def __init__(self): self.pricech = pchannel.priceChannel(self.data0, subplot=False) self.pcl = self.pricech.pcl self.pc50 = pchannel.priceChannel(self.data0, period=50, subplot=False) self.pch50 = self.pc50.pch self.hhpcch = hhpc.PC(self.data0, subplot=False) self.hhpc = self.hhpcch.hhpc self.order = None self.bar_counter = 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]['newHighCH'] = NEW_HIGH.newHigh(d, subplot=False) self.inds[d]['newHigh'] = self.inds[d]['newHighCH'].newHigh self.inds[d]['pchannel'] = pchannel.priceChannel(d, subplot=False) self.inds[d]['pcl'] = self.inds[d]['pchannel'].l.pcl self.inds[d]['buy_order'] = None self.inds[d]['sell_order'] = None self.inds[d]['tradeNo'] = 0 self.inds[d]['counter'] = 0 self.inds[d]['eligible'] = False self.inds[d]['hi'], self.inds[d]['lo'] = d.high, d.low self.bar_counter = 0 self.highest_lowest = []
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]['hhpcCH'] = hhpc.PC(d,subplot=False) self.inds[d]['llpc'] = self.inds[d]['hhpcCH'].l.llpc self.inds[d]['priceCH'] = pchannel.priceChannel(d,subplot=False) self.inds[d]['pcl'] = self.inds[d]['priceCH'].l.pcl self.inds[d]['csma200'] = btind.SMA(d.close,period=200) self.inds[d]['order'] = None self.inds[d]['tradeNo'] = 0 self.inds[d]['counter'] = 0 self.inds[d]['eligible'] = False self.bar_counter = 0 self.highest_lowest = [] hi, lo = self.data.high, self.data.low
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.inds = dict() for d in self.datas: if d._name == self.p.benchmark_name: continue self.inds[d] = dict() self.inds[d]['RBBBHL'] = RBBBHL.RBBHL(d, subplot=False) self.inds[d]['hbb'] = self.inds[d]['RBBBHL'].l.hbb self.inds[d]['pdi'] = self.inds[d]['RBBBHL'].l.pdi self.inds[d]['mdi'] = self.inds[d]['RBBBHL'].l.mdi self.inds[d]['adx'] = self.inds[d]['RBBBHL'].l.adx self.inds[d]['adxma'] = self.inds[d]['RBBBHL'].l.adxma self.inds[d]['adx_condition'] = btind.crossover.CrossUp( self.inds[d]['adx'], self.inds[d]['adxma']) self.inds[d]['pcl'] = pchannel.priceChannel(d, subplot=False).l.pcl self.inds[d]['buy_condition'] = False self.inds[d]['order'] = None self.bar_counter = 0
def __init__(self): # Initialize & assign Indicators here self.pc = pchannel.priceChannel(self.data, period=5, lookback=-1, subplot=False) self.order = None
def __init__(self): self.pricechannel = pchannel.priceChannel(self.data,period=5,subplot=True) self.pch = self.pricechannel.pch self.pcl = self.pricechannel.pcl self.hhpcCurrent = 0.0 self.llpcCurrent = 0.0 self.highDone = False self.first = True
def __init__(self): self.l.ma = SMA(self.data, period=self.p.period) self.transition = 0 self.first_start = True self.highCond = CrossDown(self.data.close, self.l.ma) self.lowCond = CrossUp(self.data.close, self.l.ma) self.priceCH = pchannel.priceChannel(self.data, subplot=True) self.pch = self.priceCH.pch self.pcl = self.priceCH.pcl
def __init__(self): self.dclose = self.datas[0].close self.ma50 = SMA(self.data0.close, period=self.p.period1, subplot=False) self.ma200 = SMA(self.data0.close, period=self.p.period2, subplot=False) self.price_channel = pchannel.priceChannel(self.data0, subplot=False) self.pch5 = self.price_channel.pch self.price_channels = hhpc.PC(self.data0, subplot=False) self.llpc = self.price_channels.llpc self.order = None self.bar_counter = 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]['pricech'] = pchannel.priceChannel(d, subplot=False) self.inds[d]['pcl'] = self.inds[d]['pricech'].pcl self.inds[d]['pc50'] = pchannel.priceChannel(d, period=50, subplot=False) self.inds[d]['pch50'] = self.inds[d]['pc50'].pch self.inds[d]['hhpcch'] = hhpc.PC(d, subplot=False) self.inds[d]['hhpc'] = self.inds[d]['hhpcch'].hhpc self.inds[d]['order'] = None self.bar_counter = 0
def __init__(self): self.pchannel = pchannel.priceChannel(self.data0, period=self.p.period, subplot=False) self.lines.pch = self.pchannel.lines.pch self.l.pcl = self.pchannel.l.pcl self.pchu_condition = btind.crossover.CrossUp(self.data0.high, self.l.pch) self.pcld_condition = btind.crossover.CrossDown( self.data0.low, self.l.pcl) self.first = True self.first_pchu = True self.first_pcld = True
def __init__(self): hi, lo = self.data.high, self.data.low if self.params.lookback: hi.lo = hi(self.params.lookback), lo(self.params.lookback) # Price Channels self.pchannel = pchannel.priceChannel(self.data0, period=self.params.period, subplot=False) self.lines.pch = self.pchannel.lines.pch self.lines.pcl = self.pchannel.lines.pcl self.hhllpc = hhpc.PC(self.data0, period=5, subplot=False) self.lines.hhpc = self.hhllpc.lines.hhpc self.lines.llpc = self.hhllpc.lines.llpc # Conditions Low < PCL and High > PCH # Can you please check which condition is correct? # CONDITION 1 - Checks crossover with the price channel of previous bar # (This is how Harsh Bhaiya checks in HHPC) # self.hhhpc_condition = crossover.CrossDown(self.data.low, self.pcl(-1)) # self.lllpc_condition = crossover.CrossUp(self.data.high, self.pch(-1)) # Condition 2 - Checks crossover with the price channel of current bar self.hhhpc_condition = crossover.CrossDown(self.data.low, self.lines.llpc) self.lllpc_condition = crossover.CrossUp(self.data.high, self.lines.hhpc) # Checking candles where High >= HHPC, Low <= LLPC self.overhhpc = Cmp(self.data0.high, self.lines.hhpc) self.underllpc = Cmp(self.lines.llpc, self.data0.low) # Miscellenaous Variables self.start = True self.hstart = 0 # Start of range of HHHPC. Changes when HHHPC condition met. self.lstart = 0 # For LLLPC self.hfirst = True # 1st time condition met for HHHPC. Different behaviour self.lfirst = True # For LLLPC # Useless transfer variables because I can't figure out # how to assign "Highest" to HHHPC[0] and same for LLLPC self.temph = Highest(hi, period=self.params.period, subplot=False) self.templ = Lowest(lo, period=self.params.period, subplot=False)
def __init__(self): self.benchmark = self.getdatabyname(self.p.benchmark_name) self.inds = dict() for d in self.datas: if d._name == self.p.benchmark_name: continue self.inds[d] = dict() self.inds[d]['rsc_ind'] = RSC.rsc(d, self.benchmark, subplot=False) self.inds[d]['rsc'] = self.inds[d]['rsc_ind'].rsc self.inds[d]['rscma'] = btind.SMA(self.inds[d]['rsc'], period=10, subplot=False) self.inds[d]['priceCH'] = pchannel.priceChannel(d, subplot=False) self.inds[d]['pcl'] = self.inds[d]['priceCH'].l.pcl self.inds[d]['order'] = None self.bar_counter = 0
def __init__(self): self.benchmark = self.getdatabyname(self.p.benchmark_name) self.inds = dict() for d in self.datas: if d._name == self.p.benchmark_name: continue self.inds[d] = dict() self.inds[d]['rsc'] = RSC.rsc(d,self.benchmark) self.inds[d]['rscma'] = bt.ind.SMA(self.inds[d]['rsc'],period=10) self.inds[d]['pc'] = hhpc.PC(d,subplot=False) self.inds[d]['hhpc'] = self.inds[d]['pc'].l.hhpc self.inds[d]['pcl'] = pchannel.priceChannel(d,subplot=False).l.pcl self.inds[d]['adx'] = bt.ind.AverageDirectionalMovementIndex(d) self.inds[d]['adxma'] = bt.ind.SMA(self.inds[d]['adx'], period=2) self.inds[d]['order'] = None self.bar_counter = 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]['dclose'] = self.datas[0].close self.inds[d]['ma50'] = SMA(d.close, period=self.p.period1, subplot=False) self.inds[d]['ma200'] = SMA(d.close, period=self.p.period2, subplot=False) self.inds[d]['price_channel'] = pchannel.priceChannel( d, subplot=False) self.inds[d]['pch5'] = self.inds[d]['price_channel'].pch self.inds[d]['price_channels'] = hhpc.PC(d, subplot=False) self.inds[d]['llpc'] = self.inds[d]['price_channels'].llpc self.inds[d]['order'] = None self.bar_counter = 0