.crossover.CrossDown(
self.inds[d]['adx'], self.inds[d]['adxma'])
self.inds[d]['adxcrossUp'] = btind.crossover.CrossUp(
self.inds[d]['adx'], self.inds[d]['adxma'])
self.inds[d]['order'] = None
self.inds[d]['eligible'] = False
self.inds[d]['counter'] = 0
self.inds[d]['tradeno'] = 0
self.inds[d]['is_last'] = False
self.inds[d]['buy_condition'] = False
self.bar_counter = 0
def __init__(self):
sma_fast = self.p._movav(period=self.p.fast)
sma_slow = self.p._movav(period=self.p.slow)
self.adx = btind.AverageDirectionalMovementIndex(period=self.p.slow)
self.buysig = btind.CrossOver(sma_fast, sma_slow)