예제 #1
0
    def __init__(self, settings):
        PriceVolumeDailyTrigger.__init__(self, settings)
        self.mingap = settings.getfloat("BulkowskiGapDailyTrigger", "mingap")
        self.open = AdjustedOpen()
        self.close = AdjustedClose()
        self.lastClose = HistoricMetric(self.close, 1)
        self.sma = SimpleMovingAverage(metric=self.close, period=50)
        self.lastsma = HistoricMetric(self.sma, 1)

        self._addMetrics(self.open, self.close, self.lastClose, self.sma, self.lastsma)
예제 #2
0
 def check(self):
     if PriceVolumeDailyTrigger.check(self):
         if self.lastClose.value() > 0 and self.open.value() > 0:
             gap = (self.lastClose.value() - self.open.value())/self.lastClose.value()
             if gap >= self.mingap:
                 return True
     return False