def __init__(self):
price = (self.data.high + self.data.low + self.data.close) / 3
pricema = self.p.movav(price, period=self.p.period)
posmf = btind.If(price(0) > price(-1), price*self.data.volume, 0)
negmf = btind.If(price(0) < price(-1), price*self.data.volume, 0)
mfi = bt.DivByZero(btind.SumN(posmf, period=self.p.period), btind.SumN(negmf, period=self.p.period))
self.lines.mfi = 100 - 100 / (1 + mfi)
def __init__(self):
upday = btind.UpDay(self.data.close)
downday = btind.DownDay(self.data.close)
adup = btind.If(upday, self.data.volume, 0.0)
addown = btind.If(downday, 0 - self.data.volume, 0.0)
self.lines.obv = btind.Accum(adup + addown)
super(OnBalanceVolume, self).__init__()
def __init__(self):
macd = self.p.movav(self.data, period=self.p.fastPeriod) - self.p.movav(self.data, period=self.p.slowPeriod)
high = btind.Highest(self.data, period=self.p.kPeriod)
low = btind.Lowest(self.data, period=self.p.kPeriod)
fastk1= btind.If(high-low > 0, (self.data(0)-low) / (high-low) * 100, 0)
fastd1 = self.p.movav(fastk1, period=self.p.dPeriod)
high2 = btind.Highest(fastd1, period=self.p.kPeriod)
low2 = btind.Lowest(fastd1, period=self.p.kPeriod)
fastk2 = btind.If(high2-low2 > 0, (fastd1(0)-low2) / (high2-low2) * 100, 0)
self.lines.trend = self.p.movav(fastk2, period=self.p.dPeriod)
def __init__(self):
avgvol = btind.ExponentialMovingAverage(self.data.volume,
period=self.p.avgvollength)
priceUp = btind.If(
self.data.volume(0) > avgvol(0),
btind.If(
self.data(0) > self.data(-1),
(self.data(0) - self.data(-1)) / self.data(0), 0), 0)
priceDown = btind.If(
self.data.volume(0) > avgvol(0),
btind.If(
self.data(0) < self.data(-1),
(self.data(-1) - self.data(0)) / self.data(0), 0), 0)
self.lines.up = self.p.movav(priceUp, period=self.p.period)
self.lines.down = self.p.movav(priceDown, period=self.p.period)
def __init__(self):
diff = self.data.high(0) - self.data.low(0)
avg = btind.MovingAverageSimple(diff, period=self.p.period)
self.lines.cv = btind.If(
avg(-self.p.rocperiod) == 0, 100,
(avg(0) - avg(-self.p.rocperiod)) / avg(-self.p.rocperiod) * 100)
def __init__(self):
longRoc = 100 * (self.data(0) / self.data(-self.p.slowPeriod) - 1)
shortRoc = 100 * (self.data(0) / self.data(-self.p.fastPeriod) - 1)
Z = btind.DivByZero(
pow(longRoc(0) * longRoc(0) + 100, 0.5),
pow(shortRoc(0) * shortRoc(0), 0.5) + self.p.scaleFactor)
B = btind.If(
self.data(0) > self.data(-self.p.slowPeriod), 100 * Z(0),
-100 * Z(0))
self.lines.pfe = self.p.movav(B, period=self.p.period)
def __init__(self):
delta = self.data-self.data(-1)
delta2 = abs(self.data-self.data(-1))
rma = self.p.movav(delta, period=self.p.rPeriod)
rma2 = self.p.movav(delta2, period=self.p.rPeriod)
sma = self.p.movav(rma, period=self.p.sPeriod)
sma2 = self.p.movav(rma2, period=self.p.sPeriod)
uma = self.p.movav(sma, period=self.p.uPeriod)
uma2 = self.p.movav(sma2, period=self.p.uPeriod)
self.lines.erg = btind.If(uma2 > 0, 100*uma / uma2, 0)
self.lines.signal = self.p.movav(self.lines.erg, period=self.p.triggerPeriod)
def __init__(self):
hl2 = (self.data.high + self.data.low) / 2
#ttr = bt.indicators.TrueRange(self.data)
#ttr = bt.Max(self.data.high- self.data.low,
# bt.Max(abs(self.data.high(0) - self.data.close(-1)),
# abs(self.data.low(0) - self.data.close(-1))))
#atr2 = RelativeMovingAverage(ttr, period=self.p.ATRPeriod)
#atr30 = bt.ind.SMA(ttr, period=30)
#atr20 = bt.ind.SMA(ttr, period=20)
#atr2 = atr30 - atr20 + bt.ind.SMA(ttr, period=self.p.ATRPeriod)
#atr2 = bt.ind.EMA(ttr, period=self.p.ATRPeriod)
atr2 = bt.indicators.AverageTrueRange(self.data,
period=self.p.ATRPeriod)
upSrc = hl2 - (self.p.Multiplier * atr2)
#up := close[1] > up1 ? max(up,up1) : up
self.lines.up = btind.If(
self.data.close(-1) > upSrc(-1), bt.Max(upSrc, upSrc(-1)), upSrc)
dnSrc = hl2 + (self.p.Multiplier * atr2)
#dn := close[1] < dn1 ? min(dn, dn1) : dn
self.lines.dn = btind.If(
self.data.close(-1) < dnSrc(-1), bt.Min(dnSrc, dnSrc(-1)), dnSrc)
"""
trd = self.data.close - self.data.close + 1
trd2 = btind.If(trd(-1) < 0,
btind.If(self.data.close > dn,1,trd2(-1)),
btind.If(self.data.close < up, -1, trd2(-1)))
#trd2 = btind.If((trd(-1) < 0) and (self.data.close(0) > dn(0)),
#1, btind.If(trd(-1) > 0 and self.data.close(0) < up(0), -1, 0))
self.lines.trend = trd2
#btind.If((trd(-1) < 0) and (self.data.close > dn),
# 1, btind.If(trd(-1) > 0 and self.data.close < up, -1, 0))
"""
super(AtrTrend, self).__init__()