# rsiStudy = rsiClass()
# stochStudy = stochClass()
#---------------------------------------------------------------------------------
for i in range(len(myDate) - numBarsToGoBack, len(myDate)):
D0 = i
D1 = i - 1
D2 = i - 2
D3 = i - 3
D4 = i - 4
equItm += 1
tempDate = myDate[i]
todaysCTE = todaysOTE = todaysEquity = 0
marketPosition[i] = marketPosition[i - 1]
mp = marketPosition[i]
# buyLevel,shortLevel,exitLevel = bollingerBands(myDate,myClose,60,2,i,1)
atrVal = sAverage(trueRanges, 10, i, 0)
# rsiVal = rsiStudy.calcRsi(myClose,10,i,0)
stopAmt = 3000 / myBPV
# fastKVal,fastDVal,slowDVal = stochStudy.calcStochastic(3,9,9,myHigh,myLow,myClose,i,1)
# if (mp > 0 and maxPositionL < 3) : maxPositionL = mp
# if (mp < 0 and maxPositionS < 3) : maxPositionS = mp
avg1 = sAverage(myClose, 19, i, 0)
avg2 = sAverage(myClose, 39, i, 0)
avg3 = sAverage(myClose, 99, i, 0)
#--------------------------------------------------------------------------------
#System Description can go here
# This Triple Moving Average System currently utilize three moving averages
# short, intermediate and longer term - lengths are 19,39,99 respectively
# buy MOC when short crosses above intermediate and intermediate is above longer
# sell MOC when short crosses below intermediate and intermediate is below longer
# exit long MOC when close is $3000 below entry or when SMA crosess below IMA
#---------------------------------------------------------------------------------
for i in range(len(myDate) - numBarsToGoBack,len(myDate)):
D0 = i
D1 = i - 1
D2 = i - 2
D3 = i - 3
D4 = i - 4
equItm += 1
tempDate = myDate[i]
todaysCTE = todaysOTE = todaysEquity = 0
marketPosition[i] = marketPosition[i-1]
mp = marketPosition[i]
buyLevel,shortLevel,exitLevel = bollingerBands(myDate,myClose,60,2,i,1)
# keltUpChan,keltDnChan,keltAvg = keltnerChannels(myDate,multiPriceLists,40,2,i,0)
atrVal = sAverage(trueRanges,10,i,0)
# rsiVal = rsiStudy.calcRsi(myClose,14,i,0)
fastKVal,slowKVal,slowDVal = stochStudy.calcStochastic(20,3,3,myHigh,myLow,myClose,i,1)
# if (mp > 0 and maxPositionL < 3) : maxPositionL = mp
# if (mp < 0 and maxPositionS < 3) : maxPositionS = mp
avg1 = sAverage(myClose,199,i,0)
# avg2 = sAverage(myClose,39,i,0)
#--------------------------------------------------------------------------------
#System Description can go here
#
# Stochastic System :Buy when sloK > sloD and sloD < 20
# Short when sloK < sloD and sloD > 80
#--------------------------------------------------------------------------------
#Long Entry Logic
# rsiStudy = rsiClass()
# stochStudy = stochClass()
#---------------------------------------------------------------------------------
for i in range(len(myDate) - numBarsToGoBack,len(myDate)):
D0 = i
D1 = i - 1
D2 = i - 2
D3 = i - 3
D4 = i - 4
equItm += 1
tempDate = myDate[i]
todaysCTE = todaysOTE = todaysEquity = 0
marketPosition[i] = marketPosition[i-1]
mp = marketPosition[i]
# buyLevel,shortLevel,exitLevel = bollingerBands(myDate,myClose,60,2,i,1)
atrVal = sAverage(trueRanges,10,i,0)
# rsiVal = rsiStudy.calcRsi(myClose,10,i,0)
stopAmt = 3000/myBPV
# fastKVal,fastDVal,slowDVal = stochStudy.calcStochastic(3,9,9,myHigh,myLow,myClose,i,1)
# if (mp > 0 and maxPositionL < 3) : maxPositionL = mp
# if (mp < 0 and maxPositionS < 3) : maxPositionS = mp
avg1 = sAverage(myClose,19,i,0)
avg2 = sAverage(myClose,39,i,0)
avg3 = sAverage(myClose,99,i,0)
#--------------------------------------------------------------------------------
#System Description can go here
# This Triple Moving Average System currently utilize three moving averages
# short, intermediate and longer term - lengths are 19,39,99 respectively
# buy MOC when short crosses above intermediate and intermediate is above longer
# sell MOC when short crosses below intermediate and intermediate is below longer
# exit long MOC when close is $3000 below entry or when SMA crosess below IMA
for i in range(len(myDate) - numBarsToGoBack, len(myDate)):
D0 = i
D1 = i - 1
D2 = i - 2
D3 = i - 3
D4 = i - 4
equItm += 1
tempDate = myDate[i]
todaysCTE = todaysOTE = todaysEquity = 0
marketPosition[i] = marketPosition[i - 1]
mp = marketPosition[i]
buyLevel, shortLevel, exitLevel = bollingerBands(
myDate, myClose, 60, 2, i, 1)
# keltUpChan,keltDnChan,keltAvg = keltnerChannels(myDate,multiPriceLists,40,2,i,0)
atrVal = sAverage(trueRanges, 10, i, 0)
# rsiVal = rsiStudy.calcRsi(myClose,14,i,0)
fastKVal, slowKVal, slowDVal = stochStudy.calcStochastic(
20, 3, 3, myHigh, myLow, myClose, i, 1)
# if (mp > 0 and maxPositionL < 3) : maxPositionL = mp
# if (mp < 0 and maxPositionS < 3) : maxPositionS = mp
avg1 = sAverage(myClose, 199, i, 0)
# avg2 = sAverage(myClose,39,i,0)
#--------------------------------------------------------------------------------
#System Description can go here
#
# Stochastic System :Buy when sloK > sloD and sloD < 20
# Short when sloK < sloD and sloD > 80
#--------------------------------------------------------------------------------
#//////// DO NOT CHANGE ABOVE /////////////////////////////////////////////////
#---------------------------------------------------------------------------------
#Instantiate Indicator Classes
#---------------------------------------------------------------------------------
rsiStudy = rsiClass()
stochStudy = stochClass()
#---------------------------------------------------------------------------------
for i in range(len(myDate) - numBarsToGoBack,len(myDate)):
equItm += 1
tempDate = myDate[i]
todaysCTE = todaysOTE = todaysEquity = 0
marketPosition[i] = marketPosition[i-1]
mp = marketPosition[i]
# buyLevel,shortLevel,exitLevel = bollingerBands(myDate,myClose,60,2,i,1)
prevAvg1 = sAverage(myClose,19,i,1)
prevAvg2 = sAverage(myClose,39,i,1)
avg1 = sAverage(myClose,19,i,0)
avg2 = sAverage(myClose,39,i,0)
atrVal = sAverage(trueRanges,10,i,0)
# rsiVal = rsiStudy.calcRsi(myClose,10,i,0)
stopAmt = 2000/myBPV
profAmt = 3000/myBPV
# print(myDate[i],"rsi ",rsiVal," atrVal ",atrVal*myBPV," ",myBPV)
# fastKVal,fastDVal,slowDVal = stochStudy.calcStochastic(3,9,9,myHigh,myLow,myClose,i,1)
# if (mp > 0 and maxPositionL < 3) : maxPositionL = mp
# if (mp < 0 and maxPositionS < 3) : maxPositionS = mp
#Long Entry Logic
#Instantiate Indicator Classes
#---------------------------------------------------------------------------------
rsiStudy = rsiClass()
stochStudy = stochClass()
#---------------------------------------------------------------------------------
for i in range(len(myDate) - numBarsToGoBack,len(myDate)):
equItm += 1
tempDate = myDate[i]
todaysCTE = todaysOTE = todaysEquity = 0
marketPosition[i] = marketPosition[i-1]
mp = marketPosition[i]
buyLevel,shortLevel,exitLevel = bollingerBands(myDate,myClose,60,2,i,1)
buyLevel = roundToNearestTick(buyLevel,1,myMinMove)
shortLevel = roundToNearestTick(shortLevel,-1,myMinMove)
# print(tempDate," avg ",exitLevel," ",buyLevel - exitLevel)
atrVal = sAverage(trueRanges,10,i,0)
rsiVal = rsiStudy.calcRsi(myClose,10,i,0)
stopAmt = 2000/myBPV
# print(myDate[i]," buyLevel ",buyLevel," high ",myHigh[i]," low ",myLow[i])
# fastKVal,fastDVal,slowDVal = stochStudy.calcStochastic(3,9,9,myHigh,myLow,myClose,i,1)
# if (mp > 0 and maxPositionL < 3) : maxPositionL = mp
# if (mp < 0 and maxPositionS < 3) : maxPositionS = mp
#Long Entry Logic
if (mp == 0 or mp == -1) and myHigh[i] >= buyLevel:
profit = 0
price = max(myOpen[i],buyLevel)
if mp <= -1:
profit,trades,curShares = exitPos(price,myDate[i],"RevShrtLiq",curShares)
#//////// DO NOT CHANGE ABOVE /////////////////////////////////////////////////
#---------------------------------------------------------------------------------
#Instantiate Indicator Classes
#---------------------------------------------------------------------------------
rsiStudy = rsiClass()
stochStudy = stochClass()
#---------------------------------------------------------------------------------
for i in range(len(myDate) - numBarsToGoBack, len(myDate)):
equItm += 1
tempDate = myDate[i]
todaysCTE = todaysOTE = todaysEquity = 0
marketPosition[i] = marketPosition[i - 1]
mp = marketPosition[i]
# buyLevel,shortLevel,exitLevel = bollingerBands(myDate,myClose,60,2,i,1)
prevAvg1 = sAverage(myClose, 19, i, 1)
prevAvg2 = sAverage(myClose, 39, i, 1)
avg1 = sAverage(myClose, 19, i, 0)
avg2 = sAverage(myClose, 39, i, 0)
atrVal = sAverage(trueRanges, 10, i, 0)
# rsiVal = rsiStudy.calcRsi(myClose,10,i,0)
stopAmt = 2000 / myBPV
profAmt = 3000 / myBPV
# print(myDate[i],"rsi ",rsiVal," atrVal ",atrVal*myBPV," ",myBPV)
# fastKVal,fastDVal,slowDVal = stochStudy.calcStochastic(3,9,9,myHigh,myLow,myClose,i,1)
# if (mp > 0 and maxPositionL < 3) : maxPositionL = mp
# if (mp < 0 and maxPositionS < 3) : maxPositionS = mp
#Long Entry Logic
if (mp != 1) and avg1 > avg2 and prevAvg1 < prevAvg2:
#---------------------------------------------------------------------------------
rsiStudy = rsiClass()
stochStudy = stochClass()
#---------------------------------------------------------------------------------
for i in range(len(myDate) - numBarsToGoBack, len(myDate)):
equItm += 1
tempDate = myDate[i]
todaysCTE = todaysOTE = todaysEquity = 0
marketPosition[i] = marketPosition[i - 1]
mp = marketPosition[i]
buyLevel, shortLevel, exitLevel = bollingerBands(
myDate, myClose, 60, 2, i, 1)
buyLevel = roundToNearestTick(buyLevel, 1, myMinMove)
shortLevel = roundToNearestTick(shortLevel, -1, myMinMove)
# print(tempDate," avg ",exitLevel," ",buyLevel - exitLevel)
atrVal = sAverage(trueRanges, 10, i, 0)
rsiVal = rsiStudy.calcRsi(myClose, 10, i, 0)
stopAmt = 2000 / myBPV
# print(myDate[i]," buyLevel ",buyLevel," high ",myHigh[i]," low ",myLow[i])
# fastKVal,fastDVal,slowDVal = stochStudy.calcStochastic(3,9,9,myHigh,myLow,myClose,i,1)
# if (mp > 0 and maxPositionL < 3) : maxPositionL = mp
# if (mp < 0 and maxPositionS < 3) : maxPositionS = mp
#Long Entry Logic
if (mp == 0 or mp == -1) and myHigh[i] >= buyLevel:
profit = 0
price = max(myOpen[i], buyLevel)
if mp <= -1:
profit, trades, curShares = exitPos(price, myDate[i],
"RevShrtLiq", curShares)