def RunTradingModelTrending(tm: TradingModel, ticker: str):
#This compares the slope of short term (6 day) and long term (18 day) exponential moving averages to determine buying opportunities. Positive, negative, or flat slopes
#trend states: ++,--,+-,-+,Flat
minActionableSlope = 0.002
prevTrendState, trendDuration = tm.GetCustomValues()
if prevTrendState == None: prevTrendState = ''
if trendDuration == None: trendDuration = 0
p = tm.GetPriceSnapshot()
if not p == None:
available, buyPending, sellPending, longPositions = tm.PositionSummary(
)
maxPositions = available + buyPending + sellPending + longPositions
targetBuy = p.nextDayTarget * (1 + p.fiveDayDeviation / 2)
targetSell = p.nextDayTarget * (1 - p.fiveDayDeviation / 2)
for i in range(tm._tranchCount):
if p.longEMASlope >= minActionableSlope and p.shortEMASlope >= minActionableSlope: #++ Positive trend, 100% long
trendState = '++'
if p.low > p.channelHigh: #Over Bought
pass
elif p.low < p.channelLow: #Still early
if buyPending < 3 and longPositions < 6:
tm.PlaceBuy(ticker, targetBuy, True)
if trendDuration > 1 and buyPending < 3:
tm.PlaceBuy(ticker, targetBuy, True)
else:
if buyPending < 3 and longPositions < 6:
tm.PlaceBuy(ticker, targetBuy, True)
if buyPending < 5 and longPositions < maxPositions:
tm.PlaceBuy(ticker, targetBuy, False, 3)
elif p.longEMASlope >= minActionableSlope and p.shortEMASlope < minActionableSlope: #+- Correction or early downturn
trendState = '+-'
if p.low > p.channelHigh: #Over Bought, try to get out
if sellPending < 3 and longPositions > 7:
tm.PlaceSell(ticker, targetSell * .98, False, 3)
elif p.low < p.channelLow and p.high > p.channelLow: #Deep correction
if sellPending < 3 and longPositions > 7:
tm.PlaceSell(ticker, targetSell, False, 3)
else:
pass
elif p.longEMASlope < -minActionableSlope and p.shortEMASlope < -minActionableSlope: #-- Negative trend, get out
trendState = '--'
if p.high < p.channelLow: #Over sold
if buyPending < 3 and longPositions < 6:
tm.PlaceBuy(ticker, targetBuy * .95, False, 2)
elif p.low < p.channelLow and p.high > p.channelLow: #Straddle Low, possible early up
pass
else:
if trendDuration > 2:
if sellPending < 5 and longPositions > 5:
tm.PlaceSell(ticker, targetSell, True)
if sellPending < 5 and longPositions > 0:
tm.PlaceSell(ticker, targetSell, True)
if sellPending < 5 and longPositions > 3:
tm.PlaceSell(ticker, targetSell, False, 2)
tm.PlaceSell(ticker, targetSell, False, 2)
elif p.longEMASlope < (
-1 * minActionableSlope) and p.shortEMASlope < (
-1 * minActionableSlope): #-+ Bounce or early recovery
trendState = '-+'
if p.high < p.channelLow: #Over sold
if buyPending < 3 and longPositions < 6:
tm.PlaceBuy(ticker, targetBuy * .95, False, 2)
elif p.low < p.channelLow and p.high > p.channelLow: #Straddle Low
if buyPending < 3 and longPositions < 6:
tm.PlaceBuy(ticker, targetBuy * .95, False, 2)
else:
pass
else: #flat, aim for 70% long
trendState = 'Flat'
if p.low > p.channelHigh: #Over Bought
pass
elif p.high < p.channelLow: #Over sold
if buyPending < 3 and longPositions < 8:
tm.PlaceBuy(ticker, targetBuy, False, 5)
if buyPending < 4: tm.PlaceBuy(ticker, targetBuy, False, 5)
else:
pass
if buyPending < 3 and longPositions < maxPositions:
tm.PlaceBuy(ticker, targetBuy, False, 5)
tm.SetCustomValues(trendState, trendDuration)
if trendState == prevTrendState:
trendDuration = trendDuration + 1
else:
trendDuration = 0
tm.SetCustomValues(prevTrendState, trendDuration)
def RunTradingModelSwingTrend(tm: TradingModel, ticker: str):
#Combines trending model with targeted "swing" buys, attempting to gain better deals by anticipating daily price fluctuations
minActionableSlope = 0.002
prevTrendState, trendDuration = tm.GetCustomValues()
if prevTrendState == None: prevTrendState = ''
if trendDuration == None: trendDuration = 0
p = tm.GetPriceSnapshot()
if not p == None:
for i in range(tm._tranchCount):
available, buyPending, sellPending, longPositions = tm.PositionSummary(
)
maxPositions = available + buyPending + sellPending + longPositions
targetBuy = p.nextDayTarget * (1 + p.fiveDayDeviation / 2)
targetSell = p.nextDayTarget * (1 - p.fiveDayDeviation / 2)
if p.longEMASlope >= minActionableSlope and p.shortEMASlope >= minActionableSlope: #++ Positive trend, 70% long
trendState = '++'
if p.low > p.channelHigh: #Over Bought
if sellPending < 3 and longPositions > 7:
tm.PlaceSell(ticker, targetSell * (1.03), False, 10)
elif p.low < p.channelLow: #Still early
if buyPending < 3 and longPositions < 6:
tm.PlaceBuy(ticker, targetBuy, True)
if trendDuration > 1 and buyPending < 3:
tm.PlaceBuy(ticker, targetBuy, True)
else:
if buyPending < 3 and longPositions < 6:
tm.PlaceBuy(ticker, targetBuy, False)
if buyPending < 5 and longPositions < maxPositions:
tm.PlaceBuy(ticker, targetBuy, False)
elif p.longEMASlope >= minActionableSlope and p.shortEMASlope < minActionableSlope: #+- Correction or early downturn
trendState = '+-'
if p.low > p.channelHigh: #Over Bought, try to get out
if sellPending < 3 and longPositions > 7:
tm.PlaceSell(ticker, targetSell, False, 3)
elif p.low < p.channelLow and p.high > p.channelLow: #Deep correction
if sellPending < 3 and longPositions > 7:
tm.PlaceSell(ticker, targetSell, False, 3)
else:
pass
elif p.longEMASlope < -minActionableSlope and p.shortEMASlope < -minActionableSlope: #-- Negative trend, aim for < 30% long
trendState = '--'
if p.high < p.channelLow: #Over sold
if buyPending < 3 and longPositions < 6:
tm.PlaceBuy(ticker, targetBuy * .95, False, 2)
elif p.low < p.channelLow and p.high > p.channelLow: #Straddle Low, early down or up
pass
else:
if sellPending < 5 and longPositions > 3:
tm.PlaceSell(ticker, targetSell, True)
if trendDuration > 1:
tm.PlaceSell(ticker, targetSell, True)
if sellPending < 5 and longPositions > 3:
tm.PlaceSell(ticker, targetSell, False, 2)
tm.PlaceSell(ticker, targetSell, False, 2)
elif p.longEMASlope < (
-1 * minActionableSlope) and p.shortEMASlope < (
-1 * minActionableSlope): #-+ Bounce or early recovery
trendState = '-+'
if p.high < p.channelLow: #Over sold
pass
elif p.low < p.channelLow and p.high > p.channelLow: #Straddle Low
if sellPending < 3 and longPositions > 3:
tm.PlaceSell(ticker, targetSell, False, 3)
else:
pass
else: #flat, aim for 70% long
trendState = 'Flat'
if p.low > p.channelHigh: #Over Bought
if sellPending < 3 and longPositions > 7:
tm.PlaceSell(ticker, targetSell * (1.03), False, 10)
elif p.high < p.channelLow: #Over sold
if buyPending < 3 and longPositions < 8:
tm.PlaceBuy(ticker, targetBuy, False, 5)
if buyPending < 4: tm.PlaceBuy(ticker, targetBuy, False, 5)
else:
pass
if sellPending < 3 and longPositions > 7:
tm.PlaceSell(ticker, targetSell, False, 5)
if buyPending < 3 and longPositions < maxPositions:
tm.PlaceBuy(ticker, targetBuy, False, 5)
if trendState == prevTrendState:
trendDuration = trendDuration + 1
else:
trendDuration = 0
tm.SetCustomValues(prevTrendState, trendDuration)
def RunTradingModelSwingTrend(tm: TradingModel, ticker: str):
#Give it a date range, some money, and a stock, it will execute a strategy and return the results
#minDeviationToTrade = .025
minActionableSlope = 0.002
prevTrendState, trendDuration = tm.GetCustomValues()
if prevTrendState == None: prevTrendState = ''
if trendDuration == None: trendDuration = 0
p = tm.GetPriceSnapshot()
if not p == None:
available, buyPending, sellPending, longPositions = tm.PositionSummary(
)
maxPositions = available + buyPending + sellPending + longPositions
targetBuy = p.nextDayTarget * (1 + p.fiveDayDeviation / 2)
targetSell = p.nextDayTarget * (1 - p.fiveDayDeviation / 2)
if p.longEMASlope >= minActionableSlope and p.shortEMASlope >= minActionableSlope: #++ Positive trend, 70% long
trendState = '++'
if p.low > p.channelHigh: #Over Bought
if sellPending < 3 and longPositions > 7:
tm.PlaceSell(ticker, targetSell * (1.03), False, 10)
elif p.low < p.channelLow: #Still early
if buyPending < 3 and longPositions < 6:
tm.PlaceBuy(ticker, targetBuy, True)
if trendDuration > 1 and buyPending < 3:
tm.PlaceBuy(ticker, targetBuy, True)
else:
if buyPending < 3 and longPositions < 6:
tm.PlaceBuy(ticker, targetBuy, False)
if buyPending < 5 and longPositions < maxPositions:
tm.PlaceBuy(ticker, targetBuy, False)
elif p.longEMASlope >= minActionableSlope and p.shortEMASlope < minActionableSlope: #+- Correction or early downturn
trendState = '+-'
if p.low > p.channelHigh: #Over Bought, try to get out
if sellPending < 3 and longPositions > 7:
tm.PlaceSell(ticker, targetSell, False, 3)
elif p.low < p.channelLow and p.high > p.channelLow: #Deep correction
if sellPending < 3 and longPositions > 7:
tm.PlaceSell(ticker, targetSell, False, 3)
else:
pass
elif p.longEMASlope < -minActionableSlope and p.shortEMASlope < -minActionableSlope: #-- Negative trend, aim for < 30% long
trendState = '--'
if p.high < p.channelLow: #Over sold
if buyPending < 3 and longPositions < 6:
tm.PlaceBuy(ticker, targetBuy * .95, False, 2)
elif p.low < p.channelLow and p.high > p.channelLow: #Straddle Low, early down or up
pass
else:
if sellPending < 5 and longPositions > 3:
tm.PlaceSell(ticker, targetSell, True)
if trendDuration > 1:
tm.PlaceSell(ticker, targetSell, True)
if sellPending < 5 and longPositions > 3:
tm.PlaceSell(ticker, targetSell, False, 2)
tm.PlaceSell(ticker, targetSell, False, 2)
elif p.longEMASlope < (-1 * minActionableSlope) and p.shortEMASlope < (
-1 * minActionableSlope): #-+ Bounce or early recovery
trendState = '-+'
if p.high < p.channelLow: #Over sold
pass
elif p.low < p.channelLow and p.high > p.channelLow: #Straddle Low
if sellPending < 3 and longPositions > 3:
tm.PlaceSell(ticker, targetSell, False, 3)
else:
pass
else: #flat, aim for 70% long
trendState = 'Flat'
if p.low > p.channelHigh: #Over Bought
if sellPending < 3 and longPositions > 7:
tm.PlaceSell(ticker, targetSell * (1.03), False, 10)
elif p.high < p.channelLow: #Over sold
if buyPending < 3 and longPositions < 8:
tm.PlaceBuy(ticker, targetBuy, False, 5)
if buyPending < 4: tm.PlaceBuy(ticker, targetBuy, False, 5)
else:
pass
if sellPending < 3 and longPositions > 7:
tm.PlaceSell(ticker, targetSell, False, 5)
if buyPending < 3 and longPositions < maxPositions:
tm.PlaceBuy(ticker, targetBuy, False, 5)
if trendState == prevTrendState:
trendDuration = trendDuration + 1
else:
trendDuration = 0
tm.SetCustomValues(prevTrendState, trendDuration)
