def isSpreading(self, currentCandle):
# see if the EMA are spreading out
if abs(self.M5dataSet[-1].indicators['EMA(8)'] - self.M5dataSet[-1].indicators['EMA(13)']) > 0.00012 and \
abs(self.M5dataSet[-1].indicators['EMA(13)'] - self.M5dataSet[-1].indicators['EMA(21)']) > 0.00012:
# See if it's above the candlestick
if currentCandle.high < self.M5dataSet[-1].indicators['EMA(8)'] < self.M5dataSet[-1].indicators['EMA(13)'] \
< self.M5dataSet[-1].indicators['EMA(21)']:
backTest.addMarker(self.backtest,
currentCandle.datetime,
"Simple Mark Above",
"RED",
text='')
return 'short'
# See of it's below the candlestick
elif currentCandle.low > self.M5dataSet[-1].indicators['EMA(8)'] > self.M5dataSet[-1].indicators['EMA(13)'] \
> self.M5dataSet[-1].indicators['EMA(21)']:
backTest.addMarker(self.backtest,
currentCandle.datetime,
"Simple Mark Above",
"BLUE",
text='')
return 'long'
else:
return self.touchTrigger(currentCandle)
else:
return False
def run(self, currentCandle, candlesUpToCurrent):
if currentCandle.datetime == '2009-01-05 19:32:00':
from HistoryAnalysis import backTest
backTest.addMarker(self.backtest, '2009-01-05 19:32:00', "Simple Mark Above")
return True
return False
def run(self, currentCandle, candlesUpToCurrent):
if len(candlesUpToCurrent) % 5 == 0:
self.createM5Candle(candlesUpToCurrent)
self.M5dataSet[-1].indicators['EMA(8)'] = ema().run(
self.M5dataSet[-1], self.M5dataSet, 8)
self.M5dataSet[-1].indicators['EMA(13)'] = ema().run(
self.M5dataSet[-1], self.M5dataSet, 13)
self.M5dataSet[-1].indicators['EMA(21)'] = ema().run(
self.M5dataSet[-1], self.M5dataSet, 21)
trigger = self.isSpreading(currentCandle)
if trigger == 'long':
self.spreadPatternSell = 0
self.spreadPatternBuy += 1
elif trigger == 'short':
self.spreadPatternBuy = 0
self.spreadPatternSell += 1
elif trigger == 'Open Long':
backTest.addMarker(self.backtest, currentCandle.datetime,
"Simple Mark Above", "RED")
return 'long'
elif trigger == 'Open Short':
backTest.addMarker(self.backtest, currentCandle.datetime,
"Simple Mark Above", "RED")
return 'short'
else:
self.spreadPatternSell = 0
self.spreadPatternBuy = 0
return False
def run(self, currentCandle, candlesUpToCurrent):
if currentCandle.indicators['TRIX(14)'] >= 0:
backTest.addMarker(self.backtest, currentCandle.datetime,
"Simple Mark Above", "BLUE") # long
return 'long'
elif currentCandle.indicators['TRIX(14)'] < 0:
backTest.addMarker(self.backtest, currentCandle.datetime,
"Simple Mark Above", "RED") # short
return 'short'
else:
return False
def run(self, currentCandle, candlesUpToCurrent):
if 80 < currentCandle.indicators['STC(23, 50, 10)']:
backTest.addMarker(self.backtest, currentCandle.datetime,
"Simple Mark Above", "BLUE") # long
# return True
return 'long'
elif 20 > currentCandle.indicators['STC(23, 50, 10)']:
backTest.addMarker(self.backtest, currentCandle.datetime,
"Simple Mark Above", "RED") # short
# return True
return 'short'
else:
return False
def run(self, currentCandle, candlesUpToCurrent):
if currentCandle.indicators['BullSTR'] >= currentCandle.indicators[
'BearSTR']:
backTest.addMarker(self.backtest, currentCandle.datetime,
"Simple Mark Above", "BLUE") # long
# return True
return 'NA'
elif currentCandle.indicators['BullSTR'] < currentCandle.indicators[
'BearSTR']:
backTest.addMarker(self.backtest, currentCandle.datetime,
"Simple Mark Above", "RED") # short
# return True
return 'NA'
else:
return False
def run(self, currentCandle, candlesUpToCurrent):
if 80 < currentCandle.indicators['STC(23, 50, 10)']:
if self.lastState is None:
if currentCandle.indicators[
'Bears'] <= currentCandle.indicators['Bulls']:
self.lastState = 'bulls'
else:
self.lastState = 'bears'
backTest.addMarker(self.backtest, currentCandle.datetime,
"Simple Mark Above", "BLUE") # long
# return True
return 'long'
elif 20 > currentCandle.indicators['STC(23, 50, 10)']:
backTest.addMarker(self.backtest, currentCandle.datetime,
"Simple Mark Above", "RED") # short
# return True
return 'short'
else:
return False
def findNewSL(self, candlesUpToCurrent, position, currentCandle):
l = 1000000000000
h = -1
for i in range(-15,0):
if candlesUpToCurrent[i].high > h: h = candlesUpToCurrent[i].high
if candlesUpToCurrent[i].low < l: l = candlesUpToCurrent[i].low
if position == 'long':
slTemp = round(l - 0.0003,5)
if slTemp > self.varSl:
if slTemp != self.varSl:
backTest.addMarker(self.backtest, currentCandle.datetime, "Simple Mark Above", "CYAN", text=f"New SL:\n{round(slTemp,5)}")
self.varSl = slTemp
elif position == 'short':
slTemp = round(h + 0.0003,5)
if slTemp < self.varSl:
if slTemp != self.varSl:
backTest.addMarker(self.backtest, currentCandle.datetime, "Simple Mark Above", "CYAN", text=f"New SL:\n{round(slTemp,5)}")
self.varSl = slTemp
def setup(self, currentCandle, candlesUpToCurrent, position):
print('================================================================================')
self.risk = (currentCandle.indicators['ATR(14)'] * 1.5)
if position == 'long':
self.sl = currentCandle.close - self.risk
backTest.addHorizontalLine(self.backtest, currentCandle.datetime, "Horizontal At Price", price=self.sl)
self.breakEven = currentCandle.close + self.risk
self.openPrice = currentCandle.close
backTest.addHorizontalLine(self.backtest, currentCandle.datetime, "Horizontal At Price", price=self.breakEven)
backTest.addMarker(self.backtest, currentCandle.datetime, "Simple Mark Above", "magenta", text=f"BE{round(self.breakEven,6)}\nSl{round(self.sl,6)}")
elif position == 'short':
self.sl = currentCandle.close + self.risk
backTest.addHorizontalLine(self.backtest, currentCandle.datetime, "Horizontal At Price", price=self.sl)
self.breakEven = currentCandle.close - self.risk
self.openPrice = currentCandle.close
backTest.addHorizontalLine(self.backtest, currentCandle.datetime, "Horizontal At Price", price=self.breakEven)
backTest.addMarker(self.backtest, currentCandle.datetime, "Simple Mark Above", "magenta", text=f"BE{round(self.breakEven, 6)}\nSl{round(self.sl, 6)}")
def run(self, currentCandle, candlesUpToCurrent):
if self.lastState is None:
if currentCandle.indicators['BullSTR'] >= currentCandle.indicators[
'BearSTR']:
self.lastState = 'bulls'
else:
self.lastState = 'bears'
if currentCandle.indicators['BullSTR'] >= currentCandle.indicators[
'BearSTR'] and self.lastState == 'bears':
self.lastState = 'bulls'
backTest.addMarker(self.backtest, currentCandle.datetime,
"Simple Mark Above", "BLUE") # long
return 'long'
elif currentCandle.indicators['BullSTR'] < currentCandle.indicators[
'BearSTR'] and self.lastState == 'bulls':
self.lastState = 'bears'
backTest.addMarker(self.backtest, currentCandle.datetime,
"Simple Mark Above", "RED") # short
return 'short'
else:
return False
def run(self, currentCandle, candlesUpToCurrent):
from HistoryAnalysis import backTest
time = currentCandle.datetime.split(':')
hour = int(time[0][-2:])
min = int(time[1])
if hour == 8 and min >= 0 and self.flag:
self.flag = False
backTest.addMarker(self.backtest,
currentCandle.datetime,
"Simple Mark Above",
color="Yellow")
backTest.addHorizontalLine(self.backtest,
currentCandle.datetime,
"Horizontal At Price",
price=self.hi)
backTest.addHorizontalLine(self.backtest,
currentCandle.datetime,
"Horizontal At Price",
price=self.lo)
self.wasRanging = self.calculateTrendingIndex(self.rangingCandles)
self.reset = True
# Sleeping
if 0 <= hour < 3:
backTest.addMarker(self.backtest,
currentCandle.datetime,
"Simple Mark Above",
color="White")
self.updateHiLo(currentCandle)
self.rangingCandles.append(currentCandle)
# London
elif 3 <= hour < 8:
backTest.addMarker(self.backtest,
currentCandle.datetime,
"Simple Mark Above",
color="Green")
#return self.openPos(currentCandle)
self.updateHiLo(currentCandle)
self.rangingCandles.append(currentCandle)
# Overlap
elif 8 <= hour < 12:
backTest.addMarker(self.backtest,
currentCandle.datetime,
"Simple Mark Above",
color="Brown")
return self.openPos(currentCandle)
# United States
elif 12 <= hour < 17:
backTest.addMarker(self.backtest,
currentCandle.datetime,
"Simple Mark Above",
color="Red")
#return self.openPos(currentCandle)
#self.updateHiLo(currentCandle)
# Sleeping
elif 17 <= hour:
backTest.addMarker(self.backtest,
currentCandle.datetime,
"Simple Mark Above",
color="White")
self.updateHiLo(currentCandle)
self.rangingCandles.append(currentCandle)
else:
print("INVALID CANDLE")
# Reset Flag
if hour >= 17:
self.flag = True
def run(self, currentCandle, candlesUpToCurrent, position):
riskPrice = self.backtest.riskPrice
self.sl = self.backtest.sl
if position == 'long' and self.state == "part1":
if currentCandle.open >= riskPrice:
self.varSl = self.sl
self.findNewSL(candlesUpToCurrent, position, currentCandle)
backTest.addMarker(self.backtest, currentCandle.datetime, "Simple Mark Above", "CYAN", text=f"\n\n\n\nTP Exit 50%\nNew SL: {self.varSl}")
self.state = "part2"
self.updateMoney(currentCandle,position,self.backtest.money, self.backtest.openPrice)
self.newStart = currentCandle.open
return False
elif currentCandle.open < self.sl:
backTest.addMarker(self.backtest, currentCandle.datetime, "Simple Mark Above", "CYAN", text="Stop loss")
self.updateMoney(currentCandle, position,self.backtest.money, self.backtest.openPrice)
self.newStart = currentCandle.open
return True
elif position == 'short' and self.state == "part1":
if currentCandle.open <= riskPrice:
self.varSl = self.sl
self.findNewSL(candlesUpToCurrent, position, currentCandle)
backTest.addMarker(self.backtest, currentCandle.datetime, "Simple Mark Above", "CYAN", text=f"\n\n\n\nTP Exit 50%\nNew SL: {self.varSl}")
self.state = "part2"
self.updateMoney(currentCandle, position,self.backtest.money, self.backtest.openPrice)
self.newStart = currentCandle.open
return False
elif currentCandle.open > self.sl:
backTest.addMarker(self.backtest, currentCandle.datetime, "Simple Mark Above", "CYAN", text="Stop Loss")
self.updateMoney(currentCandle, position,self.backtest.money, self.backtest.openPrice)
self.newStart = currentCandle.open
return True
# PART 2
if self.state == "part2":
self.findNewSL(candlesUpToCurrent, position, currentCandle)
if position == 'long' and currentCandle.open < self.varSl:
backTest.addMarker(self.backtest, currentCandle.datetime, "Simple Mark Above", "CYAN", text="\nEND TRADE")
self.state = "part1"
self.updateMoney(currentCandle, position, self.backtest.money/2, self.newStart)
return True
elif position == 'short' and currentCandle.open > self.varSl:
backTest.addMarker(self.backtest, currentCandle.datetime, "Simple Mark Above", "CYAN", text="\nEND TRADE")
self.state = "part1"
self.updateMoney(currentCandle, position, self.backtest.money/2, self.newStart)
return True
return False
