def test_trending_down():
df = to_dataframe(data)
ma = TA.HMA(df)
assert isinstance(trending_down(ma, 10), Series)
assert trending_down(ma, 10).values[-1]
def sell(self,
period: int = 14,
period2: int = 14,
upper_bound: int = 90) -> np.bool_:
"""
:param period:
:param period2:
:param upper_bound:
:return:
"""
try:
raw_mfi = TA.MFI(self.df, period)
except TradeSignalException as error:
raise error
else:
selling = raw_mfi.iloc[-1] < upper_bound and raw_mfi.iloc[
-2] >= upper_bound and trending_down(
raw_mfi.iloc[:-2], period=int(period / 2)).iloc[-1]
if SU.is_valid_dataframe(self.df2):
try:
raw_mfi2 = TA.MFI(self.df2, period)
except TradeSignalException as error:
raise error
else:
selling = selling and raw_mfi2.iloc[
-1] < upper_bound and raw_mfi2.iloc[
-2] >= upper_bound and trending_down(
raw_mfi2.iloc[:-2], period=int(
period2 / 2)).iloc[-1]
return selling
def sell(self, column: str = "close", lookback: int = 5) -> np.bool_:
try:
raw_obv = TA.OBV(self.df, column)
except TradeSignalException as error:
raise error
else:
selling = trending_down(self.df["close"], lookback).iloc[-1] and trending_up(raw_obv, lookback).iloc[-1]
if SU.is_valid_dataframe(self.df2):
try:
raw_obv2 = TA.OBV(self.df2, column)
except TradeSignalException as error:
raise error
else:
selling = selling and trending_down(self.df2["close"], lookback).iloc[-1] and trending_up(raw_obv2, lookback).iloc[-1]
return selling
def sell(self,
period_fast: int = 12,
period_slow: int = 26,
signal: int = 9,
column: str = "close",
adjust: bool = True,
period_fast2: int = 12,
period_slow2: int = 26,
signal2: int = 9) -> np.bool_:
"""Calculate a moving average convergence-divergence sell signal from a bullish signal crossover.
An optional second dataframe can be used to calculate the signal for a different time period
:param period_fast:
:param period_slow:
:param signal:
:param column:
:param adjust:
:param period_fast2:
:param period_slow2:
:param signal2:
:return bool:
"""
try:
raw_macd = TA.MACD(self.df, period_fast, period_slow, signal, column, adjust)
except TradeSignalException as error:
raise error
else:
_is_positive = raw_macd["MACD"].iloc[-1] > 0
_above_signal = raw_macd["MACD"].iloc[-1] > raw_macd["SIGNAL"].iloc[-1]
_trending_down = trending_down(raw_macd["MACD"].iloc[:-2], period=int(period_fast/2)).iloc[-1]
selling = _is_positive and _above_signal and _trending_down
if SU.is_valid_dataframe(self.df2):
try:
raw_macd2 = TA.MACD(self.df2, period_fast2, period_slow2, signal2, column, adjust)
except TradeSignalException as error:
raise error
else:
_is_positive2 = raw_macd2["MACD"].iloc[-1] > 0
_above_signal2 = raw_macd2["MACD"].iloc[-1] < raw_macd2["SIGNAL"].iloc[-1]
_trending_down2 = trending_down(raw_macd2["MACD"].iloc[:-2], period=int(period_fast2/2)).iloc[-1]
selling = selling and _is_positive2 and _above_signal2 and _trending_down2
return selling
def sell(self,
period: int = 14,
ema_period: int = 60,
column: str = "close",
adjust: bool = True,
period2: int = 14,
ema_period2: int = 60) -> np.bool_:
"""Bearish sell signal calculation based on volume zone oscillator (VZO).
The flag is generated based on a number of conditional statements generated from technical indicators.
The basic buy rule is to sell when a bearish crossover happens -- the VZO crossing below the 40% line
Along with the bearish crossover, we can use a 14 period average directional index (ADX), directional
movement index (DMI), and a 60 period EMA to confirm the trend. We do this by making sure the close
price has crossed below the 60 day EMA and either an ADX less than 20 or a downward DMI (DI- > DI+).
An example usage might look like:
if vzo.sell() or difference(current_price, entry_price) == profit_target:
execute_sell_order()
:param period:
:param ema_period:
:param column:
:param adjust:
:param period2:
:param ema_period2:
:return:
"""
try:
# grab the indicators we need (VZO, ADX, DMI, EMA) for this signal
vzo = TA.VZO(self.df, period, column, adjust)
adx = TA.ADX(self.df, period, adjust)
dmi = TA.DMI(self.df, period, adjust)
ema = TA.EMA(self.df, ema_period, column, adjust)
except TradeSignalException as error:
raise error
else:
_vzo_bearish_cross = vzo.iloc[-1] < 40 and trending_down(vzo.iloc[:-2], period=int(period/2)).iloc[-1]
_adx_trending = adx.iloc[-1] < 20
_dmi_negative = dmi["DI-"].iloc[-1] > dmi["DI+"].iloc[-1]
_ema_bearish_cross = self.df["close"].iloc[-1] < ema.iloc[-1] and \
trending_down(self.df["close"].iloc[:-2], period=int(period/2)).iloc[-1]
selling = _vzo_bearish_cross and (_adx_trending or _dmi_negative) and _ema_bearish_cross
if SU.is_valid_dataframe(self.df2):
try:
# grab the indicators we need (VZO, ADX, DMI, EMA) for this signal
vzo2 = TA.VZO(self.df2, period2, column, adjust)
adx2 = TA.ADX(self.df2, period2, adjust)
dmi2 = TA.DMI(self.df2, period2, adjust)
ema2 = TA.EMA(self.df2, ema_period2, column, adjust)
except TradeSignalException as error:
raise error
else:
_vzo_bearish_cross2 = vzo2.iloc[-1] < 40 and trending_down(vzo2.iloc[:-2], period=int(period2/2)).iloc[-1]
_adx_trending2 = adx2.iloc[-1] < 20
_dmi_negative2 = dmi2["DI-"].iloc[-1] > dmi2["DI+"].iloc[-1]
_ema_bearish_cross2 = self.df2["close"].iloc[-1] < ema2.iloc[-1] and \
trending_down(self.df2["close"].iloc[:-2], period=int(period2/2)).iloc[-1]
selling = selling and _vzo_bearish_cross2 and (_adx_trending2 or _dmi_negative2) and _ema_bearish_cross2
return selling