def open_position(self, quote):
shares = Position.get_shares(quote, self.get_risk())
next_quote = quote.next()
print "opening on next day", next_quote
self.positions.append(Position.open(
quote.symbol,
self.currency,
self.currency_rate,
next_quote.date,
next_quote.open,
self.enter_commission,
shares))
print "Loss %s" % position.get_gain()
total = total + position.get_value(currency)
position = None
elif quote.is_below_10_day_low():
print "10 day low MET %s" % position.get_trailing_stop()
print "Selling %s" % position
print "Gain %s" % position.get_gain()
total = total + position.get_value(currency)
position = None
# total = total + (stocks * float(quote.close))
# position.value = 0
else:
over = quote.is_above_20_day_high()
if over:
risk = Decimal(total/100)
shares = Position.get_shares(quote, risk)
#print "Stop %s, Risk %s, Portfolio max risk %s" % (stop, shares * indicator.atr_exp20 * 2, risk)
position = Position.open(symbol, currency, 1, quote.date, quote.close,
Decimal('9'), shares)
position.current_quote = quote
position.is_long = True
print "Opened %s" % position
#position = Position({'symbol': symbol, 'is_long': True, 'current_quote': quote})
#position.stop = indicator.calculate_stop(quote)
print "Buy %s" % (position)
#if indicator.atr_14:
# print "%s quote over sma50 on %s" % (quote.symbol, quote.date)
# stop = float(quote.close) - float(indicator.atr_14) * float(0.1);
# stocks = float(total/2)/float(quote.close)
# position.value = stocks * float(quote.close)
total = total - position.get_value(currency)
last_event = events[-1]
if(last_event.type != 'eod'):
return False
# Good, we are still in a breakout.
# When did it start ?
breakout_start = events[-2]
if breakout_start.quote.date < not_older_than:
return False
if breakout_start.type == 'hh50' or events[-3].type == 'stop':
return breakout_start
account_value = Decimal('550000.0') / Currency.get_rate('SEKSEK')
risk_factor = 100
print "-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------"
print "Symbol\tDate\tBreakout\nClose\tStop\tTarget\tShares\tPosition"
print "-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------"
if __name__ == '__main__':
for quote in Quote.get_latest_quotes('%'):
breakout = find_recent_breakout(find_events(quote.symbol), date.today() - timedelta(days=3))
if breakout:
#print 'Found breakout for %s %s' % (quote.symbol, breakout)
stop = quote.get_indicator().calculate_stop(quote.close) #TODO add transaction cost
risk = quote.close - stop
target = risk * 6 + quote.close
shares = Position.get_shares(quote, account_value/risk_factor)
position = long(shares * quote.close)
print "%s\t%s\t%s\t%s\t%s\t%s\t%s\t%s" % (quote.symbol, quote.date, breakout, quote.close, stop, target, shares, position)
# When did it start ?
breakout_start = events[-2]
if breakout_start.quote.date < not_older_than:
return False
if breakout_start.type == 'hh50' or events[-3].type == 'stop':
return breakout_start
account_value = Decimal('550000.0') / Currency.get_rate('SEKSEK')
risk_factor = 100
print "-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------"
print "Symbol\tDate\tBreakout\nClose\tStop\tTarget\tShares\tPosition"
print "-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------"
if __name__ == '__main__':
for quote in Quote.get_latest_quotes('%'):
breakout = find_recent_breakout(find_events(quote.symbol),
date.today() - timedelta(days=3))
if breakout:
#print 'Found breakout for %s %s' % (quote.symbol, breakout)
stop = quote.get_indicator().calculate_stop(
quote.close) #TODO add transaction cost
risk = quote.close - stop
target = risk * 6 + quote.close
shares = Position.get_shares(quote, account_value / risk_factor)
position = long(shares * quote.close)
print "%s\t%s\t%s\t%s\t%s\t%s\t%s\t%s" % (
quote.symbol, quote.date, breakout, quote.close, stop, target,
shares, position)
