class RSIExitManager(ExitManager):
""" Exit on a target RSI value.
Handles long and short
"""
def __init__(self, settings):
ExitManager.__init__(self)
self.period = settings.getint("RSIExitManager", "period")
self.longExit = settings.getfloat("RSIExitManager", "longExit")
self.shortExit = settings.getfloat("RSIExitManager", "shortExit")
self.close = AdjustedClose()
self.rsi = RSI(metric=self.close, period=self.period)
def handle(self, perioddata):
ExitManager.handle(self, perioddata)
self.close.handle(perioddata)
self.rsi.handle(perioddata)
def checkTrade(self, trade):
if trade is not None and self.rsi.ready() and trade.is_open() \
and ((trade.is_long() and self.rsi.value() >= self.longExit) or
(trade.is_short() and self.rsi.value() <= self.shortExit)):
trade.close(self.perioddata.date, self.perioddata.adjustedClose)
return trade
def recommendedPreload(self):
return self.period + 3
def __init__(self, settings):
ExitManager.__init__(self)
self.period = settings.getint("RSIExitManager", "period")
self.longExit = settings.getfloat("RSIExitManager", "longExit")
self.shortExit = settings.getfloat("RSIExitManager", "shortExit")
self.close = AdjustedClose()
self.rsi = RSI(metric=self.close, period=self.period)
def testRSI(self):
rsi = RSI(14)
for close in [
44.34, 44.09, 44.15, 43.61, 44.33, 44.83, 45.10, 45.42, 45.84,
46.08, 45.89, 46.03, 45.61, 46.28, 46.28, 46, 46.03, 46.41,
46.22
]:
rsi.handle(self._fakePeriodData(close))
self.assertTrue(rsi.ready())
self.assertTrue(rsi.value() < 67 and rsi.value() > 65)
def testRSI(self):
rsi = RSI(14)
for close in [44.34, 44.09, 44.15, 43.61, 44.33, 44.83, 45.10, 45.42, 45.84, 46.08, 45.89, 46.03, 45.61, 46.28, 46.28, 46, 46.03, 46.41, 46.22]:
rsi.handle(self._fakePeriodData(close))
self.assertTrue(rsi.ready())
self.assertTrue(rsi.value() < 67 and rsi.value() > 65)
