def runStrategy(in_prices):
global prices, ps
log.debug('beginning fma strategy ...')
prices = in_prices
ps = [p['close'] for p in prices]
#12_0.15_SMA_31_EMA_56_SMA_160__0__0,93,93,1558,25166.84
#12_0.15_SMA_25_LWMA_48_SMA_160__0__0,105,97,1987,25156.73
#12_0.15_SMA_30_EMA_58_SMA_160__0__0,96,95,1558,24957.8
#36_0.15_SMA_31_EMA_56_SMA_160__0__0,92,87,1935,23762.4
#24_0.2_SMA_37_LWMA_64_SMA_140__0__0,92,86,1452,24911.19
#12_0.15__0__0_SMA_35_SMA_78_SMA_120,75,69,4941,24376.28
#12_0.15__0__0_MA_30_SMA_78_SMA_100,93,83,4376,24252.22
#12_0.15__0__0_SMA_35_SMA_72_SMA_120,77,71,4930,24391.03
#12_0.15__0__0_SMA_39_SMA_72_SMA_120,77,70,4946,24365.99
#36_0.15__0__0_EMA_17_LWMA_24_SMA_150,276,282,3205,24670.78
#24_0.2__0__0_SMA_9_MA_16_SMA_170,216,219,3667,24692.56
pool = Pool(10)
doTrade(pool, 12, 0.15, 'SMA', 25, 'LWMA', 48, 'SMA', 160, 'SMA', 35, 'SMA', 78, 'SMA', 120)
doTrade(pool, 12, 0.15, 'SMA', 25, 'LWMA', 48, 'SMA', 160, 'MA', 30, 'SMA', 78, 'SMA', 100)
doTrade(pool, 12, 0.15, 'SMA', 31, 'EMA', 56, 'SMA', 160, 'SMA', 35, 'SMA', 72, 'SMA', 120)
doTrade(pool, 12, 0.15, 'SMA', 31, 'EMA', 56, 'SMA', 160, 'MA', 30, 'SMA', 78, 'SMA', 100)
doTrade(pool, 36, 0.15, 'SMA', 31, 'EMA', 56, 'SMA', 160, 'EMA', 17, 'LWMA', 24, 'SMA', 150)
doTrade(pool, 24, 0.2, 'SMA', 37, 'LWMA', 64, 'SMA', 140, 'SMA', 9, 'MA', 16, 'SMA', 170)
pool.showStrategies()
return
def runStrategy(in_prices):
global prices, ps
log.debug('beginning fma strategy ...')
prices = in_prices
ps = [p['close'] for p in prices]
#12_0.15_SMA_31_EMA_56_SMA_160__0__0,93,93,1558,25166.84
#12_0.15_SMA_25_LWMA_48_SMA_160__0__0,105,97,1987,25156.73
#12_0.15_SMA_30_EMA_58_SMA_160__0__0,96,95,1558,24957.8
#36_0.15_SMA_31_EMA_56_SMA_160__0__0,92,87,1935,23762.4
#24_0.2_SMA_37_LWMA_64_SMA_140__0__0,92,86,1452,24911.19
#12_0.15__0__0_SMA_35_SMA_78_SMA_120,75,69,4941,24376.28
#12_0.15__0__0_MA_30_SMA_78_SMA_100,93,83,4376,24252.22
#12_0.15__0__0_SMA_35_SMA_72_SMA_120,77,71,4930,24391.03
#12_0.15__0__0_SMA_39_SMA_72_SMA_120,77,70,4946,24365.99
#36_0.15__0__0_EMA_17_LWMA_24_SMA_150,276,282,3205,24670.78
#24_0.2__0__0_SMA_9_MA_16_SMA_170,216,219,3667,24692.56
pool = Pool(10)
doTrade(pool, 12, 0.15, 'SMA', 25, 'LWMA', 48, 'SMA', 160, 'SMA', 35,
'SMA', 78, 'SMA', 120)
doTrade(pool, 12, 0.15, 'SMA', 25, 'LWMA', 48, 'SMA', 160, 'MA', 30, 'SMA',
78, 'SMA', 100)
doTrade(pool, 12, 0.15, 'SMA', 31, 'EMA', 56, 'SMA', 160, 'SMA', 35, 'SMA',
72, 'SMA', 120)
doTrade(pool, 12, 0.15, 'SMA', 31, 'EMA', 56, 'SMA', 160, 'MA', 30, 'SMA',
78, 'SMA', 100)
doTrade(pool, 36, 0.15, 'SMA', 31, 'EMA', 56, 'SMA', 160, 'EMA', 17,
'LWMA', 24, 'SMA', 150)
doTrade(pool, 24, 0.2, 'SMA', 37, 'LWMA', 64, 'SMA', 140, 'SMA', 9, 'MA',
16, 'SMA', 170)
pool.showStrategies()
return
def runStrategy(in_prices):
global prices, ps
log.debug("beginning fma strategy ...")
prices = in_prices
ps = [p["close"] for p in prices]
# 20_1.0_LWMA_10_EMA_24_EMA_25__0__0,20,23,533,36486.0
# 20_1.0__0__0_MA_6_MA_36_MA_37,18,18,354,30755.0
pool = Pool(10)
doTrade(pool, 20, 1.0, "LWMA", 10, "EMA", 24, "EMA", 25, "MA", 6, "MA", 36, "MA", 37)
# doTrade(pool, 25, 1.3, 'LWMA', 10, 'EMA', 24, 'EMA', 25, 'MA', 6, 'MA', 36, 'MA', 37)
doTrade(pool, 25, 1.3, "MA", 7, "SMA", 13, "EMA", 31, "SMA", 7, "MA", 12, "MA", 13)
pool.showStrategies()
return
def runStrategy(in_prices):
global prices, ps
log.debug('beginning fma strategy ...')
prices = in_prices
ps = [p['close'] for p in prices]
#20_1.0_LWMA_10_EMA_24_EMA_25__0__0,20,23,533,36486.0
#20_1.0__0__0_MA_6_MA_36_MA_37,18,18,354,30755.0
pool = Pool(10)
doTrade(pool, 20, 1.0, 'LWMA', 10, 'EMA', 24, 'EMA', 25, 'MA', 6, 'MA', 36,
'MA', 37)
#doTrade(pool, 25, 1.3, 'LWMA', 10, 'EMA', 24, 'EMA', 25, 'MA', 6, 'MA', 36, 'MA', 37)
doTrade(pool, 25, 1.3, 'MA', 7, 'SMA', 13, 'EMA', 31, 'SMA', 7, 'MA', 12,
'MA', 13)
pool.showStrategies()
return
def runStrategy(in_prices):
global mas, emas, smas, lwmas, std, prices
log.debug('beginning ma strategy ...')
prices = in_prices
ps = [p['close'] for p in prices]
std = [0] * 51
l = len(prices)
for period in range(2, 51):
std[period] = [0] * l
for i in range(period - 1, l):
std[period][i] = np.std(ps[i-period+1 : i+1], dtype=np.float64, ddof=0)
mas = [0] * 81
emas = [0] * 81
smas = [0] * 81
lwmas = [0] * 81
for period in range(2, 81):
mas[period] = ma.calc_ma(ps, period)
emas[period] = ma.calc_ema(ps, period)
smas[period] = ma.calc_sma(ps, period)
lwmas[period] = ma.calc_lwma(ps, period)
pool = Pool(100)
#t = doTrade(pool, 25, 1.0, 'MA', 7, 'SMA', 12, 'EMA', 31, 'SMA', 7, 'MA', 12, 'MA', 13)
#t = doTrade(pool, 25, 1.3, 'MA', 7, 'SMA', 13, 'EMA', 31, 'SMA', 7, 'MA', 12, 'MA', 13)
#pool.showStrategies()
#return
log.debug('running ma strategy ...')
starttime = datetime.datetime.now()
matypes = ['MA', 'EMA', 'SMA', 'LWMA']
farr = range(5, 20)
s1arr = range(8, 40)
s2arr = range(0, 80)
poola = Pool(10)
poolb = Pool(10)
for stdPeriod in [20, ]:
for stdGuage in [1.0, ]:
log.debug('*** ' + str(stdPeriod) + ',' + str(stdGuage) + ' ***')
for ft, f in [(matype, period) for matype in matypes for period in farr]:
for s1t, s1 in [(matype, period) for matype in matypes for period in s1arr]:
if s1 != 0 and s1 <= f: continue
elapsed = (datetime.datetime.now() - starttime).seconds
log.debug('== ' + str(elapsed) + ',' + ft + '_' + str(f) + ',' + s1t + '_' + str(s1) + ' ==')
for s2t, s2 in [(matype, period) for matype in matypes for period in s2arr]:
if s2 != 0 and s2 <= s1: continue
if s2 == 0 and (s2t == 'EMA' or s2t == 'SMA' or s2t == 'LWMA'): continue
doTrade(poola, stdPeriod, stdGuage, ft, f, s1t, s1, s2t, s2, '', 0, '', 0, '', 0)
doTrade(poolb, stdPeriod, stdGuage, '', 0, '', 0, '', 0, ft, f, s1t, s1, s2t, s2)
poola.showStrategies()
poolb.showStrategies()
def runStrategy(in_prices):
global mas, emas, smas, lwmas, std, prices
log.debug('beginning ma strategy ...')
prices = in_prices
ps = [p['close'] for p in prices]
std = [0] * 51
l = len(prices)
for period in range(2, 51):
std[period] = [0] * l
for i in range(period - 1, l):
std[period][i] = np.std(ps[i - period + 1:i + 1],
dtype=np.float64,
ddof=0)
malength = 181
mas = [0] * malength
emas = [0] * malength
smas = [0] * malength
lwmas = [0] * malength
for period in range(2, malength):
mas[period] = ma.calc_ma(ps, period)
emas[period] = ma.calc_ema(ps, period)
smas[period] = ma.calc_sma(ps, period)
lwmas[period] = ma.calc_lwma(ps, period)
pool = Pool(10)
t = doTrade(pool, 12, 0.15, 'SMA', 25, 'LWMA', 48, 'SMA', 160, 'SMA', 30,
'EMA', 58, 'SMA', 160)
t = doTrade(pool, 12, 0.15, 'SMA', 25, 'LWMA', 48, 'SMA', 160, 'MA', 30,
'SMA', 68, 'SMA', 100)
t = doTrade(pool, 12, 0.15, 'SMA', 25, 'EMA', 38, 'SMA', 160, 'MA', 30,
'SMA', 68, 'SMA', 100)
t = doTrade(pool, 12, 0.1, 'SMA', 25, 'EMA', 38, 'SMA', 160, 'MA', 30,
'SMA', 68, 'SMA', 100)
t = doTrade(pool, 12, 0.12, 'SMA', 25, 'EMA', 38, 'SMA', 160, 'MA', 30,
'SMA', 68, 'SMA', 100)
t = doTrade(pool, 20, 0.15, 'SMA', 25, 'LWMA', 48, 'SMA', 160, 'MA', 30,
'SMA', 68, 'SMA', 100)
t = doTrade(pool, 20, 0.1, 'SMA', 25, 'LWMA', 48, 'SMA', 160, 'MA', 30,
'SMA', 68, 'SMA', 100)
t = doTrade(pool, 20, 0.12, 'SMA', 25, 'LWMA', 48, 'SMA', 160, 'MA', 30,
'SMA', 68, 'SMA', 100)
t = doTrade(pool, 40, 0.15, 'SMA', 25, 'LWMA', 48, 'SMA', 160, 'MA', 30,
'SMA', 68, 'SMA', 100)
t = doTrade(pool, 40, 0.1, 'SMA', 25, 'LWMA', 48, 'SMA', 160, 'MA', 30,
'SMA', 68, 'SMA', 100)
t = doTrade(pool, 40, 0.12, 'SMA', 25, 'LWMA', 48, 'SMA', 160, 'MA', 30,
'SMA', 68, 'SMA', 100)
#t = doTrade(pool, 25, 1.3, 'MA', 7, 'SMA', 13, 'EMA', 31, 'SMA', 7, 'MA', 12, 'MA', 13)
pool.showStrategies()
return
log.debug('running ma strategy ...')
starttime = datetime.datetime.now()
matypes = ['MA', 'EMA', 'SMA', 'LWMA']
farr = range(5, 40)
s1arr = range(8, 80)
s2arr = range(0, 180)
poola = Pool(10)
poolb = Pool(10)
for stdPeriod in [
12,
]:
for stdGuage in [
0.15,
]:
log.debug('*** ' + str(stdPeriod) + ',' + str(stdGuage) + ' ***')
for ft, f in [(matype, period) for matype in matypes
for period in farr]:
for s1t, s1 in [(matype, period) for matype in matypes
for period in s1arr]:
if s1 != 0 and s1 <= f: continue
elapsed = (datetime.datetime.now() - starttime).seconds
log.debug('== ' + str(elapsed) + ',' + ft + '_' + str(f) +
',' + s1t + '_' + str(s1) + ' ==')
for s2t, s2 in [(matype, period) for matype in matypes
for period in s2arr]:
if s2 != 0 and s2 <= s1: continue
if s2 == 0 and (s2t == 'EMA' or s2t == 'SMA'
or s2t == 'LWMA'):
continue
doTrade(poola, stdPeriod, stdGuage, ft, f, s1t, s1,
s2t, s2, '', 0, '', 0, '', 0)
doTrade(poolb, stdPeriod, stdGuage, '', 0, '', 0, '',
0, ft, f, s1t, s1, s2t, s2)
poola.showStrategies()
poolb.showStrategies()
