def rsi_reentry_test(symbol, timeframe, length, start_balance=0.0):
# setup database to store results
db = DBHelper()
db.setup()
test_data = get_rsi_and_price(symbol, timeframe, length)
initial_rsi_value = test_data[next(iter(test_data))][0]
if initial_rsi_value < 30:
under30 = True
over70 = False
elif initial_rsi_value > 70:
under30 = False
over70 = True
else:
under30 = False
over70 = False
in_trade = False
usd_balance = float(start_balance)
crypto_balance = 0.0
for date in test_data:
rsi_value = test_data[date][0]
price = test_data[date][1]
if rsi_value < 30 and under30 == False:
under30 = True
if rsi_value > 30 and under30 == True:
under30 = False
if in_trade == False:
# BUY ORDER CODE HERE
in_trade = True
crypto_balance = usd_balance / price
usd_balance = 0
db.add_trade((date, "buy", price, crypto_balance, usd_balance))
if rsi_value > 70 and over70 == False:
over70 = True
if rsi_value < 70 and over70 == True:
over70 = False
if in_trade == True:
# SELL ORDER CODE HERE
in_trade = False
usd_balance = price * crypto_balance
crypto_balance = 0
db.add_trade(
(date, "sell", price, crypto_balance, usd_balance))
def rsi_test(symbol,
timeframe,
length,
buy_value,
sell_value,
start_balance=0.0):
# setup database to store results
db = DBHelper()
db.setup()
test_data = get_rsi_and_price(symbol, timeframe, length)
usd_balance = float(start_balance)
crypto_balance = 0.0
in_trade = False
for date in test_data:
rsi_value = test_data[date][0]
price = test_data[date][1]
if rsi_value >= sell_value and in_trade:
in_trade = False
usd_balance = price * crypto_balance
crypto_balance = 0
db.add_trade((date, "sell", price, crypto_balance, usd_balance))
if rsi_value <= buy_value and not in_trade:
in_trade = True
crypto_balance = usd_balance / price
usd_balance = 0
db.add_trade((date, "buy", price, crypto_balance, usd_balance))
if crypto_balance > 0.00:
return crypto_balance * 9750.50
return usd_balance
