def Indicator():
for i in gc.Grapher.Indicators:
if isinstance(i, list):
for l in i:
hidind = getattr(hc, l)
ic = pg.Line(style=theme)
ic.title = l + ' across candles'
# Unlike prices : candles, we don't always have the same element
# count for each of our lists.
minsize = min(map(len, hidind.Graphl_list))
if minsize > gc.Grapher.MaxLookback:
minsize = gc.Grapher.MaxLookback
ic.x_labels = getxaxis()[-minsize:]
if minsize > 0:
for li in hidind.Graphl_list:
pos = hidind.Graphl_list.index(li)
ic.add(hidind.Graphn_list[pos], storage.getlist(li)[-minsize:])
ic.render_to_file(gc.Grapher.Path + '/' + l + '_chart.svg')
else:
hidind = getattr(hc, i)
ic = pg.Line(style=theme)
ic.title = i + ' across candles'
# Unlike prices : candles, we don't always have the same element
# count for each of our lists.
minsize = min(map(len, hidind.Graphl_list))
if minsize > gc.Grapher.MaxLookback:
minsize = gc.Grapher.MaxLookback
ic.x_labels = getxaxis()[-minsize:]
if minsize > 0:
for li in hidind.Graphl_list:
pos = hidind.Graphl_list.index(li)
ic.add(hidind.Graphn_list[pos], storage.getlist(li)[-minsize:])
ic.render_to_file(gc.Grapher.Path + '/' + i + '_chart.svg')
def Indicator():
for i in gc.Grapher.Indicators:
if isinstance(i, list):
for l in i:
hidind = getattr(hc, l)
ic = pg.Line(style=theme)
ic.title = l + ' across candles'
# Unlike prices : candles, we don't always have the same element
# count for each of our lists.
minsize = min(map(len, hidind.Graphl_list))
if minsize > gc.Grapher.MaxLookback:
minsize = gc.Grapher.MaxLookback
ic.x_labels = getxaxis()[-minsize:]
if minsize > 0:
for li in hidind.Graphl_list:
pos = hidind.Graphl_list.index(li)
ic.add(hidind.Graphn_list[pos],
storage.getlist(li)[-minsize:])
ic.render_to_file(gc.Grapher.Path + '/' + l + '_chart.svg')
else:
hidind = getattr(hc, i)
ic = pg.Line(style=theme)
ic.title = i + ' across candles'
# Unlike prices : candles, we don't always have the same element
# count for each of our lists.
minsize = min(map(len, hidind.Graphl_list))
if minsize > gc.Grapher.MaxLookback:
minsize = gc.Grapher.MaxLookback
ic.x_labels = getxaxis()[-minsize:]
if minsize > 0:
for li in hidind.Graphl_list:
pos = hidind.Graphl_list.index(li)
ic.add(hidind.Graphn_list[pos],
storage.getlist(li)[-minsize:])
ic.render_to_file(gc.Grapher.Path + '/' + i + '_chart.svg')
def indicator():
# We can start calculations once we have two periods
if len(ldb.price_list) >= (gc.ChandExit.Period * 2):
storage.writelist(
'ChandExit_TR_list', Helpers.TrueRange(ldb.price_list, gc.ChandExit.Period))
if len(storage.getlist('ChandExit_TR_list')) >= gc.ChandExit.Period:
try:
storage.writelist('ChandExit_ATR_list', Helpers.WMA(storage.getlist(
'ChandExit_TR_list'), storage.getlist('ChandExit_ATR_list'), gc.ChandExit.Period))
storage.writelist('ChandExit_Long_list', max(
ldb.price_list[-gc.ChandExit.Period:]) - storage.getlist('ChandExit_ATR_list')[-1] * gc.ChandExit.Multiplier)
storage.writelist('ChandExit_Short_list', min(
ldb.price_list[-gc.ChandExit.Period:]) + storage.getlist('ChandExit_ATR_list')[-1] * gc.ChandExit.Multiplier)
# For an empty sequence at low volatility or high frequency
except ValueError:
pass
# Use a hack for determining signals despite it's intended confirmation
# usage
cp = ldb.price_list[-1]
if cp < storage.getlist('ChandExit_Long_list')[-1]:
storage.writelist('ChandExit_signal_list', 1)
elif cp > storage.getlist('ChandExit_Short_list')[-1]:
storage.writelist('ChandExit_signal_list', -1)
if 'ChandExit' in gc.Trader.VerboseIndicators:
if storage.getlist('ChandExit_Short_list'):
print('ChandExit: Short:',
storage.getlist('ChandExit_Short_list')[-1], 'Long:',
storage.getlist('ChandExit_Long_list')[-1])
else:
print('ChandExit: Not yet enough data to calculate')
def indicator():
# We can start BollBand calculations once we have BollBandPeriod candles
if len(ldb.price_list) >= gc.BollBands.Period:
storage.writelist(
'BollBands_Middle_list', Helpers.SMA(ldb.price_list, gc.BollBands.Period))
storage.writelist('BollBands_Upper_list', storage.getlist(
'BollBands_Middle_list')[-1] + (Helpers.StdDev(ldb.price_list, gc.BollBands.Period) * 2))
storage.writelist('BollBands_Lower_list', storage.getlist(
'BollBands_Middle_list')[-1] - (Helpers.StdDev(ldb.price_list, gc.BollBands.Period) * 2))
def indicator():
# We can start BollBandwidth calculations once we have BollBands
if storage.getlist('BollBands_Lower_list'):
storage.writelist('BollBandwidth_ind_list', (storage.getlist(
'BollBands_Upper_list')[-1] - storage.getlist('BollBands_Lower_list')[-1]) / storage.getlist('BollBands_Middle_list')[-1])
if 'BollBandwidth' in gc.Trader.VerboseIndicators:
if storage.getlist('BollBandwidth_ind_list'):
print('BollBandwidth:', storage.getlist('BollBandwidth_ind_list')[-1])
else:
print('BollBandwidth: Not yet enough data to calculate')
def indicator():
if len(ldb.price_list) >= gc.EMAwbic.Period:
storage.writelist('EMAwbic_EMA_list', Helpers.EMA(
ldb.price_list, storage.getlist('EMAwbic_EMA_list'), gc.EMAwbic.Period))
storage.writelist('EMAwbic_ind_list', ((ldb.price_list[-1] - storage.getlist(
'EMAwbic_EMA_list')[-1]) / storage.getlist('EMAwbic_EMA_list')[-1]) * 100)
if 'EMAwbic' in gc.Trader.VerboseIndicators:
if not storage.getlist('EMAwbic_ind_list'):
print('EMAwbic: Not yet enough data to calculate')
else:
print('EMAwbic:', storage.getlist('EMAwbic_ind_list')[-1], '%')
def indicator():
# We can start StdDev calculations once we have StdDevSample
# candles, otherwise we append None until met
if len(ldb.price_list) >= gc.StdDev.Period:
storage.writelist('StdDev_ind_list',
Helpers.StdDev(ldb.price_list, gc.StdDev.Period))
if 'StdDev' in gc.Trader.VerboseIndicators:
if storage.getlist('StdDev_ind_list'):
print('StdDev:', storage.getlist('StdDev_ind_list')[-1])
else:
print('StdDev: Not yet enough data to calculate')
def indicator():
# We can start FullStochRSID calculations once we have
# FullStochRSIDPeriod candles, otherwise we append None until met
if len(storage.getlist('FastStochRSID_ind_list')) >= gc.FullStochRSID.Period:
storage.writelist('FullStochRSID_ind_list', Helpers.SMA(
storage.getlist('FastStochRSID_ind_list'), gc.FastStochRSID.Period))
if 'FullStochRSID' in gc.Trader.VerboseIndicators:
if not storage.getlist('FullStochRSID_ind_list'):
print('FullStochRSID: Not yet enough data to calculate')
else:
print('FullStochRSID:', storage.getlist('FullStochRSID_ind_list')[-1])
def indicator():
# We can start StdDev calculations once we have StdDevSample
# candles, otherwise we append None until met
if len(ldb.price_list) >= gc.StdDev.Period:
storage.writelist(
'StdDev_ind_list', Helpers.StdDev(ldb.price_list, gc.StdDev.Period))
if 'StdDev' in gc.Trader.VerboseIndicators:
if storage.getlist('StdDev_ind_list'):
print('StdDev:', storage.getlist('StdDev_ind_list')[-1])
else:
print('StdDev: Not yet enough data to calculate')
def indicator():
# We can start BollBand calculations once we have BollBandPeriod candles
if len(ldb.price_list) >= gc.BollBands.Period:
storage.writelist('BollBands_Middle_list',
Helpers.SMA(ldb.price_list, gc.BollBands.Period))
storage.writelist(
'BollBands_Upper_list',
storage.getlist('BollBands_Middle_list')[-1] +
(Helpers.StdDev(ldb.price_list, gc.BollBands.Period) * 2))
storage.writelist(
'BollBands_Lower_list',
storage.getlist('BollBands_Middle_list')[-1] -
(Helpers.StdDev(ldb.price_list, gc.BollBands.Period) * 2))
def indicator():
# We can start ATR calculations once we have two periods
if len(ldb.price_list) >= (gc.ATR.Period * 2):
storage.writelist(
'ATR_TR_list', Helpers.TrueRange(ldb.price_list, gc.ATR.Period))
if len(storage.getlist('ATR_TR_list')) >= gc.ATR.Period:
storage.writelist('ATR_ind_list', Helpers.WMA(
storage.getlist('ATR_TR_list'), storage.getlist('ATR_ind_list'), gc.ATR.Period))
if 'ATR' in gc.Trader.VerboseIndicators:
if storage.getlist('ATR_ind_list'):
print('ATR:', storage.getlist('ATR_ind_list')[-1])
else:
print('ATR: Not yet enough data to calculate')
def indicator():
# We can start EMAs once we have max period candles
if len(ldb.price_list) >= max(gc.EMA.LongPeriod, gc.EMA.ShortPeriod):
storage.writelist(
'EMA_Short_list',
Helpers.EMA(ldb.price_list, storage.getlist('EMA_Short_list'),
gc.EMA.ShortPeriod))
storage.writelist(
'EMA_Long_list',
Helpers.EMA(ldb.price_list, storage.getlist('EMA_Long_list'),
gc.EMA.LongPeriod))
storage.writelist(
'EMA_Diff_list',
Helpers.ListDiff(storage.getlist('EMA_Short_list'),
storage.getlist('EMA_Long_list')))
if 'EMA' in gc.Trader.VerboseIndicators:
if not storage.getlist('EMA_Long_list'):
print('EMA: Not yet enough data to determine trend')
else:
gu.PrintIndicatorTrend('EMA',
storage.getlist('EMA_Short_list'),
storage.getlist('EMA_Long_list'),
storage.getlist('EMA_Diff_list'),
gc.EMA.DiffDown, gc.EMA.DiffUp)
def indicator():
# We can start FRAMAs once we have max period candles
if len(ldb.price_list) >= (max(gc.FRAMA.LongPeriod,
gc.FRAMA.ShortPeriod)):
try:
storage.writelist(
'FRAMA_Short_list',
Helpers.FRAMA(ldb.price_list,
storage.getlist('FRAMA_Short_list'),
gc.FRAMA.ShortPeriod))
storage.writelist(
'FRAMA_Long_list',
Helpers.FRAMA(ldb.price_list,
storage.getlist('FRAMA_Long_list'),
gc.FRAMA.LongPeriod))
storage.writelist(
'FRAMA_Diff_list',
Helpers.ListDiff(storage.getlist('FRAMA_Short_list'),
storage.getlist('FRAMA_Long_list')))
# For a math domain error from log operations at low volatility or high
# frequency
except ValueError:
pass
if 'FRAMA' in gc.Trader.VerboseIndicators:
if not storage.getlist('FRAMA_Long_list'):
print('FRAMA: Not yet enough data to determine trend')
else:
gu.PrintIndicatorTrend('FRAMA',
storage.getlist('FRAMA_Short_list'),
storage.getlist('FRAMA_Long_list'),
storage.getlist('FRAMA_Diff_list'),
gc.FRAMA.DiffDown, gc.FRAMA.DiffUp)
def indicator():
# We can start FullStochD calculations once we have FullStochDPeriod
# candles, otherwise we append None until met
if len(storage.getlist('FastStochD_ind_list')) >= gc.FullStochD.Period:
storage.writelist(
'FullStochD_ind_list',
Helpers.SMA(storage.getlist('FastStochD_ind_list'),
gc.FullStochD.Period))
if 'FullStochD' in gc.Trader.VerboseIndicators:
if not storage.getlist('FullStochD_ind_list'):
print('FullStochD: Not yet enough data to calculate')
else:
print('FullStochD:',
storage.getlist('FullStochD_ind_list')[-1])
def indicator():
# We can start FastStochRSIK calculations once we have
# FastStochRSIKPeriod candles, otherwise we append None until met
if len(storage.getlist('RSI_ind_list')) >= gc.FastStochRSIK.Period:
try:
storage.writelist('FastStochRSIK_ind_list', Helpers.FastStochK(
storage.getlist('RSI_ind_list'), gc.FastStochRSIK.Period))
except ZeroDivisionError:
pass
if 'FastStochRSIK' in gc.Trader.VerboseIndicators:
if not storage.getlist('FastStochRSIK_ind_list'):
print('FastStochRSIK: Not yet enough data to calculate')
else:
print('FastStochRSIK:', storage.getlist('FastStochRSIK_ind_list')[-1])
def indicator():
if len(ldb.price_list) >= gc.EMAwbic.Period:
storage.writelist(
'EMAwbic_EMA_list',
Helpers.EMA(ldb.price_list,
storage.getlist('EMAwbic_EMA_list'),
gc.EMAwbic.Period))
storage.writelist(
'EMAwbic_ind_list',
((ldb.price_list[-1] - storage.getlist('EMAwbic_EMA_list')[-1])
/ storage.getlist('EMAwbic_EMA_list')[-1]) * 100)
if 'EMAwbic' in gc.Trader.VerboseIndicators:
if not storage.getlist('EMAwbic_ind_list'):
print('EMAwbic: Not yet enough data to calculate')
else:
print('EMAwbic:', storage.getlist('EMAwbic_ind_list')[-1], '%')
def indicator():
# We can start ATR calculations once we have two periods
if len(ldb.price_list) >= (gc.ATR.Period * 2):
storage.writelist('ATR_TR_list',
Helpers.TrueRange(ldb.price_list, gc.ATR.Period))
if len(storage.getlist('ATR_TR_list')) >= gc.ATR.Period:
storage.writelist(
'ATR_ind_list',
Helpers.WMA(storage.getlist('ATR_TR_list'),
storage.getlist('ATR_ind_list'),
gc.ATR.Period))
if 'ATR' in gc.Trader.VerboseIndicators:
if storage.getlist('ATR_ind_list'):
print('ATR:', storage.getlist('ATR_ind_list')[-1])
else:
print('ATR: Not yet enough data to calculate')
def indicator():
# We can start FastStochK calculations once we have FastStochKPeriod
# candles, otherwise we append None until met
if len(ldb.price_list) >= gc.FastStochK.Period:
try:
storage.writelist(
'FastStochK_ind_list',
Helpers.FastStochK(ldb.price_list, gc.FastStochK.Period))
except ZeroDivisionError:
pass
if 'FastStochK' in gc.Trader.VerboseIndicators:
if not storage.getlist('FastStochK_ind_list'):
print('FastStochK: Not yet enough data to calculate')
else:
print('FastStochK:',
storage.getlist('FastStochK_ind_list')[-1])
def indicator():
# We can start calculations once we have two periods
if len(ldb.price_list) >= (gc.ChandExit.Period * 2):
storage.writelist(
'ChandExit_TR_list',
Helpers.TrueRange(ldb.price_list, gc.ChandExit.Period))
if len(storage.getlist(
'ChandExit_TR_list')) >= gc.ChandExit.Period:
try:
storage.writelist(
'ChandExit_ATR_list',
Helpers.WMA(storage.getlist('ChandExit_TR_list'),
storage.getlist('ChandExit_ATR_list'),
gc.ChandExit.Period))
storage.writelist(
'ChandExit_Long_list',
max(ldb.price_list[-gc.ChandExit.Period:]) -
storage.getlist('ChandExit_ATR_list')[-1] *
gc.ChandExit.Multiplier)
storage.writelist(
'ChandExit_Short_list',
min(ldb.price_list[-gc.ChandExit.Period:]) +
storage.getlist('ChandExit_ATR_list')[-1] *
gc.ChandExit.Multiplier)
# For an empty sequence at low volatility or high frequency
except ValueError:
pass
# Use a hack for determining signals despite it's intended confirmation
# usage
cp = ldb.price_list[-1]
if cp < storage.getlist('ChandExit_Long_list')[-1]:
storage.writelist('ChandExit_signal_list', 1)
elif cp > storage.getlist('ChandExit_Short_list')[-1]:
storage.writelist('ChandExit_signal_list', -1)
if 'ChandExit' in gc.Trader.VerboseIndicators:
if storage.getlist('ChandExit_Short_list'):
print('ChandExit: Short:',
storage.getlist('ChandExit_Short_list')[-1], 'Long:',
storage.getlist('ChandExit_Long_list')[-1])
else:
print('ChandExit: Not yet enough data to calculate')
def indicator():
# We must have AroonPeriod ldb.price_list candles
if len(ldb.price_list) >= gc.Aroon.Period:
storage.writelist(
'Aroon_Up_list', 100 * (gc.Aroon.Period - (gc.Aroon.Period - ([
i for i, x in enumerate(ldb.price_list)
if x == max(ldb.price_list[(gc.Aroon.Period * -1):])
][0] + 1)) / gc.Aroon.Period))
storage.writelist(
'Aroon_Down_list',
100 * (gc.Aroon.Period - (gc.Aroon.Period - ([
i for i, x in enumerate(ldb.price_list)
if x == min(ldb.price_list[(gc.Aroon.Period * -1):])
][0] + 1)) / gc.Aroon.Period))
storage.writelist(
'Aroon_ind_list',
storage.getlist('Aroon_Up_list')[-1] -
storage.getlist('Aroon_Down_list')[-1])
if 'Aroon' in gc.Trader.VerboseIndicators:
if not storage.getlist('Aroon_ind_list'):
print(
'Aroon: Not yet enough data to determine trend or calculate'
)
else:
gu.PrintIndicatorTrend('Aroon',
storage.getlist('Aroon_Up_list'),
storage.getlist('Aroon_Down_list'),
storage.getlist('Aroon_ind_list'),
gc.Aroon.Bid, gc.Aroon.Ask, False)
def indicator():
# We can start EMAs once we have max period candles
if len(ldb.price_list) >= max(gc.EMA.LongPeriod, gc.EMA.ShortPeriod):
storage.writelist('EMA_Short_list', Helpers.EMA(
ldb.price_list, storage.getlist('EMA_Short_list'), gc.EMA.ShortPeriod))
storage.writelist('EMA_Long_list', Helpers.EMA(
ldb.price_list, storage.getlist('EMA_Long_list'), gc.EMA.LongPeriod))
storage.writelist('EMA_Diff_list', Helpers.ListDiff(
storage.getlist('EMA_Short_list'), storage.getlist('EMA_Long_list')))
if 'EMA' in gc.Trader.VerboseIndicators:
if not storage.getlist('EMA_Long_list'):
print('EMA: Not yet enough data to determine trend')
else:
gu.PrintIndicatorTrend('EMA', storage.getlist('EMA_Short_list'), storage.getlist(
'EMA_Long_list'), storage.getlist('EMA_Diff_list'), gc.EMA.DiffDown, gc.EMA.DiffUp)
def indicator():
# We can start ROC calculations once we have SROC Periods of Price
if len(ldb.price_list) >= gc.SROC.Period:
storage.writelist(
'SROC_SROC_list', ldb.price_list[-1] - ldb.price_list[-gc.SROC.Period])
# Treat as a diff strat so we don't need to add strategy support
if len(storage.getlist('SROC_SROC_list')) >= 2:
s = storage.getlist('SROC_SROC_list')
if s[-1] > 0 and s[-2] <= 0:
# BUY!
storage.writelist('SROC_ind_list', -1)
trend = 'an Uptrend'
elif s[-1] < 0 and s[-2] >= 0:
# SELL!
storage.writelist('SROC_ind_list', 1)
trend = 'a Downtrend'
else:
# No signal
storage.writelist('SROC_ind_list', 0)
trend = 'No trend'
if 'SROC' in gc.Trader.VerboseIndicators:
print('SROC: We are in ', trend)
def indicator():
# We can start ROC calculations once we have SROC Periods of Price
if len(ldb.price_list) >= gc.SROC.Period:
storage.writelist(
'SROC_SROC_list',
ldb.price_list[-1] - ldb.price_list[-gc.SROC.Period])
# Treat as a diff strat so we don't need to add strategy support
if len(storage.getlist('SROC_SROC_list')) >= 2:
s = storage.getlist('SROC_SROC_list')
if s[-1] > 0 and s[-2] <= 0:
# BUY!
storage.writelist('SROC_ind_list', -1)
trend = 'an Uptrend'
elif s[-1] < 0 and s[-2] >= 0:
# SELL!
storage.writelist('SROC_ind_list', 1)
trend = 'a Downtrend'
else:
# No signal
storage.writelist('SROC_ind_list', 0)
trend = 'No trend'
if 'SROC' in gc.Trader.VerboseIndicators:
print('SROC: We are in ', trend)
def indicator():
# We can start FRAMAs once we have max period candles
if len(ldb.price_list) >= (max(gc.FRAMA.LongPeriod, gc.FRAMA.ShortPeriod)):
try:
storage.writelist('FRAMA_Short_list', Helpers.FRAMA(
ldb.price_list, storage.getlist('FRAMA_Short_list'), gc.FRAMA.ShortPeriod))
storage.writelist('FRAMA_Long_list', Helpers.FRAMA(
ldb.price_list, storage.getlist('FRAMA_Long_list'), gc.FRAMA.LongPeriod))
storage.writelist('FRAMA_Diff_list', Helpers.ListDiff(
storage.getlist('FRAMA_Short_list'), storage.getlist('FRAMA_Long_list')))
# For a math domain error from log operations at low volatility or high
# frequency
except ValueError:
pass
if 'FRAMA' in gc.Trader.VerboseIndicators:
if not storage.getlist('FRAMA_Long_list'):
print('FRAMA: Not yet enough data to determine trend')
else:
gu.PrintIndicatorTrend('FRAMA', storage.getlist('FRAMA_Short_list'), storage.getlist(
'FRAMA_Long_list'), storage.getlist('FRAMA_Diff_list'), gc.FRAMA.DiffDown, gc.FRAMA.DiffUp)
def indicator():
# We can start BollBandwidth calculations once we have BollBands
if storage.getlist('BollBands_Lower_list'):
storage.writelist('BollBandwidth_ind_list',
(storage.getlist('BollBands_Upper_list')[-1] -
storage.getlist('BollBands_Lower_list')[-1]) /
storage.getlist('BollBands_Middle_list')[-1])
if 'BollBandwidth' in gc.Trader.VerboseIndicators:
if storage.getlist('BollBandwidth_ind_list'):
print('BollBandwidth:',
storage.getlist('BollBandwidth_ind_list')[-1])
else:
print('BollBandwidth: Not yet enough data to calculate')
def indicator():
# We must have AroonPeriod ldb.price_list candles
if len(ldb.price_list) >= gc.Aroon.Period:
storage.writelist('Aroon_Up_list', 100 * (gc.Aroon.Period -
(gc.Aroon.Period - ([i for i, x in enumerate(ldb.price_list)
if x == max(ldb.price_list[(gc.Aroon.Period * -1):])][0] + 1
)) / gc.Aroon.Period))
storage.writelist('Aroon_Down_list', 100 * (gc.Aroon.Period -
(gc.Aroon.Period - ([i for i, x in enumerate(ldb.price_list)
if x == min(ldb.price_list[(gc.Aroon.Period * -1):])][0] + 1
)) / gc.Aroon.Period))
storage.writelist('Aroon_ind_list', storage.getlist(
'Aroon_Up_list')[-1] - storage.getlist('Aroon_Down_list')[-1])
if 'Aroon' in gc.Trader.VerboseIndicators:
if not storage.getlist('Aroon_ind_list'):
print('Aroon: Not yet enough data to determine trend or calculate')
else:
gu.PrintIndicatorTrend('Aroon', storage.getlist('Aroon_Up_list'), storage.getlist(
'Aroon_Down_list'), storage.getlist('Aroon_ind_list'), gc.Aroon.Bid, gc.Aroon.Ask, False)
def indicator():
# We can start DMI calculations once we have two ATR periods
if len(ldb.price_list) >= (gc.ATR.Period * 2):
UpMove = max(ldb.price_list[-gc.ATR.Period:]) - max(
ldb.price_list[(len(ldb.price_list) - (gc.ATR.Period * 2)):-gc.ATR.Period])
DownMove = min(ldb.price_list[-gc.ATR.Period:]) - min(
ldb.price_list[(len(ldb.price_list) - (gc.ATR.Period * 2)):-gc.ATR.Period])
if UpMove < 0 and DownMove < 0:
storage.writelist('DMI_PosDM_list', 0)
storage.writelist('DMI_NegDM_list', 0)
elif UpMove > DownMove:
storage.writelist('DMI_PosDM_list', UpMove)
storage.writelist('DMI_NegDM_list', 0)
elif UpMove < DownMove:
storage.writelist('DMI_PosDM_list', 0)
storage.writelist('DMI_NegDM_list', DownMove)
if len(storage.getlist('DMI_PosDM_list')) >= gc.ATR.Period and len(storage.getlist('ATR_TR_list')) >= gc.ATR.Period:
storage.writelist('DMI_PosDMWMA_list',
Helpers.WMA(storage.getlist('DMI_PosDM_list'),
storage.getlist('DMI_PosDMWMA_list'), gc.ATR.Period))
storage.writelist('DMI_NegDMWMA_list',
Helpers.WMA(storage.getlist('DMI_NegDM_list'),
storage.getlist('DMI_NegDMWMA_list'), gc.ATR.Period))
storage.writelist('DMI_PosDI_list',
storage.getlist('DMI_PosDMWMA_list')[-1]
/ storage.getlist('ATR_ind_list')[-1])
storage.writelist('DMI_NegDI_list',
storage.getlist('DMI_NegDMWMA_list')[-1]
/ storage.getlist('ATR_ind_list')[-1])
DIDiff = abs(storage.getlist('DMI_PosDI_list')[-1]
- storage.getlist('DMI_NegDI_list')[-1])
try:
storage.writelist('DMI_DX_list', DIDiff
/ (storage.getlist('DMI_PosDI_list')[-1]
+ storage.getlist('DMI_NegDI_list')[-1]))
# ADX
if len(storage.getlist('DMI_DX_list')) >= (gc.ATR.Period * 2):
storage.writelist('DMI_ind_list',
Helpers.WMA(storage.getlist('DMI_DX_list'),
storage.getlist('DMI_ind_list'), gc.ATR.Period))
except ZeroDivisionError:
pass
# Hack for trading with both DI crossovers and ADX threshold.
if storage.getlist('DMI_ind_list'):
if storage.getlist('DMI_ind_list')[-1] > gc.DMI.Threshold:
if storage.getlist('DMI_PosDI_list')[-1] > storage.getlist('DMI_NegDI_list')[-1]:
# Buy
storage.writelist('DMI_DMISignal_list', -1)
DMI.DMITrend = 'Uptrend'
elif storage.getlist('DMI_PosDI_list')[-1] < storage.getlist('DMI_NegDI_list')[-1]:
# Sell
storage.writelist('DMI_DMISignal_list', 1)
DMI.DMITrend = 'Downtrend'
else:
storage.writelist('DMI_DMISignal_list', 0)
DMI.DMITrend = 'No trend'
else:
storage.writelist('DMI_DMISignal_list', 0)
DMI.DMITrend = 'No trend'
if 'DMI' in gc.Trader.VerboseIndicators:
if storage.getlist('DMI_ind_list'):
if gc.DMI.IndicatorStrategy == 'Full':
print('DMI:', DMI.DMITrend)
else:
print('ADX:', storage.getlist('DMI_ind_list')[-1])
else:
print('DMI: Not yet enough data to calculate')
def indicator():
# We need a minimum of 2 candles to start RS calculations
if len(ldb.price_list) >= 2:
if ldb.price_list[-1] > ldb.price_list[-2]:
gain = ldb.price_list[-1] - ldb.price_list[-2]
storage.writelist('RSI_RS_gain_list', gain)
storage.writelist('RSI_RS_loss_list', 0)
elif ldb.price_list[-1] < ldb.price_list[-2]:
loss = ldb.price_list[-2] - ldb.price_list[-1]
storage.writelist('RSI_RS_loss_list', loss)
storage.writelist('RSI_RS_gain_list', 0)
# Do RS calculations if we have all requested periods
if len(storage.getlist('RSI_RS_gain_list')) >= gc.RSI.Period:
if len(storage.getlist('RSI_avg_gain_list')) > 1:
storage.writelist('RSI_avg_gain_list', ((storage.getlist('RSI_avg_gain_list')[-1] *
(gc.RSI.Period - 1))
+ storage.getlist('RSI_RS_gain_list')[-1])
/ gc.RSI.Period)
storage.writelist('RSI_avg_loss_list', ((storage.getlist('RSI_avg_loss_list')[-1] *
(gc.RSI.Period - 1))
+ storage.getlist('RSI_RS_loss_list')[-1])
/ gc.RSI.Period)
# Fist run, can't yet apply smoothing
else:
storage.writelist('RSI_avg_gain_list', math.fsum(
storage.getlist('RSI_RS_gain_list')[(gc.RSI.Period * -1):]) / gc.RSI.Period)
storage.writelist('RSI_avg_loss_list', math.fsum(
storage.getlist('RSI_RS_loss_list')[(gc.RSI.Period * -1):]) / gc.RSI.Period)
# Calculate and append current RS to RS_list
storage.writelist('RSI_RS_list', storage.getlist(
'RSI_avg_gain_list')[-1] / storage.getlist('RSI_avg_loss_list')[-1])
# Calculate and append current RSI to ind_list
storage.writelist(
'RSI_ind_list', 100 - (100 / (1 + storage.getlist('RSI_RS_list')[-1])))
if 'RSI' in gc.Trader.VerboseIndicators:
if not storage.getlist('RSI_ind_list'):
print('RSI: Not yet enough data to calculate')
else:
print('RSI:', storage.getlist('RSI_ind_list')[-1])
def indicator():
# We can start DEMAs once we have max period candles
if len(storage.getlist('MACD_Long_list')) >= max(gc.MACD.LongPeriod, gc.MACD.ShortPeriod):
storage.writelist('DMACD_Short_list', Helpers.DEMA(storage.getlist(
'MACD_Short_list'), storage.getlist('DMACD_Short_list'), gc.MACD.ShortPeriod))
storage.writelist('DMACD_Long_list', Helpers.DEMA(storage.getlist(
'MACD_Long_list'), storage.getlist('DMACD_Long_list'), gc.MACD.LongPeriod))
storage.writelist('DMACD_ind_list', storage.getlist(
'DMACD_Short_list')[-1] - storage.getlist('DMACD_Long_list')[-1])
# We need MACDSignal DMACDs before generating Signal
if len(storage.getlist('DMACD_Long_list')) >= (gc.MACD.SignalPeriod +
(abs(gc.MACD.SignalPeriod - gc.MACD.LongPeriod))):
storage.writelist('DMACD_Signal_list', Helpers.DEMA(storage.getlist(
'MACD_Signal_list'), storage.getlist('DMACD_Signal_list'), gc.MACD.SignalPeriod))
storage.writelist('DMACD_Histogram_list', storage.getlist(
'DMACD_ind_list')[-1] - storage.getlist('DMACD_Signal_list')[-1])
if 'DMACD' in gc.Trader.VerboseIndicators:
if not storage.getlist('DMACD_Signal_list'):
print('DMACD: Not yet enough data to determine trend')
else:
gu.PrintIndicatorTrend('DMACD', storage.getlist('DMACD_ind_list'), storage.getlist(
'DMACD_Signal_list'), storage.getlist('DMACD_ind_list'), gc.DMACD.DiffDown, gc.DMACD.DiffUp)
def indicator():
# We must have SenkouSpanPeriod price candles before starting
# calculations, otherwise we append None
# NOTE: Chikou Span's cool and all, but we don't care. We want to trade in
# real time, and price list 26 periods behind only confirms if we *were*
# right or wrong
if len(ldb.price_list) >= gc.Ichimoku.SenkouSpanPeriod:
storage.writelist(
'Ichimoku_TenkanSen_list',
Helpers.Ichimoku(ldb.price_list, gc.Ichimoku.TenkanSenPeriod))
storage.writelist(
'Ichimoku_KijunSen_list',
Helpers.Ichimoku(ldb.price_list, gc.Ichimoku.KijunSenPeriod))
storage.writelist('Ichimoku_SenkouSpanART_list',
(storage.getlist('Ichimoku_TenkanSen_list')[-1] +
storage.getlist('Ichimoku_KijunSen_list')[-1]) /
2)
storage.writelist(
'Ichimoku_SenkouSpanBRT_list',
Helpers.Ichimoku(ldb.price_list, gc.Ichimoku.SenkouSpanPeriod))
# We need SenkouSpan to be ChikouSpanPeriod in the future
if len(storage.getlist('Ichimoku_SenkouSpanBRT_list')
) >= gc.Ichimoku.ChikouSpanPeriod:
storage.writelist(
'Ichimoku_SenkouSpanA_list',
storage.getlist('Ichimoku_SenkouSpanART_list')
[-gc.Ichimoku.ChikouSpanPeriod])
storage.writelist(
'Ichimoku_SenkouSpanB_list',
storage.getlist('Ichimoku_SenkouSpanBRT_list')
[-gc.Ichimoku.ChikouSpanPeriod])
# Don't want to implement a new trade strategy, so just treat
# Ichimoku lists as threshold strategies for IndicatorList.
if storage.getlist('Ichimoku_SenkouSpanB_list'):
CloudMin = min(
storage.getlist('Ichimoku_SenkouSpanA_list')[-1],
storage.getlist('Ichimoku_SenkouSpanB_list')[-1])
CloudMax = max(
storage.getlist('Ichimoku_SenkouSpanA_list')[-1],
storage.getlist('Ichimoku_SenkouSpanB_list')[-1])
CP = ldb.price_list[-1]
KS = storage.getlist('Ichimoku_KijunSen_list')[-1]
TS = storage.getlist('Ichimoku_TenkanSen_list')[-1]
# Strong Signals
if CP > CloudMin and CP < KS and CP > TS:
# BUY!
storage.writelist('Ichimoku_Strong_list', -1)
StrongTrend = 'Bullish'
elif CP < CloudMax and CP > KS and CP < TS:
# SELL!
storage.writelist('Ichimoku_Strong_list', 1)
StrongTrend = 'Bearish'
else:
storage.writelist('Ichimoku_Strong_list', 0)
StrongTrend = 'No trend'
# Optimized Signals
if CP > CloudMin and TS > KS:
# BUY!
storage.writelist('Ichimoku_Optimized_list', -1)
OptimizedTrend = 'Bullish'
elif CP < CloudMax and KS > TS:
# SELL!
storage.writelist('Ichimoku_Optimized_list', 1)
OptimizedTrend = 'Bearish'
else:
storage.writelist('Ichimoku_Optimized_list', 0)
OptimizedTrend = 'No trend'
# Weak Signals
if TS > KS:
# BUY!
storage.writelist('Ichimoku_Weak_list', -1)
WeakTrend = 'Bullish'
elif KS > TS:
# SELL!
storage.writelist('Ichimoku_Weak_list', 1)
WeakTrend = 'Bearish'
else:
storage.writelist('Ichimoku_Weak_list', 0)
WeakTrend = 'No trend'
# Store price cloud history
if CP < CloudMin:
# Below
storage.writelist('Ichimoku_CloudHistory_list', -1)
elif CP > CloudMin and CP < CloudMax:
# Inside
storage.writelist('Ichimoku_CloudHistory_list', 0)
elif CP > CloudMax:
# Above
storage.writelist('Ichimoku_CloudHistory_list', 1)
# CloudOnly signals
CH = storage.getlist('Ichimoku_CloudHistory_list')
if len(CH) > 1:
if CH[-2] == -1 and CH[-1] == 0:
# Buy
storage.writelist('Ichimoku_CloudOnly_list', -1)
CloudOnlyTrend = 'Bullish'
elif CH[-2] == 0 and CH[-1] == 1:
# Buy
storage.writelist('Ichimoku_CloudOnly_list', -1)
CloudOnlyTrend = 'Bullish'
elif CH[-2] == -1 and CH[-1] == 1:
# Buy
storage.writelist('Ichimoku_CloudOnly_list', -1)
CloudOnlyTrend = 'Bullish'
elif CH[-2] == 1 and CH[-1] == 0:
# Sell
storage.writelist('Ichimoku_CloudOnly_list', 1)
CloudOnlyTrend = 'Bearish'
elif CH[-2] == 0 and CH[-1] == -1:
# Sell
storage.writelist('Ichimoku_CloudOnly_list', 1)
CloudOnlyTrend = 'Bearish'
elif CH[-2] == 1 and CH[-1] == -1:
# Sell
storage.writelist('Ichimoku_CloudOnly_list', 1)
CloudOnlyTrend = 'Bearish'
else:
# No signal
storage.writelist('Ichimoku_CloudOnly_list', 0)
CloudOnlyTrend = 'No new signal'
else:
# Generate initial CloudOnly signal
if CH[-1] == -1:
# Sell
storage.writelist('Ichimoku_CloudOnly_list', 1)
CloudOnlyTrend = 'Bearish'
elif CH[-1] == 1:
# Buy
storage.writelist('Ichimoku_CloudOnly_list', -1)
CloudOnlyTrend = 'Bullish'
else:
storage.writelist('Ichimoku_CloudOnly_list', 0)
CloudOnlyTrend = 'Need more cloud history'
if gc.Ichimoku.IndicatorStrategy == 'Strong':
trend = StrongTrend
elif gc.Ichimoku.IndicatorStrategy == 'Weak':
trend = WeakTrend
elif gc.Ichimoku.IndicatorStrategy == 'Optimized':
trend = OptimizedTrend
elif gc.Ichimoku.IndicatorStrategy == 'CloudOnly':
trend = CloudOnlyTrend
if 'Ichimoku' in gc.Trader.VerboseIndicators:
print('Ichimoku:', trend)
else:
if 'Ichimoku' in gc.Trader.VerboseIndicators:
print(
'Ichimoku: Not yet enough data to determine trend or calculate'
)
def indicator():
if len(ldb.price_list) >= gc.KDJ.FastKPeriod:
try:
storage.writelist(
'KDJ_FastK_list', Helpers.FastStochK(ldb.price_list, gc.KDJ.FastKPeriod))
except ZeroDivisionError:
pass
if len(storage.getlist('KDJ_FastK_list')) >= gc.KDJ.FullKPeriod:
storage.writelist('KDJ_FullK_list', Helpers.SMA(
storage.getlist('KDJ_FastK_list'), gc.KDJ.FullKPeriod))
if len(storage.getlist('KDJ_FullK_list')) >= gc.KDJ.FullDPeriod:
storage.writelist('KDJ_FullD_list', Helpers.SMA(
storage.getlist('KDJ_FullK_list'), gc.KDJ.FullDPeriod))
if storage.getlist('KDJ_FullD_list'):
storage.writelist('KDJ_J_list', (3 * storage.getlist('KDJ_FullD_list')
[-1]) - (2 * storage.getlist('KDJ_FullK_list')[-1]))
if 'KDJ' in gc.Trader.VerboseIndicators:
if not storage.getlist('KDJ_J_list'):
print('KDJ: Not yet enough data to determine trend or calculate')
else:
gu.PrintIndicatorTrend('KDJ', storage.getlist('KDJ_FullK_list'), storage.getlist(
'KDJ_FullD_list'), storage.getlist('KDJ_J_list'), gc.KDJ.Bid, gc.KDJ.Ask, False)
def indicator():
if len(ldb.price_list) >= gc.KDJ.FastKPeriod:
try:
storage.writelist(
'KDJ_FastK_list',
Helpers.FastStochK(ldb.price_list, gc.KDJ.FastKPeriod))
except ZeroDivisionError:
pass
if len(storage.getlist('KDJ_FastK_list')) >= gc.KDJ.FullKPeriod:
storage.writelist(
'KDJ_FullK_list',
Helpers.SMA(storage.getlist('KDJ_FastK_list'),
gc.KDJ.FullKPeriod))
if len(storage.getlist('KDJ_FullK_list')) >= gc.KDJ.FullDPeriod:
storage.writelist(
'KDJ_FullD_list',
Helpers.SMA(storage.getlist('KDJ_FullK_list'),
gc.KDJ.FullDPeriod))
if storage.getlist('KDJ_FullD_list'):
storage.writelist('KDJ_J_list',
(3 * storage.getlist('KDJ_FullD_list')[-1]) -
(2 * storage.getlist('KDJ_FullK_list')[-1]))
if 'KDJ' in gc.Trader.VerboseIndicators:
if not storage.getlist('KDJ_J_list'):
print(
'KDJ: Not yet enough data to determine trend or calculate')
else:
gu.PrintIndicatorTrend('KDJ',
storage.getlist('KDJ_FullK_list'),
storage.getlist('KDJ_FullD_list'),
storage.getlist('KDJ_J_list'),
gc.KDJ.Bid, gc.KDJ.Ask, False)
def indicator():
# We must have SenkouSpanPeriod price candles before starting
# calculations, otherwise we append None
# NOTE: Chikou Span's cool and all, but we don't care. We want to trade in
# real time, and price list 26 periods behind only confirms if we *were*
# right or wrong
if len(ldb.price_list) >= gc.Ichimoku.SenkouSpanPeriod:
storage.writelist('Ichimoku_TenkanSen_list', Helpers.Ichimoku(
ldb.price_list, gc.Ichimoku.TenkanSenPeriod))
storage.writelist('Ichimoku_KijunSen_list', Helpers.Ichimoku(
ldb.price_list, gc.Ichimoku.KijunSenPeriod))
storage.writelist('Ichimoku_SenkouSpanART_list', (storage.getlist(
'Ichimoku_TenkanSen_list')[-1] + storage.getlist('Ichimoku_KijunSen_list')[-1]) / 2)
storage.writelist('Ichimoku_SenkouSpanBRT_list', Helpers.Ichimoku(
ldb.price_list, gc.Ichimoku.SenkouSpanPeriod))
# We need SenkouSpan to be ChikouSpanPeriod in the future
if len(storage.getlist('Ichimoku_SenkouSpanBRT_list')) >= gc.Ichimoku.ChikouSpanPeriod:
storage.writelist('Ichimoku_SenkouSpanA_list', storage.getlist(
'Ichimoku_SenkouSpanART_list')[-gc.Ichimoku.ChikouSpanPeriod])
storage.writelist('Ichimoku_SenkouSpanB_list', storage.getlist(
'Ichimoku_SenkouSpanBRT_list')[-gc.Ichimoku.ChikouSpanPeriod])
# Don't want to implement a new trade strategy, so just treat
# Ichimoku lists as threshold strategies for IndicatorList.
if storage.getlist('Ichimoku_SenkouSpanB_list'):
CloudMin = min(storage.getlist('Ichimoku_SenkouSpanA_list')
[-1], storage.getlist('Ichimoku_SenkouSpanB_list')[-1])
CloudMax = max(storage.getlist('Ichimoku_SenkouSpanA_list')
[-1], storage.getlist('Ichimoku_SenkouSpanB_list')[-1])
CP = ldb.price_list[-1]
KS = storage.getlist('Ichimoku_KijunSen_list')[-1]
TS = storage.getlist('Ichimoku_TenkanSen_list')[-1]
# Strong Signals
if CP > CloudMin and CP < KS and CP > TS:
# BUY!
storage.writelist('Ichimoku_Strong_list', -1)
StrongTrend = 'Bullish'
elif CP < CloudMax and CP > KS and CP < TS:
# SELL!
storage.writelist('Ichimoku_Strong_list', 1)
StrongTrend = 'Bearish'
else:
storage.writelist('Ichimoku_Strong_list', 0)
StrongTrend = 'No trend'
# Optimized Signals
if CP > CloudMin and TS > KS:
# BUY!
storage.writelist('Ichimoku_Optimized_list', -1)
OptimizedTrend = 'Bullish'
elif CP < CloudMax and KS > TS:
# SELL!
storage.writelist('Ichimoku_Optimized_list', 1)
OptimizedTrend = 'Bearish'
else:
storage.writelist('Ichimoku_Optimized_list', 0)
OptimizedTrend = 'No trend'
# Weak Signals
if TS > KS:
# BUY!
storage.writelist('Ichimoku_Weak_list', -1)
WeakTrend = 'Bullish'
elif KS > TS:
# SELL!
storage.writelist('Ichimoku_Weak_list', 1)
WeakTrend = 'Bearish'
else:
storage.writelist('Ichimoku_Weak_list', 0)
WeakTrend = 'No trend'
# Store price cloud history
if CP < CloudMin:
# Below
storage.writelist('Ichimoku_CloudHistory_list', -1)
elif CP > CloudMin and CP < CloudMax:
# Inside
storage.writelist('Ichimoku_CloudHistory_list', 0)
elif CP > CloudMax:
# Above
storage.writelist('Ichimoku_CloudHistory_list', 1)
# CloudOnly signals
CH = storage.getlist('Ichimoku_CloudHistory_list')
if len(CH) > 1:
if CH[-2] == -1 and CH[-1] == 0:
# Buy
storage.writelist('Ichimoku_CloudOnly_list', -1)
CloudOnlyTrend = 'Bullish'
elif CH[-2] == 0 and CH[-1] == 1:
# Buy
storage.writelist('Ichimoku_CloudOnly_list', -1)
CloudOnlyTrend = 'Bullish'
elif CH[-2] == -1 and CH[-1] == 1:
# Buy
storage.writelist('Ichimoku_CloudOnly_list', -1)
CloudOnlyTrend = 'Bullish'
elif CH[-2] == 1 and CH[-1] == 0:
# Sell
storage.writelist('Ichimoku_CloudOnly_list', 1)
CloudOnlyTrend = 'Bearish'
elif CH[-2] == 0 and CH[-1] == -1:
# Sell
storage.writelist('Ichimoku_CloudOnly_list', 1)
CloudOnlyTrend = 'Bearish'
elif CH[-2] == 1 and CH[-1] == -1:
# Sell
storage.writelist('Ichimoku_CloudOnly_list', 1)
CloudOnlyTrend = 'Bearish'
else:
# No signal
storage.writelist('Ichimoku_CloudOnly_list', 0)
CloudOnlyTrend = 'No new signal'
else:
# Generate initial CloudOnly signal
if CH[-1] == -1:
# Sell
storage.writelist('Ichimoku_CloudOnly_list', 1)
CloudOnlyTrend = 'Bearish'
elif CH[-1] == 1:
# Buy
storage.writelist('Ichimoku_CloudOnly_list', -1)
CloudOnlyTrend = 'Bullish'
else:
storage.writelist('Ichimoku_CloudOnly_list', 0)
CloudOnlyTrend = 'Need more cloud history'
if gc.Ichimoku.IndicatorStrategy == 'Strong':
trend = StrongTrend
elif gc.Ichimoku.IndicatorStrategy == 'Weak':
trend = WeakTrend
elif gc.Ichimoku.IndicatorStrategy == 'Optimized':
trend = OptimizedTrend
elif gc.Ichimoku.IndicatorStrategy == 'CloudOnly':
trend = CloudOnlyTrend
if 'Ichimoku' in gc.Trader.VerboseIndicators:
print('Ichimoku:', trend)
else:
if 'Ichimoku' in gc.Trader.VerboseIndicators:
print('Ichimoku: Not yet enough data to determine trend or calculate')
def indicator():
# We can start DEMAs once we have max period candles
if len(storage.getlist('MACD_Long_list')) >= max(
gc.MACD.LongPeriod, gc.MACD.ShortPeriod):
storage.writelist(
'DMACD_Short_list',
Helpers.DEMA(storage.getlist('MACD_Short_list'),
storage.getlist('DMACD_Short_list'),
gc.MACD.ShortPeriod))
storage.writelist(
'DMACD_Long_list',
Helpers.DEMA(storage.getlist('MACD_Long_list'),
storage.getlist('DMACD_Long_list'),
gc.MACD.LongPeriod))
storage.writelist(
'DMACD_ind_list',
storage.getlist('DMACD_Short_list')[-1] -
storage.getlist('DMACD_Long_list')[-1])
# We need MACDSignal DMACDs before generating Signal
if len(storage.getlist('DMACD_Long_list')) >= (
gc.MACD.SignalPeriod +
(abs(gc.MACD.SignalPeriod - gc.MACD.LongPeriod))):
storage.writelist(
'DMACD_Signal_list',
Helpers.DEMA(storage.getlist('MACD_Signal_list'),
storage.getlist('DMACD_Signal_list'),
gc.MACD.SignalPeriod))
storage.writelist(
'DMACD_Histogram_list',
storage.getlist('DMACD_ind_list')[-1] -
storage.getlist('DMACD_Signal_list')[-1])
if 'DMACD' in gc.Trader.VerboseIndicators:
if not storage.getlist('DMACD_Signal_list'):
print('DMACD: Not yet enough data to determine trend')
else:
gu.PrintIndicatorTrend(
'DMACD', storage.getlist('DMACD_ind_list'),
storage.getlist('DMACD_Signal_list'),
storage.getlist('DMACD_ind_list'), gc.DMACD.DiffDown,
gc.DMACD.DiffUp)
def indicator():
# We can start DMI calculations once we have two ATR periods
if len(ldb.price_list) >= (gc.ATR.Period * 2):
UpMove = max(ldb.price_list[-gc.ATR.Period:]) - max(
ldb.price_list[(len(ldb.price_list) -
(gc.ATR.Period * 2)):-gc.ATR.Period])
DownMove = min(ldb.price_list[-gc.ATR.Period:]) - min(
ldb.price_list[(len(ldb.price_list) -
(gc.ATR.Period * 2)):-gc.ATR.Period])
if UpMove < 0 and DownMove < 0:
storage.writelist('DMI_PosDM_list', 0)
storage.writelist('DMI_NegDM_list', 0)
elif UpMove > DownMove:
storage.writelist('DMI_PosDM_list', UpMove)
storage.writelist('DMI_NegDM_list', 0)
elif UpMove < DownMove:
storage.writelist('DMI_PosDM_list', 0)
storage.writelist('DMI_NegDM_list', DownMove)
if len(storage.getlist('DMI_PosDM_list')) >= gc.ATR.Period and len(
storage.getlist('ATR_TR_list')) >= gc.ATR.Period:
storage.writelist(
'DMI_PosDMWMA_list',
Helpers.WMA(storage.getlist('DMI_PosDM_list'),
storage.getlist('DMI_PosDMWMA_list'),
gc.ATR.Period))
storage.writelist(
'DMI_NegDMWMA_list',
Helpers.WMA(storage.getlist('DMI_NegDM_list'),
storage.getlist('DMI_NegDMWMA_list'),
gc.ATR.Period))
storage.writelist(
'DMI_PosDI_list',
storage.getlist('DMI_PosDMWMA_list')[-1] /
storage.getlist('ATR_ind_list')[-1])
storage.writelist(
'DMI_NegDI_list',
storage.getlist('DMI_NegDMWMA_list')[-1] /
storage.getlist('ATR_ind_list')[-1])
DIDiff = abs(
storage.getlist('DMI_PosDI_list')[-1] -
storage.getlist('DMI_NegDI_list')[-1])
try:
storage.writelist(
'DMI_DX_list',
DIDiff / (storage.getlist('DMI_PosDI_list')[-1] +
storage.getlist('DMI_NegDI_list')[-1]))
# ADX
if len(storage.getlist('DMI_DX_list')) >= (gc.ATR.Period *
2):
storage.writelist(
'DMI_ind_list',
Helpers.WMA(storage.getlist('DMI_DX_list'),
storage.getlist('DMI_ind_list'),
gc.ATR.Period))
except ZeroDivisionError:
pass
# Hack for trading with both DI crossovers and ADX threshold.
if storage.getlist('DMI_ind_list'):
if storage.getlist('DMI_ind_list')[-1] > gc.DMI.Threshold:
if storage.getlist('DMI_PosDI_list')[
-1] > storage.getlist('DMI_NegDI_list')[-1]:
# Buy
storage.writelist('DMI_DMISignal_list', -1)
DMI.DMITrend = 'Uptrend'
elif storage.getlist('DMI_PosDI_list')[
-1] < storage.getlist('DMI_NegDI_list')[-1]:
# Sell
storage.writelist('DMI_DMISignal_list', 1)
DMI.DMITrend = 'Downtrend'
else:
storage.writelist('DMI_DMISignal_list', 0)
DMI.DMITrend = 'No trend'
else:
storage.writelist('DMI_DMISignal_list', 0)
DMI.DMITrend = 'No trend'
if 'DMI' in gc.Trader.VerboseIndicators:
if storage.getlist('DMI_ind_list'):
if gc.DMI.IndicatorStrategy == 'Full':
print('DMI:', DMI.DMITrend)
else:
print('ADX:', storage.getlist('DMI_ind_list')[-1])
else:
print('DMI: Not yet enough data to calculate')
def indicator():
# We need a minimum of 2 candles to start RS calculations
if len(ldb.price_list) >= 2:
if ldb.price_list[-1] > ldb.price_list[-2]:
gain = ldb.price_list[-1] - ldb.price_list[-2]
storage.writelist('RSI_RS_gain_list', gain)
storage.writelist('RSI_RS_loss_list', 0)
elif ldb.price_list[-1] < ldb.price_list[-2]:
loss = ldb.price_list[-2] - ldb.price_list[-1]
storage.writelist('RSI_RS_loss_list', loss)
storage.writelist('RSI_RS_gain_list', 0)
# Do RS calculations if we have all requested periods
if len(storage.getlist('RSI_RS_gain_list')) >= gc.RSI.Period:
if len(storage.getlist('RSI_avg_gain_list')) > 1:
storage.writelist(
'RSI_avg_gain_list',
((storage.getlist('RSI_avg_gain_list')[-1] *
(gc.RSI.Period - 1)) +
storage.getlist('RSI_RS_gain_list')[-1]) /
gc.RSI.Period)
storage.writelist(
'RSI_avg_loss_list',
((storage.getlist('RSI_avg_loss_list')[-1] *
(gc.RSI.Period - 1)) +
storage.getlist('RSI_RS_loss_list')[-1]) /
gc.RSI.Period)
# Fist run, can't yet apply smoothing
else:
storage.writelist(
'RSI_avg_gain_list',
math.fsum(
storage.getlist('RSI_RS_gain_list')[
(gc.RSI.Period * -1):]) / gc.RSI.Period)
storage.writelist(
'RSI_avg_loss_list',
math.fsum(
storage.getlist('RSI_RS_loss_list')[
(gc.RSI.Period * -1):]) / gc.RSI.Period)
# Calculate and append current RS to RS_list
storage.writelist(
'RSI_RS_list',
storage.getlist('RSI_avg_gain_list')[-1] /
storage.getlist('RSI_avg_loss_list')[-1])
# Calculate and append current RSI to ind_list
storage.writelist(
'RSI_ind_list',
100 - (100 / (1 + storage.getlist('RSI_RS_list')[-1])))
if 'RSI' in gc.Trader.VerboseIndicators:
if not storage.getlist('RSI_ind_list'):
print('RSI: Not yet enough data to calculate')
else:
print('RSI:', storage.getlist('RSI_ind_list')[-1])
def Default():
# Clear prior to loop
CombinedTrade_list = []
for i in genconfig.Trader.TradeIndicators:
# Combined
if isinstance(i, list):
for l in i:
Trade_dict['TradeVolume'] = genconfig.Trader.TradeVolume
hidind = getattr(hidconfig, l)
if hasattr(hidind, 'VolatilityIndicator'):
FilterList = storage.getlist(hidind.IndicatorList)
LocalThreshold = hidind.Threshold
elif hasattr(hidind, 'BidAskList'):
FilterList = storage.getlist(hidind.IndicatorBid)
if storage.getlist(hidind.IndicatorBid):
if FilterList:
LocalBid = storage.getlist(hidind.IndicatorBid)[-1]
LocalAsk = storage.getlist(hidind.IndicatorAsk)[-1]
else:
LocalBid = hidind.IndicatorBid
LocalAsk = hidind.IndicatorAsk
FilterList = storage.getlist(hidind.IndicatorList)
IndList = storage.getlist(hidind.IndicatorList)
# Wait until we have enough data to trade off
if len(FilterList) >= genconfig.Trader.TradeDelay:
if hasattr(hidind, 'VolatilityIndicator'):
if getattr(genconfig, l).VolatilityThresholdOver:
if IndList[-1] > LocalThreshold:
VolatilityTrade_list.append(True)
else:
VolatilityTrade_list.append(False)
else:
if IndList[-1] < LocalThreshold:
VolatilityTrade_list.append(True)
else:
VolatilityTrade_list.append(False)
elif hasattr(hidind, 'TradeReverse'):
if IndList[-1] > LocalBid:
CombinedTrade_list.append(b)
elif IndList[-1] < LocalAsk:
CombinedTrade_list.append(s)
else:
CombinedTrade_list.append(n)
else:
if IndList[-1] < LocalBid:
CombinedTrade_list.append(b)
elif IndList[-1] > LocalAsk:
CombinedTrade_list.append(s)
else:
CombinedTrade_list.append(n)
# Check if we have data for all Combined TradeIndicators, then check that
# signals are the same.
if VolatilityTrade_list:
combined_num = len(i) - 1
else:
combined_num = len(i)
if len(CombinedTrade_list) == combined_num:
if all(x == CombinedTrade_list[0] for x in CombinedTrade_list):
LocalTrade_list.append(CombinedTrade_list[0])
else:
LocalTrade_list.append(n)
else:
LocalTrade_list.append(n)
# Make a clean signal list without "None" for SingleTrade use.
CleanTrade_list = LocalTrade_list[:]
while n in CleanTrade_list:
CleanTrade_list.remove(n)
if genconfig.Trader.SingleTrade and len(LocalTrade_list) > 1:
if LocalTrade_list[-1] == LocalTrade_list[-2]:
if genconfig.Trader.TradePersist:
if len(LocalTrade_list) > 2 and not LocalTrade_list[-2] \
== LocalTrade_list[-3]:
if VolatilityTrade_list:
if VolatilityTrade_list[-1]:
Trade_dict['Order'] = LocalTrade_list[-1]
else:
Trade_dict['Order'] = n
else:
Trade_dict['Order'] = LocalTrade_list[-1]
else:
Trade_dict['Order'] = n
else:
Trade_dict['Order'] = n
else:
if genconfig.Trader.TradePersist:
Trade_dict['Order'] = n
else:
if VolatilityTrade_list:
if VolatilityTrade_list[-1]:
if CleanTrade_list:
Trade_dict['Order'] = CleanTrade_list[-1]
else:
Trade_dict['Order'] = LocalTrade_list[-1]
else:
Trade_dict['Order'] = n
else:
if len(CleanTrade_list) > 1:
if not CleanTrade_list[-1] == CleanTrade_list[
-2]:
Trade_dict['Order'] = LocalTrade_list[-1]
else:
Trade_dict['Order'] = n
else:
Trade_dict['Order'] = LocalTrade_list[-1]
else: # SingleTrade not enabled.
if genconfig.Trader.TradePersist:
if len(LocalTrade_list) > 2 and LocalTrade_list[-1] == \
LocalTrade_list[-2] and not LocalTrade_list[-2] == \
LocalTrade_list[-3]:
if VolatilityTrade_list:
if VolatilityTrade_list[-1]:
Trade_dict['Order'] = LocalTrade_list[-1]
else:
Trade_dict['Order'] = n
else:
Trade_dict['Order'] = LocalTrade_list[-1]
else:
Trade_dict['Order'] = n
else:
if VolatilityTrade_list:
if VolatilityTrade_list[-1]:
Trade_dict['Order'] = LocalTrade_list[-1]
else:
Trade_dict['Order'] = n
else:
Trade_dict['Order'] = LocalTrade_list[-1]
# Independent
else:
hidind = getattr(hidconfig, i)
try:
genind = getattr(genconfig, i).Trader
except AttributeError:
print(
'ERROR: Volatility indicator must be combined with a non volatility indicator.'
)
print(
'See galts-gulch.io/avarice/configuring/#trader for more info.'
)
Trade_dict['TradeVolume'] = genind.TradeVolume
# Create new key/dict value for this indicator if key doesn't exist
if i not in IndependentTrade_dict:
IndependentTrade_dict[i] = {'Signals': []}
it_signals = IndependentTrade_dict[i]['Signals']
if hasattr(hidind, 'BidAskList'):
FilterList = storage.getlist(hidind.IndicatorBid)
if hidind.IndicatorBid:
if FilterList:
LocalBid = storage.getlist(hidind.IndicatorBid)[-1]
LocalAsk = storage.getlist(hidind.IndicatorAsk)[-1]
else:
LocalBid = hidind.IndicatorBid
LocalAsk = hidind.IndicatorAsk
FilterList = storage.getlist(hidind.IndicatorList)
IndList = storage.getlist(hidind.IndicatorList)
# Wait until we have enough data to trade off
if len(FilterList) >= genind.TradeDelay:
if hasattr(hidind, 'TradeReverse'):
if IndList[-1] > LocalBid:
it_signals.append(b)
elif IndList[-1] < LocalAsk:
it_signals.append(s)
else:
it_signals.append(n)
else:
if IndList[-1] < LocalBid:
it_signals.append(b)
elif IndList[-1] > LocalAsk:
it_signals.append(s)
else:
it_signals.append(n)
if genind.SingleTrade and len(it_signals) > 1:
if it_signals[-1] == it_signals[-2]:
if genind.TradePersist:
if len(it_signals) > 2 and not it_signals[
-2] == it_signals[-3]:
Trade_dict['Order'] = it_signals[-1]
else:
Trade_dict['Order'] = n
else:
Trade_dict['Order'] = n
else:
if genind.TradePersist:
Trade_dict['Order'] = n
else:
Trade_dict['Order'] = it_signals[-1]
else:
if genind.TradePersist:
if len(it_signals) > 2 and it_signals[-1] == \
it_signals[-2] and not it_signals[-2] == \
it_signals[-3]:
Trade_dict['Order'] = it_signals[-1]
else:
Trade_dict['Order'] = n
else:
Trade_dict['Order'] = it_signals[-1]
def Default():
# Clear prior to loop
CombinedTrade_list = []
for i in genconfig.Trader.TradeIndicators:
# Combined
if isinstance(i, list):
for l in i:
Trade_dict['TradeVolume'] = genconfig.Trader.TradeVolume
hidind = getattr(hidconfig, l)
if hasattr(hidind, 'VolatilityIndicator'):
FilterList = storage.getlist(hidind.IndicatorList)
LocalThreshold = hidind.Threshold
elif hasattr(hidind, 'BidAskList'):
FilterList = storage.getlist(hidind.IndicatorBid)
if storage.getlist(hidind.IndicatorBid):
if FilterList:
LocalBid = storage.getlist(hidind.IndicatorBid)[-1]
LocalAsk = storage.getlist(hidind.IndicatorAsk)[-1]
else:
LocalBid = hidind.IndicatorBid
LocalAsk = hidind.IndicatorAsk
FilterList = storage.getlist(hidind.IndicatorList)
IndList = storage.getlist(hidind.IndicatorList)
# Wait until we have enough data to trade off
if len(FilterList) >= genconfig.Trader.TradeDelay:
if hasattr(hidind, 'VolatilityIndicator'):
if getattr(genconfig, l).VolatilityThresholdOver:
if IndList[-1] > LocalThreshold:
VolatilityTrade_list.append(True)
else:
VolatilityTrade_list.append(False)
else:
if IndList[-1] < LocalThreshold:
VolatilityTrade_list.append(True)
else:
VolatilityTrade_list.append(False)
elif hasattr(hidind, 'TradeReverse'):
if IndList[-1] > LocalBid:
CombinedTrade_list.append(b)
elif IndList[-1] < LocalAsk:
CombinedTrade_list.append(s)
else:
CombinedTrade_list.append(n)
else:
if IndList[-1] < LocalBid:
CombinedTrade_list.append(b)
elif IndList[-1] > LocalAsk:
CombinedTrade_list.append(s)
else:
CombinedTrade_list.append(n)
# Check if we have data for all Combined TradeIndicators, then check that
# signals are the same.
if VolatilityTrade_list:
combined_num = len(i) - 1
else:
combined_num = len(i)
if len(CombinedTrade_list) == combined_num:
if all(x == CombinedTrade_list[0] for x in CombinedTrade_list):
LocalTrade_list.append(CombinedTrade_list[0])
else:
LocalTrade_list.append(n)
else:
LocalTrade_list.append(n)
# Make a clean signal list without "None" for SingleTrade use.
CleanTrade_list = LocalTrade_list[:]
while n in CleanTrade_list:
CleanTrade_list.remove(n)
if genconfig.Trader.SingleTrade and len(LocalTrade_list) > 1:
if LocalTrade_list[-1] == LocalTrade_list[-2]:
if genconfig.Trader.TradePersist:
if len(LocalTrade_list) > 2 and not LocalTrade_list[-2] \
== LocalTrade_list[-3]:
if VolatilityTrade_list:
if VolatilityTrade_list[-1]:
Trade_dict['Order'] = LocalTrade_list[-1]
else:
Trade_dict['Order'] = n
else:
Trade_dict['Order'] = LocalTrade_list[-1]
else:
Trade_dict['Order'] = n
else:
Trade_dict['Order'] = n
else:
if genconfig.Trader.TradePersist:
Trade_dict['Order'] = n
else:
if VolatilityTrade_list:
if VolatilityTrade_list[-1]:
if CleanTrade_list:
Trade_dict['Order'] = CleanTrade_list[-1]
else:
Trade_dict['Order'] = LocalTrade_list[-1]
else:
Trade_dict['Order'] = n
else:
if len(CleanTrade_list) > 1:
if not CleanTrade_list[-1] == CleanTrade_list[-2]:
Trade_dict['Order'] = LocalTrade_list[-1]
else:
Trade_dict['Order'] = n
else:
Trade_dict['Order'] = LocalTrade_list[-1]
else: # SingleTrade not enabled.
if genconfig.Trader.TradePersist:
if len(LocalTrade_list) > 2 and LocalTrade_list[-1] == \
LocalTrade_list[-2] and not LocalTrade_list[-2] == \
LocalTrade_list[-3]:
if VolatilityTrade_list:
if VolatilityTrade_list[-1]:
Trade_dict['Order'] = LocalTrade_list[-1]
else:
Trade_dict['Order'] = n
else:
Trade_dict['Order'] = LocalTrade_list[-1]
else:
Trade_dict['Order'] = n
else:
if VolatilityTrade_list:
if VolatilityTrade_list[-1]:
Trade_dict['Order'] = LocalTrade_list[-1]
else:
Trade_dict['Order'] = n
else:
Trade_dict['Order'] = LocalTrade_list[-1]
# Independent
else:
hidind = getattr(hidconfig, i)
try:
genind = getattr(genconfig, i).Trader
except AttributeError:
print(
'ERROR: Volatility indicator must be combined with a non volatility indicator.')
print('See galts-gulch.io/avarice/configuring/#trader for more info.')
Trade_dict['TradeVolume'] = genind.TradeVolume
# Create new key/dict value for this indicator if key doesn't exist
if i not in IndependentTrade_dict:
IndependentTrade_dict[i] = {'Signals': []}
it_signals = IndependentTrade_dict[i]['Signals']
if hasattr(hidind, 'BidAskList'):
FilterList = storage.getlist(hidind.IndicatorBid)
if hidind.IndicatorBid:
if FilterList:
LocalBid = storage.getlist(hidind.IndicatorBid)[-1]
LocalAsk = storage.getlist(hidind.IndicatorAsk)[-1]
else:
LocalBid = hidind.IndicatorBid
LocalAsk = hidind.IndicatorAsk
FilterList = storage.getlist(hidind.IndicatorList)
IndList = storage.getlist(hidind.IndicatorList)
# Wait until we have enough data to trade off
if len(FilterList) >= genind.TradeDelay:
if hasattr(hidind, 'TradeReverse'):
if IndList[-1] > LocalBid:
it_signals.append(b)
elif IndList[-1] < LocalAsk:
it_signals.append(s)
else:
it_signals.append(n)
else:
if IndList[-1] < LocalBid:
it_signals.append(b)
elif IndList[-1] > LocalAsk:
it_signals.append(s)
else:
it_signals.append(n)
if genind.SingleTrade and len(it_signals) > 1:
if it_signals[-1] == it_signals[-2]:
if genind.TradePersist:
if len(it_signals) > 2 and not it_signals[-2] == it_signals[-3]:
Trade_dict['Order'] = it_signals[-1]
else:
Trade_dict['Order'] = n
else:
Trade_dict['Order'] = n
else:
if genind.TradePersist:
Trade_dict['Order'] = n
else:
Trade_dict['Order'] = it_signals[-1]
else:
if genind.TradePersist:
if len(it_signals) > 2 and it_signals[-1] == \
it_signals[-2] and not it_signals[-2] == \
it_signals[-3]:
Trade_dict['Order'] = it_signals[-1]
else:
Trade_dict['Order'] = n
else:
Trade_dict['Order'] = it_signals[-1]