def trigger(self):
close = self.data['Close']
res = peakdetect(y_axis=self.wma, lookahead=5)
maxpeaks = res[0]
minpeaks = res[1]
signal_graph = []
signals_trade_buy = []
signals_trade_sell = []
signals = np.zeros(close.shape)
for peak in maxpeaks:
signals_trade_sell.append({'x': float(peak[0]), 'y': peak[1]})
signals[peak[0]] = 2
for peak in minpeaks:
signals_trade_buy.append({'x': float(peak[0]), 'y': peak[1]})
signals[peak[0]] = 1
prevSignal = 0
for i in range(len(close)):
if signals[i] != 0:
prevSignal = signals[i]
signals[i] = prevSignal
signal_graph.append({'data': signals_trade_buy, 'type': 'signal-trade-buy', 'name': 'signal-trade-buy', 'id': 'main'})
signal_graph.append({'data': signals_trade_sell, 'type': 'signal-trade-sell', 'name': 'signal-trade-sell', 'id': 'main'})
traderet = trade_with_signals(self.data, signals)
return signal_graph, signals, traderet
def trigger(self):
close = self.data['Close']
efi = self.efi
res = peakdetect(y_axis=close, lookahead=10)
res = res[0]
signals_efi_bull = []
signals_efi_bear = []
signals_main_bull = []
signals_main_bear = []
signals_trade_buy = []
signals_trade_sell = []
signal_graph = []
signals = np.zeros(close.shape)
for i in range(0, len(res)-1, 1):
peak = res[i]
nextpeak = res[i+1]
if peak[1] > nextpeak[1] and self.efi[peak[0]] < self.efi[nextpeak[0]]:
signals_main_bear.append({'x1': float(peak[0]), 'y1': peak[1], 'x2': float(nextpeak[0]), 'y2': nextpeak[1]})
signals_efi_bull.append({'x1': float(peak[0]), 'y1': self.efi[peak[0]], 'x2': float(nextpeak[0]), 'y2': self.efi[nextpeak[0]]})
signals[peak[0]:nextpeak[0]] = 2
if peak[1] < nextpeak[1] and self.efi[peak[0]] > self.efi[nextpeak[0]]:
signals_main_bull.append({'x1': float(peak[0]), 'y1': peak[1], 'x2': float(nextpeak[0]), 'y2': nextpeak[1]})
signals_efi_bear.append({'x1': float(peak[0]), 'y1': self.efi[peak[0]], 'x2': float(nextpeak[0]), 'y2': self.efi[nextpeak[0]]})
signals[peak[0]:nextpeak[0]] = 1
prevsig = 0
for i in range(1, len(efi)):
if (efi[i-1] < 0 and efi[i] > 0):
#sell
if prevsig != 2:
signals_trade_sell.append({'x': i, 'y': efi[i]})
prevsig = 2
elif efi[i-1] > 0 and efi[i] < 0:
#overbought end, sell start
if prevsig != 1:
signals_trade_buy.append({'x': i, 'y': efi[i]})
prevsig = 1
signals[i] = prevsig
signal_graph.append({'data': signals_efi_bull, 'type': 'divergence_bull', 'name': 'divergence', 'id': self.ti.pk})
signal_graph.append({'data': signals_main_bull, 'type': 'divergence_bull', 'name': 'divergence', 'id': 'main'})
signal_graph.append({'data': signals_efi_bear, 'type': 'divergence_bear', 'name': 'divergence', 'id': self.ti.pk})
signal_graph.append({'data': signals_main_bear, 'type': 'divergence_bear', 'name': 'divergence', 'id': 'main'})
signal_graph.append({'data': signals_trade_buy, 'type': 'signal-trade-buy', 'name': 'signal-trade-buy', 'id': self.ti.pk})
signal_graph.append({'data': signals_trade_sell, 'type': 'signal-trade-sell', 'name': 'signal-trade-sell', 'id': self.ti.pk})
traderet = trade_with_signals(self.data, signals)
return signal_graph, signals, traderet
def trigger(self):
close = self.data['Close']
date = self.data['Date']
res = peakdetect(y_axis=close, lookahead=10)
res = res[0]
signals_x1 = []
signals_x2 = []
signals_y1 = []
signals_y2 = []
signals_main_y1 = []
signals_main_y2 = []
signal_graph = []
print(signal_graph)
for i in range(len(res) - 1):
peak = res[i]
nextpeak = res[i + 1]
if (peak[1] > nextpeak[1] and close[peak[0]] < close[nextpeak[0]]
) or (peak[1] < nextpeak[1]
and close[peak[0]] > close[nextpeak[0]]):
signals_x1.append(date[peak[0]])
signals_x2.append(date[nextpeak[0]])
signals_y1.append(peak[1])
signals_y2.append(nextpeak[1])
signals_main_y1.append(self.ao[peak[0]])
signals_main_y2.append(self.ao[nextpeak[0]])
signal_graph.append({
'x1': signals_x1,
'y1': signals_y1,
'x2': signals_x2,
'y2': signals_y2,
'type': 'signal-line',
'name': 'ao_divergence',
'id': 'ao'
})
signal_graph.append({
'x1': signals_x1,
'y1': signals_main_y1,
'x2': signals_x2,
'y2': signals_main_y2,
'type': 'signal-line',
'name': 'ao_divergence',
'id': 'main'
})
return signal_graph
def trigger(self):
close = self.data['Close']
res = peakdetect(y_axis=close, lookahead=10)
res = res[0]
signals_acc_bull = []
signals_acc_bear = []
signals_main_bull = []
signals_main_bear = []
signal_graph = []
signals = np.zeros(close.shape)
for i in range(0, len(res)-1, 1):
peak = res[i]
nextpeak = res[i+1]
if peak[1] > nextpeak[1] and self.acc[peak[0]] < self.acc[nextpeak[0]]:
signals_main_bear.append({'x1': float(peak[0]), 'y1': peak[1], 'x2': float(nextpeak[0]), 'y2': nextpeak[1]})
signals_acc_bull.append({'x1': float(peak[0]), 'y1': self.acc[peak[0]], 'x2': float(nextpeak[0]), 'y2': self.acc[nextpeak[0]]})
signals[peak[0]:nextpeak[0]] = 2
if peak[1] < nextpeak[1] and self.acc[peak[0]] > self.acc[nextpeak[0]]:
signals_main_bull.append({'x1': float(peak[0]), 'y1': peak[1], 'x2': float(nextpeak[0]), 'y2': nextpeak[1]})
signals_acc_bear.append({'x1': float(peak[0]), 'y1': self.acc[peak[0]], 'x2': float(nextpeak[0]), 'y2': self.acc[nextpeak[0]]})
signals[peak[0]:nextpeak[0]] = 1
signal_graph.append({'data': signals_acc_bull, 'type': 'divergence_bull', 'name': 'divergence', 'id': self.ti.pk})
signal_graph.append({'data': signals_main_bull, 'type': 'divergence_bull', 'name': 'divergence', 'id': 'main'})
signal_graph.append({'data': signals_acc_bear, 'type': 'divergence_bear', 'name': 'divergence', 'id': self.ti.pk})
signal_graph.append({'data': signals_main_bear, 'type': 'divergence_bear', 'name': 'divergence', 'id': 'main'})
traderet = trade_with_signals(self.data, signals)
return signal_graph, signals, traderet
def trigger(self, ovb, ovs):
stoch = self.stoch
close = self.data['Close']
res = peakdetect(y_axis=close, lookahead=10)
res = res[0]
signals_ovbs = []
signals_ovbe = []
signals_ovss = []
signals_ovse = []
signal_graph = []
signals = [] # 0: stop 1: buy 2: sell
signals_stoch_bull = []
signals_stoch_bear = []
signals_main_bull = []
signals_main_bear = []
prevsig = 0
signals = np.zeros(close.shape)
for i in range(0, len(res)-1, 1):
peak = res[i]
nextpeak = res[i+1]
if peak[1] > nextpeak[1] and self.stoch[peak[0]] < self.stoch[nextpeak[0]]:
signals_main_bear.append({'x1': float(peak[0]), 'y1': peak[1], 'x2': float(nextpeak[0]), 'y2': nextpeak[1]})
signals_stoch_bull.append({'x1': float(peak[0]), 'y1': self.stoch[peak[0]], 'x2': float(nextpeak[0]), 'y2': self.stoch[nextpeak[0]]})
signals[peak[0]:nextpeak[0]] = 1
if peak[1] < nextpeak[1] and self.stoch[peak[0]] > self.stoch[nextpeak[0]]:
signals_main_bull.append({'x1': float(peak[0]), 'y1': peak[1], 'x2': float(nextpeak[0]), 'y2': nextpeak[1]})
signals_stoch_bear.append({'x1': float(peak[0]), 'y1': self.stoch[peak[0]], 'x2': float(nextpeak[0]), 'y2': self.stoch[nextpeak[0]]})
signals[peak[0]:nextpeak[0]] = 2
for i in range(1, len(stoch)):
if (stoch[i] >= ovb and stoch[i-1] < ovb):
#overbought start
signals_ovbs.append({'x': i, 'y': stoch[i]})
prevsig = 0
elif (stoch[i-1] > ovb and stoch[i] <= ovb):
#overbought end, sell start
signals_ovbe.append({'x': i, 'y': stoch[i]})
prevsig = 2
elif (stoch[i-1] > ovs and stoch[i] <= ovs):
#oversold start
signals_ovss.append({'x': i, 'y': stoch[i]})
prevsig = 0
elif (stoch[i-1] < ovs and stoch[i] >= ovs):
#oversold end, buy start
signals_ovse.append({'x': i, 'y': stoch[i]})
prevsig = 1
signals[i] = prevsig
signal_graph.append({'data': signals_stoch_bull, 'type': 'divergence_bull', 'name': 'divergence', 'id': self.ti.pk})
signal_graph.append({'data': signals_main_bull, 'type': 'divergence_bull', 'name': 'divergence', 'id': 'main'})
signal_graph.append({'data': signals_stoch_bear, 'type': 'divergence_bear', 'name': 'divergence', 'id': self.ti.pk})
signal_graph.append({'data': signals_main_bear, 'type': 'divergence_bear', 'name': 'divergence', 'id': 'main'})
signal_graph.append({'data': signals_ovbs, 'type': 'signal-ovbs', 'name': 'signal-ovbs', 'id': self.ti.pk})
signal_graph.append({'data': signals_ovbe, 'type': 'signal-ovbe', 'name': 'signal-ovbe', 'id': self.ti.pk})
signal_graph.append({'data': signals_ovss, 'type': 'signal-ovss', 'name': 'signal-ovss', 'id': self.ti.pk})
signal_graph.append({'data': signals_ovse, 'type': 'signal-ovse', 'name': 'signal-ovse', 'id': self.ti.pk})
signal_graph.append({'y': [ovb], 'type': 'signal-threshold-ovb', 'name': 'signal-threshold-ovb', 'id': self.ti.pk})
signal_graph.append({'y': [ovs], 'type': 'signal-threshold-ovs', 'name': 'signal-threshold-ovs', 'id': self.ti.pk})
traderet = trade_with_signals(self.data, signals)
return signal_graph, signals, traderet
