def __init__(self, feed, entrySMA, exitSMA, rsiPeriod, overBoughtThreshold, overSoldThreshold): strategy.Strategy.__init__(self, feed, 2000) ds = feed["dia"].get_close_data_series() self.__entrySMA = ma.SMA(ds, entrySMA) self.__exitSMA = ma.SMA(ds, exitSMA) self.__rsi = rsi.RSI(ds, rsiPeriod) self.__overBoughtThreshold = overBoughtThreshold self.__overSoldThreshold = overSoldThreshold self.__longPos = None self.__shortPos = None
def __init__(self, feed, fastSMA, slowSMA): strategy.Strategy.__init__(self, feed, 1000) ds = feed["orcl"].get_close_data_series() fastSMADS = ma.SMA(ds, fastSMA) slowSMADS = ma.SMA(ds, slowSMA) self.__crossAbove = cross.CrossAbove(fastSMADS, slowSMADS) self.__crossBelow = cross.CrossBelow(fastSMADS, slowSMADS) self.__longPos = None self.__shortPos = None self.__finalValue = None
def __init__(self, feed, smaPeriod): strategy.Strategy.__init__(self, feed) assert (smaPeriod > 3) self.__lead = "^n225" self.__lag = "spy" # Exit signal is more sensitive than entry. adj_close = feed[self.__lead].get_adj_close_data_series() self.__crossAbove = cross.CrossAbove(adj_close, ma.SMA(adj_close, smaPeriod)) self.__crossBelow = cross.CrossAbove( adj_close, ma.SMA(adj_close, int(smaPeriod / 2))) self.__pos = None
def __init__(self, feed, smaPeriod): strategy.Strategy.__init__(self, feed, 1000) closeDS = feed["orcl"].get_close_data_series() self.__sma = ma.SMA(closeDS, smaPeriod) self.__crossAbove = cross.CrossAbove(closeDS, self.__sma) self.__crossBelow = cross.CrossBelow(closeDS, self.__sma) self.__position = None
def __init__(self, feed): strategy.Strategy.__init__(self, feed) self.__rsi = rsi.RSI(feed["orcl"].get_close_data_series(), 14) self.__sma = ma.SMA(self.__rsi, 15)
def __init__(self, feed): strategy.Strategy.__init__(self, feed) # We want a 15 period SMA over the closing prices. self.__sma = ma.SMA(feed["orcl"].get_close_data_series(), 15)
def __init__(self, feed, smaPeriod): strategy.Strategy.__init__(self, feed, 1000) self.__sma = ma.SMA(feed["orcl"].get_close_data_series(), smaPeriod) self.__position = None