def tenkan_sen_kijun_sen_cross_f_sl(row):
'''
Tenkan Sen Kijun Sen cross - only stron version (algo 1_1)
Result files
- fixed senkou_span_b - 2020-7-23_10_6_24
- senkou_span_b o _a - 2020-7-23_10_14_10
'''
global BUDZET
global TRANS_ID
global TRANS
global COUNT
global STOCK
global data
global BE_VERBOSE
if not TRANS.in_transaction:
if ((row['tenkan_sen'] > row['kijun_sen'])
and (row['tenkan_sen'] > row['senkou_span_a'])
and (row['tenkan_sen'] > row['senkou_span_b'])
and (row['c_mean'] > row['c_mean_26'])):
if row['open'] != 0:
if BUDZET.equity > 4:
stock_number = TRANS.how_many_stocks(
row['open'], BUDZET.equity)
if stock_number > 0:
TRANS.open_transaction(stock_number,
row['open'],
get_date_only(row),
be_verbose=BE_VERBOSE)
if row['senkou_span_a'] > row['senkou_span_b']:
TRANS.set_sl(sl_type='fixed',
sl_factor=row['senkou_span_b'],
date_sl=get_date_only(row),
be_verbose=BE_VERBOSE)
else:
TRANS.set_sl(sl_type='fixed',
sl_factor=row['senkou_span_a'],
date_sl=get_date_only(row),
be_verbose=BE_VERBOSE)
BUDZET.manage_amount(-TRANS.open_total)
return 1
else:
if row['low'] < TRANS.stop_loss:
# closing trade when SL is hit
TRANS.close_transaction(TRANS.stop_loss,
get_date_only(row),
be_verbose=BE_VERBOSE)
BUDZET.manage_amount(TRANS.close_total)
TRANS.reset_values()
return -1
if row['tenkan_sen'] < row['kijun_sen']:
# closing trade when close signal appears
if row['open'] != 0:
TRANS.close_transaction(row['close'],
get_date_only(row),
be_verbose=BE_VERBOSE)
BUDZET.manage_amount(TRANS.close_total)
TRANS.reset_values()
return -1
else:
print('cena zamkniecia {}'.format(row['open']))
def algo_1_2(row):
'''
Tenkan Sen Kijun Sen cross - strong version (algo 1_1)
'''
global BUDZET
global TRANS_ID
global TRANS
global COUNT
global STOCK
global data
global BE_VERBOSE
if not TRANS.in_transaction:
if row['kumo'] == 1:
condition = ((row['tenkan_sen'] > row['senkou_span_b'])
and (row['tenkan_sen'] < row['senkou_span_a']))
elif row['kumo'] == -1:
condition = ((row['tenkan_sen'] < row['senkou_span_b'])
and (row['tenkan_sen'] > row['senkou_span_a']))
else:
condition = False
if (condition and (row['cross'] == 1) and (row['cross_2'] == -1)
and (row['c_1'] > row['c26']) and (row['kumo26'] == 1)):
if row['open'] != 0:
if BUDZET.equity > 4:
stock_number = TRANS.how_many_stocks(
row['open'], BUDZET.equity)
if stock_number > 0:
TRANS.open_transaction(stock_number,
row['open'],
get_date_only(row),
be_verbose=BE_VERBOSE)
TRANS.define_risk(verbose=BE_VERBOSE)
TRANS.curr_value(price=row['close'],
date=get_date_only(row),
be_verbose=BE_VERBOSE)
TRANS.set_sl(sl_type='fixed',
sl_factor=(row['open'] - row['atr_sl']),
date_sl=get_date_only(row),
be_verbose=BE_VERBOSE)
BUDZET.manage_amount(-TRANS.open_total)
return 1
else:
if ((row['cross'] == -1) and (row['cross_2'] == 1)
or (row['c_1'] < TRANS.stop_loss)):
if row['open'] != 0:
TRANS.close_transaction(row['close'],
get_date_only(row),
be_verbose=BE_VERBOSE)
BUDZET.manage_amount(TRANS.close_total)
TRANS.reset_values()
return -1
else:
print('cena zamkniecia {}'.format(row['open']))
else:
TRANS.curr_value(row['close'],
date=get_date_only(row),
be_verbose=BE_VERBOSE)
TRANS.register_transaction(verbose=BE_VERBOSE)
def kumo_brekaut_02_01(row):
'''
Kumo breakout modified, removed c_1 > c_26
1. SŁABE
2.
'''
global BUDZET
global TRANS_ID
global TRANS
global COUNT
global STOCK
global data
global BE_VERBOSE
if not TRANS.in_transaction:
condition = True
if ((row['kumo'] == 1) and (row['c_1'] > row['senkou_span_a'])
and (row['kumo26'] == 1)):
if row['open'] != 0:
if BUDZET.equity > 4:
stock_number = TRANS.how_many_stocks(
row['open'], BUDZET.equity)
if stock_number > 0:
TRANS.open_transaction(stock_number,
row['open'],
get_date_only(row),
be_verbose=BE_VERBOSE)
TRANS.curr_value(price=row['close'],
date=get_date_only(row),
be_verbose=BE_VERBOSE)
temp_sl = row['senkou_span_a'] - row['atr_sl']
TRANS.set_sl(sl_type='fixed',
sl_factor=temp_sl,
date_sl=get_date_only(row),
be_verbose=BE_VERBOSE)
TRANS.define_risk(verbose=BE_VERBOSE)
BUDZET.manage_amount(-TRANS.open_total)
return 1
else:
if row['c_1'] < TRANS.stop_loss:
if row['open'] != 0:
TRANS.close_transaction(row['close'],
get_date_only(row),
be_verbose=BE_VERBOSE)
BUDZET.manage_amount(TRANS.close_total)
TRANS.reset_values()
return -1
else:
print('cena zamkniecia {}'.format(row['open']))
else:
TRANS.curr_value(row['close'],
date=get_date_only(row),
be_verbose=BE_VERBOSE)
temp_sl = row['senkou_span_a'] - row['atr_sl']
TRANS.set_sl(sl_type='fixed',
sl_factor=temp_sl,
date_sl=get_date_only(row),
be_verbose=BE_VERBOSE)
TRANS.register_transaction(verbose=BE_VERBOSE)
def kumo_brekaut_01_02(row):
'''
To jest dopiero prawdziwy Kumo breakout, clear stop loss
1.
total: 45383.67, prct: 41.64%, years: 10, prct/year: 4.16%, nr -: 55,
sum -: -18812.82, nr +: 54, sum +: 64196.49, ATR_RAIO: 0.5
'''
global BUDZET
global TRANS_ID
global TRANS
global COUNT
global STOCK
global data
global BOSSA_DATE
if get_date_only(row) == BOSSA_DATE:
BE_VERBOSE = True
else:
BE_VERBOSE = False
if not TRANS.in_transaction:
if ((row['kumo'] == 1) and (row['close'] > row['senkou_span_a'])
and (row['close'] > row['c26']) and (row['kumo26'] == 1)):
stock_number = TRANS.how_many_stocks(row['close'], BUDZET.equity)
temp_sl = row['senkou_span_b'] - row['atr_sl']
TRANS.open_transaction(stock_number,
row['close'],
get_date_only(row),
be_verbose=False)
TRANS.curr_value(price=row['close'],
date=get_date_only(row),
be_verbose=False)
temp_sl = row['senkou_span_b'] - row['atr_sl']
if BE_VERBOSE:
print('+++ {} KUPUJE {}'.format(get_date_only(row), STOCK))
TRANS.set_sl(sl_type='fixed',
sl_factor=temp_sl,
date_sl=get_date_only(row),
be_verbose=BE_VERBOSE)
TRANS.define_risk(verbose=BE_VERBOSE)
BUDZET.manage_amount(-TRANS.open_total)
return 1
else:
if row['close'] < TRANS.stop_loss:
if BE_VERBOSE:
print('--- {} ZAMYKAM {}'.format(get_date_only(row), STOCK))
TRANS.close_transaction(row['close'],
get_date_only(row),
be_verbose=BE_VERBOSE)
BUDZET.manage_amount(TRANS.close_total)
TRANS.reset_values()
return -1
else:
TRANS.curr_value(row['close'],
date=get_date_only(row),
be_verbose=False)
temp_sl = row['senkou_span_b'] - row['atr_sl']
curr_sl = TRANS.stop_loss
TRANS.set_sl(sl_type='fixed',
sl_factor=temp_sl,
date_sl=get_date_only(row),
be_verbose=False)
new_sl = TRANS.stop_loss
if new_sl > curr_sl and BE_VERBOSE:
print('''
^^^ {} UP SL {}, {:.2f}, bought {}, open {}
'''.format(get_date_only(row), STOCK, TRANS.stop_loss,
TRANS.open_date, TRANS.open_price))
#TRANS.show_trade()
TRANS.register_transaction(verbose=False)
def videos_strategy(row):
'''
Tenkan Sen Kijun Sen cross - strong version (algo 1_1)
'''
global BUDZET
global TRANS_ID
global TRANS
global COUNT
global STOCK
global data
global BE_VERBOSE
global MULT_RISK
if not TRANS.in_transaction:
if (((row['c_1']) > row['senkou_span_a'] + row['atr_sl'])
and ((row['c_1']) > row['senkou_span_b'] + row['atr_sl'])
and (row['tenkan_sen'] > row['kijun_sen'])
and (row['c_mean'] > row['c_mean_26'])): # and
#(row['s_s_a_m26'] > row['s_s_b_m26'])):
if row['open'] != 0:
if BUDZET.equity > 4:
stock_number = TRANS.how_many_stocks(
row['open'], BUDZET.equity)
if stock_number > 0:
TRANS.open_transaction(stock_number,
row['open'],
get_date_only(row),
be_verbose=BE_VERBOSE)
TRANS.set_sl(sl_type='fixed',
sl_factor=row['senkou_span_b'] -
row['atr_sl'],
date_sl=get_date_only(row),
be_verbose=BE_VERBOSE)
TRANS.define_risk(verbose=BE_VERBOSE)
TRANS.curr_value(price=row['close'],
date=get_date_only(row),
be_verbose=BE_VERBOSE)
BUDZET.manage_amount(-TRANS.open_total)
return 1
else:
TRANS.curr_value(price=row['close'],
date=get_date_only(row),
be_verbose=BE_VERBOSE)
if row['tenkan_sen'] < row['kijun_sen']:
pass
"""
if row['open'] != 0:
TRANS.close_transaction(row['open'],
get_date_only(row),
be_verbose=BE_VERBOSE)
BUDZET.manage_amount(TRANS.close_total)
TRANS.reset_values()
#print('zamykam, bo przeciecie tankan i kijun')
return -1
else:
print('cena zamkniecia {}'.format(row['open']))
"""
if row['c_1'] < TRANS.stop_loss:
TRANS.close_transaction(row['open'],
get_date_only(row),
be_verbose=BE_VERBOSE)
BUDZET.manage_amount(TRANS.close_total)
TRANS.reset_values()
#print('zamykam, bo stop loss')
return -1
if TRANS.current_value > TRANS.open_total + MULT_RISK * TRANS.risk:
if row['tenkan_sen'] - row['atr_sl'] > TRANS.stop_loss:
TRANS.set_sl(sl_type='fixed',
sl_factor=(row['senkou_span_a'] - row['atr_sl']),
date_sl=get_date_only(row),
be_verbose=BE_VERBOSE)
if TRANS.current_value < TRANS.open_total + MULT_RISK * TRANS.risk:
if row['kijun_sen'] - row['atr_sl'] > TRANS.stop_loss:
TRANS.set_sl(sl_type='fixed',
sl_factor=(row['senkou_span_b'] - row['atr_sl']),
date_sl=get_date_only(row),
be_verbose=BE_VERBOSE)
def kumo_brekaut_01_03(row):
'''
To jest dopiero prawdziwy Kumo breakout, clear stop loss. Dodałem
rzeczywiste test wyjścia z chmury
1. SLABE
total: 8702.63, prct: 8.62%, years: 10, prct/year: 0.86%,
nr -: 61, sum -: -9491.73, nr +: 40, sum +: 18194.36, ATR_RAIO: 0.5
2.
'''
global BUDZET
global TRANS_ID
global TRANS
global COUNT
global STOCK
global data
global BE_VERBOSE
if not TRANS.in_transaction:
condition = True
if ((row['kumo'] == 1) and (row['c_1'] > row['senkou_span_a'])
and (row['c_3'] < row['senkou_span_a'])
and (row['c_1'] > row['c26']) and (row['kumo26'] == 1)):
if row['open'] != 0:
if BUDZET.equity > 4:
stock_number = TRANS.how_many_stocks(
row['open'], BUDZET.equity)
if stock_number > 0:
TRANS.open_transaction(stock_number,
row['open'],
get_date_only(row),
be_verbose=BE_VERBOSE)
TRANS.curr_value(price=row['close'],
date=get_date_only(row),
be_verbose=BE_VERBOSE)
temp_sl = row['senkou_span_b'] - row['atr_sl']
TRANS.set_sl(sl_type='fixed',
sl_factor=temp_sl,
date_sl=get_date_only(row),
be_verbose=BE_VERBOSE)
TRANS.define_risk(verbose=BE_VERBOSE)
BUDZET.manage_amount(-TRANS.open_total)
return 1
else:
if row['c_1'] < TRANS.stop_loss:
if row['open'] != 0:
TRANS.close_transaction(row['close'],
get_date_only(row),
be_verbose=BE_VERBOSE)
BUDZET.manage_amount(TRANS.close_total)
TRANS.reset_values()
return -1
else:
print('cena zamkniecia {}'.format(row['open']))
else:
TRANS.curr_value(row['close'],
date=get_date_only(row),
be_verbose=BE_VERBOSE)
temp_sl = row['senkou_span_b'] - row['atr_sl']
TRANS.set_sl(sl_type='fixed',
sl_factor=temp_sl,
date_sl=get_date_only(row),
be_verbose=BE_VERBOSE)
TRANS.register_transaction(verbose=BE_VERBOSE)
def kumo_brekaut_01_02(row):
'''
To jest dopiero prawdziwy Kumo breakout, clear stop loss
1.
total: 45383.67, prct: 41.64%, years: 10, prct/year: 4.16%, nr -: 55,
sum -: -18812.82, nr +: 54, sum +: 64196.49, ATR_RAIO: 0.5
2.
'''
global BUDZET
global TRANS_ID
global TRANS
global COUNT
global STOCK
global data
global BE_VERBOSE
if not TRANS.in_transaction:
condition = True
if ((row['kumo'] == 1) and (row['c_1'] > row['senkou_span_a'])
and (row['c_1'] > row['c26']) and (row['kumo26'] == 1)):
if row['open'] != 0:
if BUDZET.equity > 4:
stock_number = TRANS.how_many_stocks(
row['open'], BUDZET.equity)
if stock_number > 0:
TRANS.open_transaction(stock_number,
row['open'],
get_date_only(row),
be_verbose=BE_VERBOSE)
TRANS.curr_value(price=row['close'],
date=get_date_only(row),
be_verbose=BE_VERBOSE)
temp_sl = row['senkou_span_b'] - row['atr_sl']
TRANS.set_sl(sl_type='fixed',
sl_factor=temp_sl,
date_sl=get_date_only(row),
be_verbose=BE_VERBOSE)
TRANS.define_risk(verbose=BE_VERBOSE)
BUDZET.manage_amount(-TRANS.open_total)
return 1
else:
if row['c_1'] < TRANS.stop_loss:
if row['open'] != 0:
TRANS.close_transaction(row['close'],
get_date_only(row),
be_verbose=BE_VERBOSE)
BUDZET.manage_amount(TRANS.close_total)
TRANS.reset_values()
return -1
else:
print('cena zamkniecia {}'.format(row['open']))
else:
TRANS.curr_value(row['close'],
date=get_date_only(row),
be_verbose=BE_VERBOSE)
temp_sl = row['senkou_span_b'] - row['atr_sl']
TRANS.set_sl(sl_type='fixed',
sl_factor=temp_sl,
date_sl=get_date_only(row),
be_verbose=BE_VERBOSE)
TRANS.register_transaction(verbose=BE_VERBOSE)
def kumo_brekaut_02(row):
'''
Kumo breakout modified, removed c_1 > c_26
1.
total: 34600.39, percent: 31.74%, years: 10, percent/year: 3.17%,
number -: 60, sum -: -20757.86, number +: 49, sum +: 55358.25, ATR_RAIO: 0.5
2.
'''
global BUDZET
global TRANS_ID
global TRANS
global COUNT
global STOCK
global data
global BE_VERBOSE
if not TRANS.in_transaction:
condition = True
if ((row['kumo'] == 1) and (row['c_1'] > row['senkou_span_a'])
and (row['kumo26'] == 1)):
if row['open'] != 0:
if BUDZET.equity > 4:
stock_number = TRANS.how_many_stocks(
row['open'], BUDZET.equity)
if stock_number > 0:
TRANS.open_transaction(stock_number,
row['open'],
get_date_only(row),
be_verbose=BE_VERBOSE)
TRANS.curr_value(price=row['close'],
date=get_date_only(row),
be_verbose=BE_VERBOSE)
temp_sl = row['senkou_span_a'] - row['atr_sl']
TRANS.set_sl(sl_type='fixed',
sl_factor=temp_sl,
date_sl=get_date_only(row),
be_verbose=BE_VERBOSE)
TRANS.define_risk(verbose=BE_VERBOSE)
BUDZET.manage_amount(-TRANS.open_total)
return 1
else:
if row['c_1'] < TRANS.stop_loss:
if row['open'] != 0:
TRANS.close_transaction(row['close'],
get_date_only(row),
be_verbose=BE_VERBOSE)
BUDZET.manage_amount(TRANS.close_total)
TRANS.reset_values()
return -1
else:
print('cena zamkniecia {}'.format(row['open']))
else:
TRANS.curr_value(row['close'],
date=get_date_only(row),
be_verbose=BE_VERBOSE)
if TRANS.current_value > (TRANS.open_value + (3 * TRANS.risk)):
new_sl = (TRANS.current_value -
TRANS.risk) / TRANS.stocks_number
TRANS.set_sl(sl_type='fixed',
sl_factor=new_sl,
date_sl=get_date_only(row),
be_verbose=BE_VERBOSE)
else:
temp_sl = row['senkou_span_a'] - row['atr_sl']
TRANS.set_sl(sl_type='fixed',
sl_factor=temp_sl,
date_sl=get_date_only(row),
be_verbose=BE_VERBOSE)
TRANS.register_transaction(verbose=BE_VERBOSE)
def kumo_brekaut_01_01(row):
'''
Kumo breakout, clear stop loss
1. slabe
total: 42600.90, prct: 39.08%, years: 10, prct/year: 3.91%, nr -: 57,
sum -: -18267.29, nr +: 52, sum +: 60868.18, ATR_RAIO: 0.5
2.
total: -9525.87, prct: -63.51%, years: 10, prct/year: -6.35%, nr -: 14,
sum -: -9677.75, nr +: 1, sum +: 151.89, ATR_RAIO: 50
'''
global BUDZET
global TRANS_ID
global TRANS
global COUNT
global STOCK
global data
global BE_VERBOSE
if not TRANS.in_transaction:
condition = True
if ((row['kumo'] == 1) and (row['c_1'] > row['senkou_span_a'])
and (row['c_1'] > row['c26']) and (row['kumo26'] == 1)):
if row['open'] != 0:
if BUDZET.equity > 4:
stock_number = TRANS.how_many_stocks(
row['open'], BUDZET.equity)
if stock_number > 0:
TRANS.open_transaction(stock_number,
row['open'],
get_date_only(row),
be_verbose=BE_VERBOSE)
TRANS.curr_value(price=row['close'],
date=get_date_only(row),
be_verbose=BE_VERBOSE)
temp_sl = row['senkou_span_a'] - row['atr_sl']
TRANS.set_sl(sl_type='fixed',
sl_factor=temp_sl,
date_sl=get_date_only(row),
be_verbose=BE_VERBOSE)
TRANS.define_risk(verbose=BE_VERBOSE)
BUDZET.manage_amount(-TRANS.open_total)
return 1
else:
if row['c_1'] < TRANS.stop_loss:
if row['open'] != 0:
TRANS.close_transaction(row['close'],
get_date_only(row),
be_verbose=BE_VERBOSE)
BUDZET.manage_amount(TRANS.close_total)
TRANS.reset_values()
return -1
else:
print('cena zamkniecia {}'.format(row['open']))
else:
TRANS.curr_value(row['close'],
date=get_date_only(row),
be_verbose=BE_VERBOSE)
temp_sl = row['senkou_span_a'] - row['atr_sl']
TRANS.set_sl(sl_type='fixed',
sl_factor=temp_sl,
date_sl=get_date_only(row),
be_verbose=BE_VERBOSE)
TRANS.register_transaction(verbose=BE_VERBOSE)
def kumo_brekaut_01(row):
'''
Kumo breakout
1.
total: 42122.05, percent: 38.64%, years: 10, percent/year: 3.86%, nr -: 59,
sum -: -18925.83, number +: 50, sum +: 61047.88, ATR_RAIO: 0.5
2.
total: 47832.74, percent: 43.88%, years: 10, prct/year: 4.39%, nr -: 58,
sum -: -17366.41, number +: 51, sum +: 65199.15, ATR_RAIO: 1
3.
total: 91883.32, prct: 153.14%, years: 10, prct/year: 15.31%, nr -: 36,
sum -: -18271.12, nr +: 24, sum +: 110154.43, ATR_RAIO: 33
4.
total: 114699.25, prct: 327.71%, years: 10, prct/year: 32.77%, nr -: 14,
sum -: -9509.71, nr +: 21, sum +: 124208.96, ATR_RAIO: 50
'''
global BUDZET
global TRANS_ID
global TRANS
global COUNT
global STOCK
global data
global BE_VERBOSE
if not TRANS.in_transaction:
condition = True
if ((row['kumo'] == 1) and (row['c_1'] > row['senkou_span_a'])
and (row['c_1'] > row['c26']) and (row['kumo26'] == 1)):
if row['open'] != 0:
if BUDZET.equity > 4:
stock_number = TRANS.how_many_stocks(
row['open'], BUDZET.equity)
if stock_number > 0:
TRANS.open_transaction(stock_number,
row['open'],
get_date_only(row),
be_verbose=BE_VERBOSE)
TRANS.curr_value(price=row['close'],
date=get_date_only(row),
be_verbose=BE_VERBOSE)
temp_sl = row['senkou_span_a'] - row['atr_sl']
TRANS.set_sl(sl_type='fixed',
sl_factor=temp_sl,
date_sl=get_date_only(row),
be_verbose=BE_VERBOSE)
TRANS.define_risk(verbose=BE_VERBOSE)
BUDZET.manage_amount(-TRANS.open_total)
return 1
else:
if row['c_1'] < TRANS.stop_loss:
if row['open'] != 0:
TRANS.close_transaction(row['close'],
get_date_only(row),
be_verbose=BE_VERBOSE)
BUDZET.manage_amount(TRANS.close_total)
TRANS.reset_values()
return -1
else:
print('cena zamkniecia {}'.format(row['open']))
else:
TRANS.curr_value(row['close'],
date=get_date_only(row),
be_verbose=BE_VERBOSE)
if TRANS.current_value > (TRANS.open_value + (3 * TRANS.risk)):
new_sl = (TRANS.current_value -
TRANS.risk) / TRANS.stocks_number
TRANS.set_sl(sl_type='fixed',
sl_factor=new_sl,
date_sl=get_date_only(row),
be_verbose=BE_VERBOSE)
else:
temp_sl = row['senkou_span_a'] - row['atr_sl']
TRANS.set_sl(sl_type='fixed',
sl_factor=temp_sl,
date_sl=get_date_only(row),
be_verbose=BE_VERBOSE)
TRANS.register_transaction(verbose=BE_VERBOSE)
def algo_2_0(row):
'''
Tenkan Sen Kijun Sen cross - strong version 2 all in one
'''
global BUDZET
global TRANS_ID
global TRANS
global COUNT
global STOCK
global data
global BE_VERBOSE
if not TRANS.in_transaction:
condition = True
if (condition and (row['c_1'] > row['kijun_sen'])
and (row['c_1'] > row['c26']) and (row['kumo26'] == 1)):
if row['open'] != 0:
if BUDZET.equity > 4:
stock_number = TRANS.how_many_stocks(
row['open'], BUDZET.equity)
if stock_number > 0:
TRANS.open_transaction(stock_number,
row['open'],
get_date_only(row),
be_verbose=BE_VERBOSE)
TRANS.curr_value(price=row['close'],
date=get_date_only(row),
be_verbose=BE_VERBOSE)
TRANS.set_sl(sl_type='fixed',
sl_factor=(row['kijun_sen'] -
row['atr_sl']),
date_sl=get_date_only(row),
be_verbose=BE_VERBOSE)
TRANS.define_risk(verbose=BE_VERBOSE)
BUDZET.manage_amount(-TRANS.open_total)
return 1
else:
if row['c_1'] < TRANS.stop_loss:
if row['open'] != 0:
TRANS.close_transaction(row['close'],
get_date_only(row),
be_verbose=BE_VERBOSE)
BUDZET.manage_amount(TRANS.close_total)
TRANS.reset_values()
return -1
else:
print('cena zamkniecia {}'.format(row['open']))
else:
TRANS.curr_value(row['close'],
date=get_date_only(row),
be_verbose=BE_VERBOSE)
if TRANS.current_value > (TRANS.open_value + (3 * TRANS.risk)):
new_sl = (TRANS.current_value -
TRANS.risk) / TRANS.stocks_number
TRANS.set_sl(sl_type='fixed',
sl_factor=new_sl,
date_sl=get_date_only(row),
be_verbose=BE_VERBOSE)
else:
TRANS.set_sl(sl_type='fixed',
sl_factor=(row['kijun_sen'] - row['atr_sl']),
date_sl=get_date_only(row),
be_verbose=BE_VERBOSE)
TRANS.register_transaction(verbose=BE_VERBOSE)
