def __init__(self):
# Price Channels
self.dmi = DirectionalMovementIndex(self.data0, period=self.p.period)
self.adx_ma = SMA(self.dmi.adx(0), period=2)
# self.adx_ta = bt.talib.ADX(self.data.high,self.data.low,self.data.close,timeperiod=14)
## Consitions
self.adx_cup = crossover.CrossUp(self.dmi.adx(0), self.adx_ma.sma(0))
self.adx_cdown = crossover.CrossDown(self.dmi.adx(0), self.adx_ma.sma(0))
self.counter_up = And(self.dmi.plusDI(0) > self.dmi.minusDI(0), self.dmi.adx(0) > self.adx_ma.sma(0))
self.counter_down = And(self.dmi.plusDI(0) < self.dmi.minusDI(0), self.dmi.adx(0) > self.adx_ma.sma(0))
self.pgm_cond = And(self.dmi.plusDI(0) > self.dmi.minusDI(0), self.adx_cup(0) == 1)
self.plm_cond = And(self.dmi.plusDI(0) < self.dmi.minusDI(0), self.adx_cup(0) == 1)
self.run_once = True
self.bbh_hhv = 0
self.rbl_llv = 0
self.plotlines.range_cond._plotskip = True
self.plotlines.comparator._plotskip = True
self.plotlines.pgm._plotskip = True
self.plotlines.plm._plotskip = True
def __init__(self):
# print('Initializing RSC for Data :', self.data0._name)
# self.benchmark = self.getdatabyname(self.p.benchmark_name)
l_data = len(self.data0.array)
l_bench = len(self.data1.array)
if l_data != l_bench:
raise Exception(
f"Data Error in : {self.data0._name}, Please ensure data length is same for the benchmark & stock."
)
# print('Length of Stock :',l_data, 'Length of Benchmark :', l_bench)
# self.data.close.get(size=1, ago=-1)
# a = self.data1.close(-502)
# Price Channels
self.rsc = self.data0.close / self.data1.close
self.rsc_ma = SMA(self.rsc, period=10)
## Up / Down cond
self.rsc_cup = crossover.CrossUp(self.rsc, self.rsc_ma)
self.rsc_cdown = crossover.CrossDown(self.rsc, self.rsc_ma)
self.up = And(self.rsc > self.rsc_ma)
self.down = And(self.rsc < self.rsc_ma)
self.first_start = True
self.rsh_hhv = 0
self.rsl_llv = 0
# print('Done Initializing RSC for Data :', self.data0._name)
self.plotlines.range_cond._plotskip = True
self.plotlines.comparator._plotskip = True
def __init__(self):
# Price Channels
self.pdi = PlusDirectionalIndicator(self.data, period=14)
self.mdi = MinusDirectionalIndicator(self.data, period=14)
self.adx = AverageDirectionalMovementIndex(self.data, period=14)
## HHPC5 - LLPC5
self.pdih_condition = crossover.CrossDown(self.pdi, self.mdi)
self.mdil_condition = crossover.CrossUp(self.pdi, self.mdi)
self.up = And(self.pdi.plusDI > self.mdi.minusDI)
self.down = And(self.pdi.plusDI < self.mdi.minusDI)
self.first_start = True
def __init__(self):
hi, lo = self.data.high, self.data.low
if self.params.lookback:
hi.lo = hi(self.params.lookback), lo(self.params.lookback)
# Price Channels
self.pchannel = pchannel.priceChannel(self.data0,
period=self.params.period,
subplot=False)
self.lines.pch = self.pchannel.lines.pch
self.lines.pcl = self.pchannel.lines.pcl
self.hhllpc = hhpc.PC(self.data0, period=5, subplot=False)
self.lines.hhpc = self.hhllpc.lines.hhpc
self.lines.llpc = self.hhllpc.lines.llpc
# Conditions Low < PCL and High > PCH
# Can you please check which condition is correct?
# CONDITION 1 - Checks crossover with the price channel of previous bar
# (This is how Harsh Bhaiya checks in HHPC)
# self.hhhpc_condition = crossover.CrossDown(self.data.low, self.pcl(-1))
# self.lllpc_condition = crossover.CrossUp(self.data.high, self.pch(-1))
# Condition 2 - Checks crossover with the price channel of current bar
self.hhhpc_condition = crossover.CrossDown(self.data.low,
self.lines.llpc)
self.lllpc_condition = crossover.CrossUp(self.data.high,
self.lines.hhpc)
# Checking candles where High >= HHPC, Low <= LLPC
self.overhhpc = Cmp(self.data0.high, self.lines.hhpc)
self.underllpc = Cmp(self.lines.llpc, self.data0.low)
# Miscellenaous Variables
self.start = True
self.hstart = 0 # Start of range of HHHPC. Changes when HHHPC condition met.
self.lstart = 0 # For LLLPC
self.hfirst = True # 1st time condition met for HHHPC. Different behaviour
self.lfirst = True # For LLLPC
# Useless transfer variables because I can't figure out
# how to assign "Highest" to HHHPC[0] and same for LLLPC
self.temph = Highest(hi, period=self.params.period, subplot=False)
self.templ = Lowest(lo, period=self.params.period, subplot=False)
def __init__(self):
hi, lo = self.data.high, self.data.low
if self.p.lookback: # move backwards as needed
hi, lo = hi(self.p.lookback), lo(self.p.lookback)
# Price Channels
self.pch = basicops.Highest(hi, period=self.p.period, plotskip=True)
self.pcl = basicops.Lowest(lo, period=self.p.period, plotskip=True)
## HHPC5 - LLPC5
self.pch_condition = crossover.CrossUp(self.data.high(0), self.pch(0))
self.pcl_condition = crossover.CrossDown(self.data.low(0), self.pcl(0))
self.range_lowest = 0
self.range_highest = 0
self.first_start = True
self.plotlines.comparator._plotskip = True
def __init__(self):
# Mix-in & directly from object -> does not necessarily need super
# super(EnvelopeMixIn, self).__init__()
hi, lo = self.data.high, self.data.low
if self.p.lookback: # move backwards as needed
hi, lo = hi(self.p.lookback), lo(self.p.lookback)
# Price Channels
self.pch = basicops.Highest(hi, period=self.p.period, subplot=False)
self.pcl = basicops.Lowest(lo, period=self.p.period, subplot=False)
## HHPC5 - LLPC5
self.pch_condition = crossover.CrossUp(self.data.high(0), self.pch(0))
self.pcl_condition = crossover.CrossDown(self.data.low(0), self.pcl(0))
self.first_start = True
self.plotlines.pch_counter._plotskip = True
self.plotlines.pcl_counter._plotskip = True
self.plotlines.hhpc._plotskip = True