def manage(candle, fb, symbol, all_trades, params):
trades = [t for t in all_trades if t.symbol == symbol and t.is_open]
for trade in trades:
trade.update_trade(candle)
if not trade.is_closed:
if trade.direction == 'BUY':
tp_base = sum([d['high'] for d in trade.data])/len(trade.data)
trade.takeprofit = tp_base*params.get('tp_koef', 2.1)
elif trade.direction == 'SELL':
tp_base = sum([d['low'] for d in trade.data])/len(trade.data)
trade.takeprofit = tp_base/params.get('tp_koef', 2.1)
# FIA — low profit - good winrate
if params.get('use_FIA', False):
fia_dmin = params.get('fia_dmin', 5)
fia_dmax = params.get('fia_dmax', 15)
fia_treshold = params.get('fia_treshold', 0.1)
if trade.days > fia_dmin and trade.days < fia_dmax and (trade.profit/trade.days)/trade.open_price*100 < fia_treshold and trade.profit > 0:
trade.close_trade(candle, candle.close_price, 'FIA')
#BREAKEVEN
if not trade.is_closed and params.get('use_BREAKEVEN', False):
if trade.direction == 'BUY' and trade.stoploss < trade.open_price and candle.low_price > trade.open_price:
trade.stoploss = candle.low_price
if trade.direction == 'SELL' and trade.stoploss > trade.open_price and candle.high_price < trade.open_price:
trade.stoploss = candle.high_price
#FORCE TAKE PROFIT
if not trade.is_closed and params.get('use_FTP', False):
if (trade.profit/trade.days)/trade.open_price > params.get('FTP', 0.01):
trade.close_trade(candle, candle.close_price, 'FTP')
# PULL TO HAMMER/DOJI/SHOOTING STAR
pull = False
if not trade.is_closed:
if candle.is_hammer():
if params.get('use_PTH', False):
pth = params.get('pth_mix', 0.25)
if trade.direction == 'BUY':
nsl = trade.stoploss*pth+candle.low_price*(1-pth)
elif trade.direction == 'SELL':
nsl = trade.stoploss*pth+candle.high_price*(1-pth)
pull = True
if candle.is_shooting_star():
if params.get('use_PTSS', False):
ptss = params.get('ptss_mix', 0.25)
if trade.direction == 'BUY':
nsl = trade.stoploss*ptss+candle.low_price*(1-ptss)
elif trade.direction == 'SELL':
nsl = trade.stoploss*ptss+candle.high_price*(1-ptss)
pull = True
if candle.is_doji():
if params.get('use_PTDJ', False):
ptdj = params.get('ptdj_mix', 0.25)
if trade.direction == 'BUY':
nsl = trade.stoploss*ptdj+candle.low_price*(1-ptdj)
if trade.direction == 'SELL':
nsl = trade.stoploss*ptdj+candle.high_price*(1-ptdj)
pull = True
if fb.pointer > 5 and params.get('use_PTTF', False):
f = fb.last(symbol, 5, figure=True)
if f.is_top_fractal():
ptf = params.get('pttf_mix', 0.25)
if trade.direction == 'BUY':
nsl = trade.stoploss*ptf+candle.low_price*(1-ptf)
elif trade.direction == 'SELL':
nsl = trade.stoploss*ptf+candle.high_price*(1-ptf)
pull = True
if fb.pointer > 5 and params.get('use_PTBF', False):
f = fb.last(symbol, 5, figure=True)
if f.is_bottom_fractal():
ptf = params.get('ptbf_mix', 0.25)
if trade.direction == 'BUY':
nsl = trade.stoploss*ptf+candle.low_price*(1-ptf)
elif trade.direction == 'SELL':
nsl = trade.stoploss*ptf+candle.high_price*(1-ptf)
pull = True
if params.get('use_PTC2', False):
ptf = params.get('ptc2_mix', 0.25)
if CCI(fb.last(symbol, 2)) < CCI(fb.last(symbol,2, -1)):
if trade.direction == 'BUY':
nsl = trade.stoploss*ptf+candle.low_price*(1-ptf)
pull = True
elif CCI(fb.last(symbol, 2)) > CCI(fb.last(symbol, 2, -1)):
if trade.direction == 'SELL':
nsl = trade.stoploss*ptf+candle.high_price*(1-ptf)
pull = True
if pull:
if (nsl > trade.stoploss and trade.direction == 'BUY') or (nsl < trade.stoploss and trade.direction == 'SELL'):
trade.stoploss = nsl
pull = False
def open(candle, fb, symbol, trades, params):
trade = None
allowed_to_buy = False
allowed_to_sell = False
has_buy_signal = False
has_sell_signal = False
open_reason = None
if True:
# TAIL
if params.get('open_TAIL', False):
bs = 0.01 if candle.body_size() == 0 else candle.body_size()
if candle.low_tail()/bs > 0.2:
has_buy_signal = True
open_reason = 'TAIL_BUY'
elif candle.high_tail()/bs > 0.2:
has_sell_signal = True
open_reason = 'TAIL_SELL'
if fb.pointer > 5:
# BREAKUP
if params.get('open_BREAK', False):
f = fb.last(symbol, 5, figure=True)
if f.is_breakup():
has_buy_signal = True
open_reason = 'BREAKUP_BUY'
if f.is_breakdown():
has_sell_signal = True
open_reason = 'BREAKDOWN_SELL'
#HAMMER
if params.get('open_HAMMER', False):
f = fb.last(symbol, 3, figure=True)
if f.summary().is_hammer() or f.summary(last=2).is_hammer():
has_buy_signal = True
open_reason = 'HAMMER_BUY'
elif f.summary().is_shooting_star() or f.summary(last=2).is_shooting_star():
has_sell_signal = True
open_reason = "S_STAR_SELL"
#FRACTAL
if params.get('open_FRACTAL', False):
f = fb.last(symbol, 5, figure=True)
if f.is_bottom_fractal():
has_buy_signal = True
open_reason = 'FRAC_BUY'
elif f.is_top_fractal():
has_sell_signal = True
open_reason = 'FRAC_SELL'
if params.get('open_C2', False):
if CCI(fb.last(symbol, 2)) > CCI(fb.last(symbol, 2, -1)):
has_buy_signal = True
open_reason = 'C2_BUY'
elif CCI(fb.last(symbol, 2)) > CCI(fb.last(symbol, 2, -1)):
has_buy_signal = True
open_reason = 'C2_SELL'
filter_passed = True
if params.get('use_FILTERS', False):
filter_passed = False
max_per = params.get('f_max_per', 250)
th = params.get('f_max_th', 0.8)
if fb.pointer > max_per:
m = max(bar['high'] for bar in fb.last(symbol, max_per))
if candle.close_price > m*th:
filter_passed = True
if filter_passed and (has_buy_signal or has_sell_signal):
tp_value = candle.close_price*params.get('rel_tp_k', 0.2)
if has_buy_signal:
#if ts['open_long'] > ts['open_short'] or ts['open'] == 0:
allowed_to_buy = True
# else:
# if ts['open_profit'] > -0.5: # PARAMS!
# if params.get('use_FLIP', False):
# close_all(trades, candle, 'FLIP')
# allowed_to_sell = True
if has_sell_signal:
# if ts['open_long'] < ts['open_short'] or ts['open'] == 0:
allowed_to_sell = True
# else:
# if ts['open_profit'] > -0.5:
# if params.get('use_FLIP', False):
# close_all(trades, candle, 'FLIP')
# allowed_to_buy = True
if allowed_to_buy and allowed_to_sell:
allowed_to_buy = False
allowed_to_sell = False
if allowed_to_buy:
trade = Trade()
trade.open_trade(symbol,'BUY', candle, candle.close_price, candle.low_price*params.get('init_sl_k', 0.98), candle.close_price + tp_value, open_reason)
if allowed_to_sell and params.get('trade_short', False):
trade = Trade()
trade.open_trade(symbol,'SELL', candle, candle.close_price, candle.high_price*(2-params.get('init_sl_k', 0.98)), candle.close_price - tp_value, open_reason)
return trade
ssum += this.close_price - this.open_price
delta = this.close_price - prev.close_price
#delta = this.close_price - this.open_price
if prev.is_bullish():
white = white + delta
if prev.is_bearish():
black += delta
if prev.is_doji():
doji += delta
if prev.is_hammer():
hammer += delta
if prev.is_shooting_star():
ss += delta
if prev.is_shooting_star() and prev.is_bearish():
bs += delta
cond = CCI(chart.last(14, -1)) < 0
if CCI(chart.last(2, -1)) > CCI(chart.last(2, -2)) and CCI(
chart.last(2, -2)) < CCI(chart.last(2, -3)) and cond:
ccup += delta
ccupc += 1
print(ccup)
chart.next()
print("B: %r, W: %r, D:%r, H:%r, S:%r, CCUP:%r" %
(black, white, doji, hammer, ss, ccup))
print(ccupc)
def open(cc, f, symbol, trades, params):
trade = None
#ts = trade_stats(trades)
allowed_to_buy = False
has_buy_signal = False
open_reason = None
if True:
# TAIL
if params.get('open_TAIL', False):
bs = 0.01 if cc.body_size() == 0 else cc.body_size()
if cc.low_tail() / bs > 0.2:
has_buy_signal = True
open_reason = 'TAIL_BUY'
if f.pointer > 50:
# BREAKUP
if params.get('open_BREAK', False):
ff = f.last(symbol, 5, figure=True)
if ff.is_breakup():
has_buy_signal = True
open_reason = 'BREAKUP_BUY'
#HAMMER
if params.get('open_HAMMER', False):
ff = f.last(symbol, 3, figure=True)
if ff.summary().is_hammer() or ff.summary(last=2).is_hammer():
has_buy_signal = True
open_reason = 'HAMMER_BUY'
#DOUBLE HAMMER
if params.get('open_DOUBLE_HAMMER', False):
pf = params.get('dh_fast', 2)
ps = params.get('dh_slow', 20)
if f.last(symbol, pf,
figure=True).summary().is_hammer() and f.last(
symbol, ps, figure=True).summary().is_hammer():
has_buy_signal = True
open_reason = 'DOUBLE_HAMMER'
#FRACTAL
if params.get('open_FRACTAL', False):
ff = f.last(symbol, 5, figure=True)
if ff.is_bottom_fractal():
has_buy_signal = True
open_reason = 'FRAC_BUY'
#C2
if params.get('open_C2', False):
if CCI(f.last(symbol, 2)) > CCI(f.last(symbol, 2, -1)):
has_buy_signal = True
open_reason = 'C2_BUY'
passed_filters = []
if params.get('use_HIGH_FILTER', False):
high_filter_passed = 0
max_per = params.get('hf_max_per', 250)
th = params.get('hf_max_th', 0.8)
if f.pointer > max_per:
m = max(bar['high'] for bar in f.last(symbol, max_per))
if cc.close_price > m * th:
high_filter_passed = 1
passed_filters.append(high_filter_passed)
if params.get('use_CCI_FILTER', False):
cci_filter_passed = 0
per = params.get('cci_f_per', 14)
if CCI(f.last(symbol, per)) > CCI(f.last(symbol, per, -1)):
cci_filter_passed = 1
passed_filters.append(cci_filter_passed)
# if params.get('use_COS_FILTER', False):
# cos_filter_passed = 0
# per = params.get('cos_f_per', 14)
# if CCI(f.last(symbol, per)) > params.get('cos_f_val', 50):
# cos_filter_passed = 1
# passed_filters.append(cos_filter_passed)
if params.get('use_SMA_FILTER', False):
sma_filter_passed = 0
per1 = params.get('sma_f_per_1', 12) # 5 - 15
per2 = params.get('sma_f_per_2', 24) # 16 - 30
per3 = params.get('sma_f_per_3', 50) # 31 - 50
if SMA(f.last(symbol, per1)) > SMA(f.last(symbol, per2)) > SMA(
f.last(symbol, per3)):
sma_filter_passed = 1
passed_filters.append(sma_filter_passed)
all_filters_passed = sum(passed_filters) == len(passed_filters)
if all_filters_passed and has_buy_signal:
tp_value = cc.close_price * params.get('rel_tp_k', 0.2)
if has_buy_signal:
allowed_to_buy = True
if allowed_to_buy:
trade = Trade()
trade.open_trade(symbol, 'BUY', cc, cc.close_price,
cc.low_price * params.get('init_sl_k', 0.98),
cc.close_price + tp_value, open_reason)
return trade
def manage(cc, f, symbol, all_trades, params):
trades = [t for t in all_trades if t.symbol == symbol and t.is_open]
for trade in trades:
trade.update_trade(cc)
if not trade.is_closed:
tp_base = sum([d['high'] for d in trade.data]) / len(trade.data)
tp_base = sum([d['high'] for d in trade.data]) / len(trade.data)
trade.takeprofit = tp_base * params.get('tp_koef', 2.1)
# FIA — low profit - good winrate
if not trade.is_closed and params.get('use_FIA', False):
fia_dmin = params.get('fia_dmin', 5)
fia_dmax = params.get('fia_dmax', 15)
fia_treshold = params.get('fia_treshold', 0.1)
if trade.days > fia_dmin and trade.days < fia_dmax and (
trade.profit / trade.days
) / trade.open_price * 100 < fia_treshold and trade.profit > 0:
trade.close_trade(cc, cc.close_price, 'FIA')
#BREAKEVEN
if not trade.is_closed and params.get('use_BREAKEVEN', False):
if trade.stoploss < trade.open_price and cc.low_price > trade.open_price:
trade.stoploss = cc.low_price
#FORCE TAKE PROFIT
if not trade.is_closed and params.get('use_FTP', False):
if (trade.profit / trade.days) / trade.open_price > params.get(
'FTP', 0.01):
trade.close_trade(cc, cc.close_price, 'FTP')
# PULL TO HAMMER/DOJI/SHOOTING STAR
pull = False
if not trade.is_closed:
if cc.is_hammer():
if params.get('use_PTH', False):
pth = params.get('pth_mix', 0.25)
nsl = trade.stoploss * pth + cc.low_price * (1 - pth)
pull = True
if cc.is_shooting_star():
if params.get('use_PTSS', False):
ptss = params.get('ptss_mix', 0.25)
nsl = trade.stoploss * ptss + cc.low_price * (1 - ptss)
pull = True
if cc.is_doji():
if params.get('use_PTDJ', False):
ptdj = params.get('ptdj_mix', 0.25)
nsl = trade.stoploss * ptdj + cc.low_price * (1 - ptdj)
pull = True
if f.pointer > 5 and params.get('use_PTTF', False):
ff = f.last(symbol, 5, figure=True)
if ff.is_top_fractal():
ptf = params.get('pttf_mix', 0.25)
nsl = trade.stoploss * ptf + cc.low_price * (1 - ptf)
pull = True
if f.pointer > 5 and params.get('use_PTBF', False):
ff = f.last(symbol, 5, figure=True)
if ff.is_bottom_fractal():
ptf = params.get('ptbf_mix', 0.25)
nsl = trade.stoploss * ptf + cc.low_price * (1 - ptf)
pull = True
# if f.pointer > 10 and params.get('use_PTP', False):
# if f.last(symbol, 10, figure=True).is_power_growth:
# ptf = params.get('ptp_mix', 0.5)
# nsl = trade.stoploss*ptf+cc.low_price*(1-ptf)
# pull = True
if params.get('use_PTC2', False):
ptf = params.get('ptc2_mix', 0.25)
if CCI(f.last(symbol, 2)) < CCI(f.last(symbol, 2, -1)):
nsl = trade.stoploss * ptf + cc.low_price * (1 - ptf)
pull = True
if pull:
if nsl > trade.stoploss:
trade.stoploss = nsl
pull = False
def open(cc, c, trades, params):
trade = None
#ts = trade_stats(trades)
allowed_to_buy = False
has_buy_signal = False
open_reason = None
if True: #ts['open'] <= params.get('max_pos', 50):
# TAIL
if params.get('open_TAIL', False):
bs = 0.01 if cc.body_size() == 0 else cc.body_size()
if cc.low_tail()/bs > 0.2:
has_buy_signal = True
open_reason = 'TAIL_BUY'
if c.pointer > 5:
# BREAKUP
if params.get('open_BREAK', False):
f = c.last(5, figure=True)
if f.is_breakup():
has_buy_signal = True
open_reason = 'BREAKUP_BUY'
#HAMMER
if params.get('open_HAMMER', False):
f = c.last(3, figure=True)
if f.summary().is_hammer() or f.summary(last=2).is_hammer():
has_buy_signal = True
open_reason = 'HAMMER_BUY'
#DOUBLE HAMMER
if params.get('open_DOUBLE_HAMMER', False):
pf = params.get('dh_fast', 2)
ps = params.get('dh_slow', 20)
if c.last(pf, figure=True).summary().is_hammer() and c.last(ps, figure=True).summary().is_hammer():
has_buy_signal = True
open_reason = 'DOUBLE_HAMMER'
#FRACTAL
if params.get('open_FRACTAL', False):
f = c.last(5, figure=True)
if f.is_bottom_fractal():
has_buy_signal = True
open_reason = 'FRAC_BUY'
if params.get('open_C2', False):
if CCI(c.last(2)) > CCI(c.last(2, -1)):
has_buy_signal = True
open_reason = 'C2_BUY'
passed_filters = []
if params.get('use_HIGH_FILTER', False):
high_filter_passed = 0
max_per = params.get('hf_max_per', 250)
th = params.get('hf_max_th', 0.8)
if c.pointer > max_per:
m = max(bar['high'] for bar in c.last(max_per))
if cc.close_price > m*th:
high_filter_passed = 1
passed_filters.append(high_filter_passed)
if params.get('use_CCI_FILTER', False):
cci_filter_passed = 0
per = params.get('cci_f_per', 14)
if CCI(c.last(per)) > CCI(c.last(per, -1)):
cci_filter_passed = 1
passed_filters.append(cci_filter_passed)
all_filters_passed = sum(passed_filters) == len(passed_filters)
if all_filters_passed and has_buy_signal:
tp_value = cc.close_price*params.get('rel_tp_k', 0.2)
if has_buy_signal:
#if ts['open_long'] > ts['open_short'] or ts['open'] == 0:
allowed_to_buy = True
if allowed_to_buy:
trade = Trade()
trade.open_trade(c.symbol, 'BUY', cc, cc.close_price, cc.low_price*params.get('init_sl_k', 0.98), cc.close_price + tp_value, open_reason)
return trade