longQueue, strategySettings["longQueuePeriod"],
row) # add current price to queue, along with stats
# 1.A: CHECK IF TRADE IS OPEN
tradeOpen = strategy.checkOpen()
# 1.B: CHECK CLOSE CONDITIONS
# 2.A: STRATEGY:
signal = strategy.maCross(row, priceQueue,
longQueue, backtestSettings,
backtest.checkOpen(), display,
backtest) # check for buy/sell signals
if signal["signal"] and i >= strategySettings["queuePeriod"]:
backtest.executeTrade(signal["signal"], row,
signal["stopLoss"], signal["takeProfit"],
backtestSettings["leverage"])
print backtest.account
else:
pass
i = i + 1 # increment loop for scaterplot
try:
lastCash = info["cash"][i - 1]
except:
lastCash = 0
infoRow = {
"price": (row["Buy"] + row["Sell"]) / 2,
"orderType": signal["signal"],
if np.isnan(row['Buy']) or np.isnan(row['Sell']):
continue
# 0.A: ADD CURRENT PRICE TO QUEUE
priceQueue = strategy.doQueue(priceQueue,strategySettings["queuePeriod"],row) # add current price to queue, along with stats
longQueue = strategy.doQueue(longQueue,strategySettings["longQueuePeriod"],row) # add current price to queue, along with stats
# 1.A: CHECK IF TRADE IS OPEN
tradeOpen = strategy.checkOpen()
# 1.B: CHECK CLOSE CONDITIONS
# 2.A: STRATEGY:
signal = strategy.maCross(row, priceQueue, longQueue, backtestSettings, backtest.checkOpen(), display, backtest) # check for buy/sell signals
if signal["signal"] and i >= strategySettings["queuePeriod"]:
backtest.executeTrade(signal["signal"], row, signal["stopLoss"], signal["takeProfit"], backtestSettings["leverage"])
print backtest.account
else:
pass
i = i + 1 # increment loop for scaterplot
try:
lastCash = info["cash"][i-1]
except:
lastCash = 0
infoRow = {
"price":(row["Buy"] + row["Sell"]) / 2,
"orderType":signal["signal"],
"stopLoss":backtest.backtestSettings["stopLoss"],
