def __init__(self):
self.pricech = pchannel.priceChannel(self.data0, subplot=False)
self.pcl = self.pricech.pcl
self.pc50 = pchannel.priceChannel(self.data0, period=50, subplot=False)
self.pch50 = self.pc50.pch
self.hhpcch = hhpc.PC(self.data0, subplot=False)
self.hhpc = self.hhpcch.hhpc
self.order = None
self.bar_counter = 0
def __init__(self):
self.inds = dict()
for d in self.datas:
if d._name == self.p.benchmark_name:
continue
self.inds[d] = dict()
self.inds[d]['newHighCH'] = NEW_HIGH.newHigh(d, subplot=False)
self.inds[d]['newHigh'] = self.inds[d]['newHighCH'].newHigh
self.inds[d]['pchannel'] = pchannel.priceChannel(d, subplot=False)
self.inds[d]['pcl'] = self.inds[d]['pchannel'].l.pcl
self.inds[d]['buy_order'] = None
self.inds[d]['sell_order'] = None
self.inds[d]['tradeNo'] = 0
self.inds[d]['counter'] = 0
self.inds[d]['eligible'] = False
self.inds[d]['hi'], self.inds[d]['lo'] = d.high, d.low
self.bar_counter = 0
self.highest_lowest = []
def __init__(self):
self.inds = dict()
for d in self.datas :
if d._name == self.p.benchmark_name :
continue
self.inds[d] = dict()
self.inds[d]['hhpcCH'] = hhpc.PC(d,subplot=False)
self.inds[d]['llpc'] = self.inds[d]['hhpcCH'].l.llpc
self.inds[d]['priceCH'] = pchannel.priceChannel(d,subplot=False)
self.inds[d]['pcl'] = self.inds[d]['priceCH'].l.pcl
self.inds[d]['csma200'] = btind.SMA(d.close,period=200)
self.inds[d]['order'] = None
self.inds[d]['tradeNo'] = 0
self.inds[d]['counter'] = 0
self.inds[d]['eligible'] = False
self.bar_counter = 0
self.highest_lowest = []
hi, lo = self.data.high, self.data.low
def __init__(self):
self.inds = dict()
for d in self.datas:
if d._name == self.p.benchmark_name:
continue
self.inds[d] = dict()
self.inds[d]['pdimdiCH'] = PDIMDIHL.PDIMDIHL(d, subplot=False)
self.inds[d]['pdi'] = self.inds[d]['pdimdiCH'].l.pdi
self.inds[d]['mdi'] = self.inds[d]['pdimdiCH'].l.mdi
self.inds[d]['adx'] = btind.AverageDirectionalMovementIndex(
d, subplot=False)
self.inds[d]['adxma'] = btind.SMA(self.inds[d]['adx'].l.adx,
period=2,
subplot=False)
self.inds[d]['LLPCH'] = hhpc.PC(d, subplot=False)
self.inds[d]['llpc'] = self.inds[d]['LLPCH'].l.llpc
self.inds[d]['PC'] = pchannel.priceChannel(d, subplot=False)
self.inds[d]['pch'] = self.inds[d]['PC'].l.pch
self.inds[d]['order'] = None
self.inds[d]['eligible'] = False
self.inds[d]['counter'] = 0
self.inds[d]['tradeno'] = 0
self.inds[d]['is_last'] = False
self.bar_counter = 0
def __init__(self):
self.inds = dict()
for d in self.datas:
if d._name == self.p.benchmark_name:
continue
self.inds[d] = dict()
self.inds[d]['RBBBHL'] = RBBBHL.RBBHL(d, subplot=False)
self.inds[d]['hbb'] = self.inds[d]['RBBBHL'].l.hbb
self.inds[d]['pdi'] = self.inds[d]['RBBBHL'].l.pdi
self.inds[d]['mdi'] = self.inds[d]['RBBBHL'].l.mdi
self.inds[d]['adx'] = self.inds[d]['RBBBHL'].l.adx
self.inds[d]['adxma'] = self.inds[d]['RBBBHL'].l.adxma
self.inds[d]['adx_condition'] = btind.crossover.CrossUp(
self.inds[d]['adx'], self.inds[d]['adxma'])
self.inds[d]['pcl'] = pchannel.priceChannel(d, subplot=False).l.pcl
self.inds[d]['buy_condition'] = False
self.inds[d]['order'] = None
self.bar_counter = 0
def __init__(self):
# Initialize & assign Indicators here
self.pc = pchannel.priceChannel(self.data,
period=5,
lookback=-1,
subplot=False)
self.order = None
def __init__(self):
self.pricechannel = pchannel.priceChannel(self.data,period=5,subplot=True)
self.pch = self.pricechannel.pch
self.pcl = self.pricechannel.pcl
self.hhpcCurrent = 0.0
self.llpcCurrent = 0.0
self.highDone = False
self.first = True
def __init__(self):
self.l.ma = SMA(self.data, period=self.p.period)
self.transition = 0
self.first_start = True
self.highCond = CrossDown(self.data.close, self.l.ma)
self.lowCond = CrossUp(self.data.close, self.l.ma)
self.priceCH = pchannel.priceChannel(self.data, subplot=True)
self.pch = self.priceCH.pch
self.pcl = self.priceCH.pcl
def __init__(self):
self.dclose = self.datas[0].close
self.ma50 = SMA(self.data0.close, period=self.p.period1, subplot=False)
self.ma200 = SMA(self.data0.close,
period=self.p.period2,
subplot=False)
self.price_channel = pchannel.priceChannel(self.data0, subplot=False)
self.pch5 = self.price_channel.pch
self.price_channels = hhpc.PC(self.data0, subplot=False)
self.llpc = self.price_channels.llpc
self.order = None
self.bar_counter = 0
def __init__(self):
self.inds = dict()
for d in self.datas:
if d._name == self.p.benchmark_name:
continue
self.inds[d] = dict()
self.inds[d]['pricech'] = pchannel.priceChannel(d, subplot=False)
self.inds[d]['pcl'] = self.inds[d]['pricech'].pcl
self.inds[d]['pc50'] = pchannel.priceChannel(d,
period=50,
subplot=False)
self.inds[d]['pch50'] = self.inds[d]['pc50'].pch
self.inds[d]['hhpcch'] = hhpc.PC(d, subplot=False)
self.inds[d]['hhpc'] = self.inds[d]['hhpcch'].hhpc
self.inds[d]['order'] = None
self.bar_counter = 0
def __init__(self):
self.pchannel = pchannel.priceChannel(self.data0,
period=self.p.period,
subplot=False)
self.lines.pch = self.pchannel.lines.pch
self.l.pcl = self.pchannel.l.pcl
self.pchu_condition = btind.crossover.CrossUp(self.data0.high,
self.l.pch)
self.pcld_condition = btind.crossover.CrossDown(
self.data0.low, self.l.pcl)
self.first = True
self.first_pchu = True
self.first_pcld = True
def __init__(self):
hi, lo = self.data.high, self.data.low
if self.params.lookback:
hi.lo = hi(self.params.lookback), lo(self.params.lookback)
# Price Channels
self.pchannel = pchannel.priceChannel(self.data0,
period=self.params.period,
subplot=False)
self.lines.pch = self.pchannel.lines.pch
self.lines.pcl = self.pchannel.lines.pcl
self.hhllpc = hhpc.PC(self.data0, period=5, subplot=False)
self.lines.hhpc = self.hhllpc.lines.hhpc
self.lines.llpc = self.hhllpc.lines.llpc
# Conditions Low < PCL and High > PCH
# Can you please check which condition is correct?
# CONDITION 1 - Checks crossover with the price channel of previous bar
# (This is how Harsh Bhaiya checks in HHPC)
# self.hhhpc_condition = crossover.CrossDown(self.data.low, self.pcl(-1))
# self.lllpc_condition = crossover.CrossUp(self.data.high, self.pch(-1))
# Condition 2 - Checks crossover with the price channel of current bar
self.hhhpc_condition = crossover.CrossDown(self.data.low,
self.lines.llpc)
self.lllpc_condition = crossover.CrossUp(self.data.high,
self.lines.hhpc)
# Checking candles where High >= HHPC, Low <= LLPC
self.overhhpc = Cmp(self.data0.high, self.lines.hhpc)
self.underllpc = Cmp(self.lines.llpc, self.data0.low)
# Miscellenaous Variables
self.start = True
self.hstart = 0 # Start of range of HHHPC. Changes when HHHPC condition met.
self.lstart = 0 # For LLLPC
self.hfirst = True # 1st time condition met for HHHPC. Different behaviour
self.lfirst = True # For LLLPC
# Useless transfer variables because I can't figure out
# how to assign "Highest" to HHHPC[0] and same for LLLPC
self.temph = Highest(hi, period=self.params.period, subplot=False)
self.templ = Lowest(lo, period=self.params.period, subplot=False)
def __init__(self):
self.benchmark = self.getdatabyname(self.p.benchmark_name)
self.inds = dict()
for d in self.datas:
if d._name == self.p.benchmark_name:
continue
self.inds[d] = dict()
self.inds[d]['rsc_ind'] = RSC.rsc(d, self.benchmark, subplot=False)
self.inds[d]['rsc'] = self.inds[d]['rsc_ind'].rsc
self.inds[d]['rscma'] = btind.SMA(self.inds[d]['rsc'],
period=10,
subplot=False)
self.inds[d]['priceCH'] = pchannel.priceChannel(d, subplot=False)
self.inds[d]['pcl'] = self.inds[d]['priceCH'].l.pcl
self.inds[d]['order'] = None
self.bar_counter = 0
def __init__(self):
self.benchmark = self.getdatabyname(self.p.benchmark_name)
self.inds = dict()
for d in self.datas:
if d._name == self.p.benchmark_name:
continue
self.inds[d] = dict()
self.inds[d]['rsc'] = RSC.rsc(d,self.benchmark)
self.inds[d]['rscma'] = bt.ind.SMA(self.inds[d]['rsc'],period=10)
self.inds[d]['pc'] = hhpc.PC(d,subplot=False)
self.inds[d]['hhpc'] = self.inds[d]['pc'].l.hhpc
self.inds[d]['pcl'] = pchannel.priceChannel(d,subplot=False).l.pcl
self.inds[d]['adx'] = bt.ind.AverageDirectionalMovementIndex(d)
self.inds[d]['adxma'] = bt.ind.SMA(self.inds[d]['adx'], period=2)
self.inds[d]['order'] = None
self.bar_counter = 0
def __init__(self):
self.inds = dict()
for d in self.datas:
if d._name == self.p.benchmark_name:
continue
self.inds[d] = dict()
self.inds[d]['dclose'] = self.datas[0].close
self.inds[d]['ma50'] = SMA(d.close,
period=self.p.period1,
subplot=False)
self.inds[d]['ma200'] = SMA(d.close,
period=self.p.period2,
subplot=False)
self.inds[d]['price_channel'] = pchannel.priceChannel(
d, subplot=False)
self.inds[d]['pch5'] = self.inds[d]['price_channel'].pch
self.inds[d]['price_channels'] = hhpc.PC(d, subplot=False)
self.inds[d]['llpc'] = self.inds[d]['price_channels'].llpc
self.inds[d]['order'] = None
self.bar_counter = 0
