currency = 'EURUSD'
interval = '60'
factor = 10000
df = pd.read_csv(
r'../data/' + currency.upper() + interval + '.csv',
names=['date', 'time', 'open', 'high', 'low', 'close', 'volume'],
dtype={'open': 'float', 'high': 'float', 'low': 'float', 'close': 'float', 'volume': 'int'},
#parse_dates=[[0, 1]],
# index_col=0,
)
df = df.iloc[-14400:].reset_index()
print df.tail()
print 'calculating targets...'
calculateTargets(df)
#bullMean = df['targetBull'].mean()
#bullStd = df['targetBull'].std()
#print 'high mean std', bullMean, bullStd
bearMean = df['targetBear'].mean()
bearStd = df['targetBear'].std()
print 'bear mean std', bearMean, bearStd
print 'backtesting...'
takeProfit = 500.
stopLosses = [sl + 0. for sl in range(460, 620, 10)]
entry = 20.
waitFor = 95.
exitAt = 530.
totalNpt = []
totalRat = []
currency = 'EURUSD'
interval = '60'
factor = 10000
df = pd.read_csv(
r'../data/' + currency.upper() + interval + '.csv',
names=['date', 'time', 'open', 'high', 'low', 'close', 'volume'],
dtype={'open': 'float', 'high': 'float', 'low': 'float', 'close': 'float', 'volume': 'int'},
#parse_dates=[[0, 1]],
# index_col=0,
)
# df = df.iloc[-14400:].reset_index()
print df.tail()
print 'calculating targets...'
calculateTargets(df)
#bullMean = df['targetBull'].mean()
#bullStd = df['targetBull'].std()
#print 'high mean std', bullMean, bullStd
bearMean = df['targetBear'].mean()
bearStd = df['targetBear'].std()
print 'bear mean std', bearMean, bearStd
print 'backtesting...'
takeProfits = [tp + 0. for tp in range(400, 601, 10)]
stopLoss = 540.
entry = 20.
waitFor = 95.
exitAt = 530.
totalNpt = []
totalRat = []
