def get_macd(market, aggregate):
from_currency = market[market.index("-") + 1:]
to_currency = market[:market.index("-")]
data = historical_api.get_historical_hour(from_currency,
to_currency,
limit=200,
aggregate=aggregate)
close = np.array([d['close'] for d in data])
values = talib.MACD(close, fastperiod=12, slowperiod=26, signalperiod=9)
return values
def get_rsi(market, aggregate):
period = 14
from_currency = market[market.index("-") + 1:]
to_currency = market[:market.index("-")]
data = historical_api.get_historical_hour(from_currency,
to_currency,
limit=200,
aggregate=aggregate)
close = np.array([d['close'] for d in data])
values = talib.RSI(close, period)
return values
def stoch_rsi(market):
period = 14
from_currency = market[market.index("-") + 1:]
to_currency = market[:market.index("-")]
data = historical_api.get_historical_hour(from_currency, to_currency)
close = np.array([d['close'] for d in data])
values = talib.STOCHRSI(close,
timeperiod=period,
fastk_period=3,
fastd_period=3,
fastd_matype=0)
return values
def __get_data(market, aggregate):
from_currency = market[market.index("-") + 1:]
to_currency = market[:market.index("-")]
data = historical_api.get_historical_hour(from_currency,
to_currency,
limit=200,
aggregate=aggregate)
close = __extract("close", data)
high = __extract("high", data)
low = __extract("low", data)
return close, high, low
def dynamic_stop_loss_loop(currency, timeframe_hours):
balance = float(get_balance(currency)['Balance'])
while balance > 0.0:
try:
period = 22
datapoints = historical_api.get_historical_hour(
currency, "BTC", limit=100, aggregate=timeframe_hours)
exit_price = get_long_chandelier_exit(datapoints, period=period)
print(exit_price)
market = market_for_currency(currency)
force_put_conditional_sell_all_order(market=market,
rate=exit_price)
except Exception as e:
print("Temporary failure: %" % str(e))
time.sleep(60 * 10) # update every ten minutes