def __init__(self, feed, p1, p2, instrument):
super(RSI2, self).__init__(feed, 10000, round=lambda x: int(x), commission=NoCommission())
self.__instrument = instrument
self.__priceDS = feed[instrument].price
self.__entrySMA = ma.SMA(self.__priceDS, 240)
self.__exitSMA = ma.SMA(self.__priceDS, 240)
self.__rsi = rsi.RSI(self.__priceDS, 240)
self.__p1 = p1
self.__p2 = p2
self.__longPos = None
self.__shortPos = None
def SMA80(i):
return ma.SMA(i, 80)
def SMA40(i):
return ma.SMA(i, 40)
def SMA20(i):
return ma.SMA(i, 20)
def SMA240(i):
return ma.SMA(i, 240)
def SMA120(i):
return ma.SMA(i, 120)