equItm = 0 totProfit =0 maxPositionL = 0 maxPositionS = 0 cumuProfit = 0 curShares = 0 numShares = 0 marketPosition.append(0) if len(myDate) < numBarsToGoBack: numBarsToGoBack = len(myDate) if numBarsToGoBack < rampUp: break #//////// DO NOT CHANGE ABOVE ///////////////////////////////////////////////// #--------------------------------------------------------------------------------- #Instantiate Indicator Classes if you need them #--------------------------------------------------------------------------------- rsiStudy = rsiClass() stochStudy = stochClass() MACDStudy = macdClass() #--------------------------------------------------------------------------------- for i in range(len(myDate) - numBarsToGoBack,len(myDate)): D0 = i D1 = i - 1 D2 = i - 2 D3 = i - 3 D4 = i - 4 equItm += 1 tempDate = myDate[i] todaysCTE = todaysOTE = todaysEquity = 0 marketPosition[i] = marketPosition[i-1] mp = marketPosition[i]
equItm = 0 totProfit = 0 maxPositionL = 0 maxPositionS = 0 cumuProfit = 0 curShares = 0 numShares = 0 marketPosition.append(0) if len(myDate) < numBarsToGoBack: numBarsToGoBack = len(myDate) if numBarsToGoBack < rampUp: break #//////// DO NOT CHANGE ABOVE ///////////////////////////////////////////////// #--------------------------------------------------------------------------------- #Instantiate Indicator Classes if you need them #--------------------------------------------------------------------------------- rsiStudy = rsiClass() stochStudy = stochClass() MACDStudy = macdClass() #--------------------------------------------------------------------------------- for i in range(len(myDate) - numBarsToGoBack, len(myDate)): D0 = i D1 = i - 1 D2 = i - 2 D3 = i - 3 D4 = i - 4 equItm += 1 tempDate = myDate[i] todaysCTE = todaysOTE = todaysEquity = 0 marketPosition[i] = marketPosition[i - 1] mp = marketPosition[i]