entryQuant[:] = []
exitQuant[:] = []
trueRanges[:] = []
myBPV, myComName, myMinMove = getDataAtribs(dataClassList[marketCnt])
myDate, myOpen, myHigh, myLow, myClose = getDataLists(
dataClassList[marketCnt])
for i in range(0, len(myDate)):
marketPosition.append(0)
ranges.append(myHigh[i] - myLow[i])
if i == 0:
trueRanges.append(ranges[i])
if i > 0:
trueRanges.append(
max(myClose[i - 1], myHigh[i]) - min(myClose[i - 1], myLow[i]))
systemMarket = systemMarketClass()
equity = equityClass()
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
#---------------------------------------------------------------------------------
marketPosition[:] = []
entryPrice[:] = []
entryQuant[:] = []
exitQuant[:] = []
trueRanges[:] = []
myBPV,myComName,myMinMove = getDataAtribs(dataClassList[marketCnt])
myDate,myOpen,myHigh,myLow,myClose = getDataLists(dataClassList[marketCnt])
for i in range(0,len(myDate)):
marketPosition.append(0)
ranges.append(myHigh[i] - myLow[i])
if i == 0:
trueRanges.append(ranges[i])
if i > 0:
trueRanges.append(max(myClose[i-1],myHigh[i]) - min(myClose[i-1],myLow[i]))
systemMarket = systemMarketClass()
equity = equityClass()
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
#---------------------------------------------------------------------------------
