def __init__(self):
super().__init__()
self.kst = btind.KnowSureThing(self.datas[0], rma1=self.params.kst_rma1, rma2=self.params.kst_rma2, rma3=self.params.kst_rma3,
rma4=self.params.kst_rma4,
rp1=self.params.kst_period, rp2=self.params.kst_period, rp3=self.params.kst_period,
rp4=self.params.kst_period)
self.macd = btind.MACD(
self.datas[0], period_me1=self.params.macd_period_me1, period_me2=self.params.macd_period_me2,
period_signal=self.params.macd_period_signal)
# self.trix = btind.Trix(
# self.datas[0], period=self.params.trix_period)
# self.tsi = btind.TrueStrengthIndicator(
# self.datas[0], period1=self.params.tsi_period1, period2=self.params.tsi_period2, pchange=self.params.tsi_pchange)
self.ao = btind.AwesomeOscillator(
self.datas[0], fast=self.params.ao_fast, slow=self.params.ao_slow)
# self.adx = btind.AverageDirectionalMovementIndex(self.datas[0], period=self.params.adx_period)
# self.dpo = btind.DetrendedPriceOscillator(self.datas[0])
#
self.psar = btind.ParabolicSAR(self.datas[0])
def __init__(self):
# Add indicators to add load
btind.SMA(period=self.p.smaperiod)
btind.MACD(period_me1=self.p.macdperiod1,
period_me2=self.p.macdperiod2,
period_signal=self.p.macdperiod3)
def __init__(self):
btind.SMA()
btind.Stochastic()
btind.RSI()
btind.MACD()
btind.CCI()
TestInd().plotinfo.plot = False
def __init__(self):
btind.SMA()
btind.Stochastic()
btind.RSI()
btind.MACD()
btind.CCI()
TestInd().plotinfo.plot = False
sma1, sma2 = bt.ind.SMA(period=10), bt.ind.SMA(period=30)
crossover = bt.ind.CrossOver(sma1, sma2)
self.signal_add(bt.SIGNAL_LONG, crossover)
def __init__(self):
#keep a log of where we are in the datafeed
self.dataclose = self.datas[0].close
#create fast and slow moving averages
self.ma_fast = btind.SMA(period=self.p.smafast)
self.ma_slow = btind.SMA(period=self.p.smaslow)
self.macd = btind.MACD(self.data,
period_me1=self.p.macd1,
period_me2=self.p.macd2,
period_signal=self.p.macdsig)
# set values for when the fast ma crosses the slow ma w backtrader's indicator
# -1 is bearish, 1 is bullish
self.crossover = btind.CrossOver(self.ma_fast, self.ma_slow)
def __init__(self, pool_list, dataId_to_ticker_d, ticker_to_dataId_d,
start_date, end_date):
# Keep a reference to the "close" line in the data[0] dataseries
self.bar_num = 0
#self.index_50_date_stock_dict=self.get_index_50_date_stock()
self.pool_list = pool_list
self.dataId_to_ticker_dict = dataId_to_ticker_d
self.ticker_to_dataId_dict = ticker_to_dataId_d
self.start_date = start_date
self.end_date = end_date
self.position_list = [
] #postion order ["sym", "date", "close", "high", "perc", "exit","edate","eperc","strategy"]
self.csCount = 0
self.barDiv = 0
self.periodTD9 = 12
self.pastTD9 = [0] * 20
self.downTD9 = 0
self.hasPosition = False
self.entryPrice = 100
self.highPrice = 100
self.newLowDiv = 100
self.newLowBar = 0
self.atrTrend = False
self.curStrategy = 0 #0:idle 10:divergence 11: div + 20ma turn up div+20ma is what happen after divergence
#20:atr
global g_entry_list
g_entry_list = []
# add indicators
for d in self.datas:
## d.baseline = btind.ExponentialMovingAverage(d, period=21)
d.ema20 = btind.ExponentialMovingAverage(d, period=20)
d.ema60 = btind.ExponentialMovingAverage(d, period=60)
d.macd = btind.MACD(d)
d.priceDiv = PriceDiv(d)
d.data_obv = OnBalanceVolume(d)
d.data_obv20 = btind.SMA(d.data_obv, period=20)
d.data_atr = AtrTrend(d)
#d.data_bb = btind.BollingerBands(d, period=20, devfactor=2.0)
#d.data_kc = KeltnerChannel(d, periodEMA = 20, periodATR = 20, devfactor=1.5 )
#d.data_rg = RGChannel(d)
self.log('stategy ATR init :' + d._name)
def __init__(self):
sma = btind.SMA(subplot=self.params.smasubplot)
macd = btind.MACD()
# In SMA we passed plot directly as kwarg, here the plotinfo.plot
# attribute is changed - same effect
macd.plotinfo.plot = not self.params.nomacdplot
# Let's put rsi on stochastic/sma or the other way round
stoc = btind.Stochastic()
rsi = btind.RSI()
if self.params.stocrsi:
stoc.plotinfo.plotmaster = rsi
stoc.plotinfo.plotlinelabels = self.p.stocrsilabels
elif self.params.rsioverstoc:
rsi.plotinfo.plotmaster = stoc
elif self.params.rsioversma:
rsi.plotinfo.plotmaster = sma
def __init__(self, pool_list, dataId_to_ticker_d, ticker_to_dataId_d,
start_date, end_date):
# Keep a reference to the "close" line in the data[0] dataseries
self.bar_num = 0
#self.index_50_date_stock_dict=self.get_index_50_date_stock()
self.pool_list = pool_list
self.dataId_to_ticker_dict = dataId_to_ticker_d
self.ticker_to_dataId_dict = ticker_to_dataId_d
self.start_date = start_date
self.end_date = end_date
self.position_list = [
] #postion order ["sym", "date", "close", "high", "perc", "exit","edate","eperc"]
self.csCount = 0
self.hasPosition = False
self.entryPrice = 100
self.highPrice = 100
self.newLowDiv = 100
self.newLowBar = 0
global g_entry_list
g_entry_list = []
# add indicators
for d in self.datas:
## d.baseline = btind.ExponentialMovingAverage(d, period=21)
d.ema20 = btind.ExponentialMovingAverage(d, period=20)
d.ema60 = btind.ExponentialMovingAverage(d, period=60)
d.macd = btind.MACD(d)
d.priceDiv = PriceDiv(d)
d.data_obv = OnBalanceVolume(d)
d.data_obv20 = btind.SMA(d.data_obv, period=20)
d.data_bb = btind.BollingerBands(d, period=14, devfactor=2.0)
d.data_kc = KeltnerChannel(d,
periodEMA=20,
periodATR=20,
devfactor=1.5)
d.data_rg = RGChannel(d)
self.log('stategy data init :' + d._name)
def __init__(self):
super().__init__()
self.rsi = btind.RelativeStrengthIndex(self.datas[0], period = self.params.rsi_period)
self.prank_rsi= btind.PercentRank(self.rsi, period = self.params.percent_period) * 100
self.macd = btind.MACD(self.datas[0], period_me1 = self.params.period1, period_me2 = self.params.period2)
self.prank_macd = btind.PercentRank(self.macd, period=self.params.percent_period) * 100
self.buy_limit_rsi = self.params.rsi_limit
self.sell_limit_rsi = 100 - self.buy_limit_rsi
self.buy_limit_rsi2 = self.params.rsi_limit2
self.sell_limit_rsi2 = 100 - self.buy_limit_rsi2
self.buy_limit_macd = self.params.macd_limit
self.sell_limit_macd = 100 - self.buy_limit_macd
self.buy_limit_macd2 = self.params.macd_limit2
self.sell_limit_macd2 = 100 - self.buy_limit_macd2
self.pendingBuy = False
self.pendingSell = False
def __init__(self):
super().__init__()
self.ma = btind.MovingAverageSimple(self.datas[0], period = self.params.ma)
self.ma1 = btind.MovingAverageSimple(self.datas[0], period = self.params.ma1)
self.ma2 = btind.MovingAverageSimple(self.datas[0], period = self.params.ma2)
self.atr = btind.AverageTrueRange(self.datas[0])
self.kst = btind.KnowSureThing(self.datas[0])
self.macd = btind.MACD(self.datas[0])
self.trix = btind.TrixSignal(self.datas[0])
self.ao = btind.AwesomeOscillator(self.datas[0])
self.tsi = btind.TrueStrengthIndicator(self.datas[0])
self.psar = btind.ParabolicSAR(self.datas[0])
self.adx = btind.AverageDirectionalMovementIndex(self.datas[0])
self.dpo = btind.DetrendedPriceOscillator(self.datas[0])
self.rsi = btind.RSI(self.datas[0])
self.accdec = btind.AccelerationDecelerationOscillator(self.datas[0])
self.bbands = btind.BollingerBands(self.datas[0])
self.cci = btind.CommodityChannelIndex(self.datas[0])
self.pgood = btind.PrettyGoodOscillator(self.datas[0])
self.williamsr = btind.WilliamsR(self.datas[0])
self.uo = btind.UltimateOscillator(self.datas[0])
self.stoch = btind.Stochastic(self.datas[0])
def __init__(self):
# To control operation entries
self.orderid = list()
self.order = None
self.counttostop = 0
self.datastatus = 0
self.state = np.empty([4, 8])
self.stateFilled = 0
self.agent = Agent(8, 4)
# Create SMA on 2nd data
self.ema = bt.indicators.MovAv.EMA(self.data, period=self.p.smaperiod)
#self.ema = bt.indicators.MovAv.SMA(self.data, period=self.p.smaperiod)
self.macd = btind.MACD(self.data)
self.williamad = btind.WilliamsAD(self.data)
self.bollinger = btind.BollingerBands(self.data,
period=self.p.smaperiod)
self.currentOrder = None
print('--------------------------------------------------')
print('Strategy Created')
print('--------------------------------------------------')
def __init__(self):
self.oss = btind.MACD(
self.datas[0], period_me1=self.params.period_me1, period_me2=self.params.period_me2,
period_signal=self.params.period_signal)
super().__init__()
def __init__(self):
super().__init__()
self.addminperiod(27)
self.MACD = btind.MACD(self.datas[0], period_me1 = self.p.period_me1, period_me2 = self.p.period_me2)
