def __init__(self):
self.dataclose = self.datas[0].close
self.volume = self.datas[0].volume
self.order = None
self.buyprice = None
self.buycomm = None
# 9个交易日内最高价
self.high_nine = bt.indicators.Highest(self.data.high, period=9)
# 9个交易日内最低价
self.low_nine = bt.indicators.Lowest(self.data.low, period=9)
# 计算rsv值
self.rsv = 100 * bt.DivByZero(self.data_close - self.low_nine,
self.high_nine - self.low_nine,
zero=None)
# 计算rsv的3周期加权平均值，即K值
self.K = bt.indicators.EMA(self.rsv, period=3, plot=False)
# D值=K值的3周期加权平均值
self.D = bt.indicators.EMA(self.K, period=3, plot=False)
# J=3*K-2*D
self.J = 3 * self.K - 2 * self.D
# MACD策略参数
me1 = EMA(self.data, period=12)
me2 = EMA(self.data, period=26)
self.macd = me1 - me2
self.signal = EMA(self.macd, period=9)
bt.indicators.MACDHisto(self.data)
def __init__(self):
self.fast_EMA = EMA(self.data, period=self.params.fast_LBP)
self.slow_EMA = EMA(self.data, period=self.params.slow_LBP)
self.MACD = self.fast_EMA - self.slow_EMA
self.Signal = EMA(self.MACD, period=self.params.signal_LBP)
self.Crossing = bt.indicators.CrossOver(self.MACD,
self.Signal,
plotname='Buy_Sell_Line')
self.Hist = self.MACD - self.Signal
def __init__(self):
self.dataclose = self.datas[0].close
self.volume = self.datas[0].volume
self.order = None
self.buyprice = None
self.buycomm = None
me1 = EMA(self.data, period=12)
me2 = EMA(self.data, period=26)
self.macd = me1 - me2
self.signal = EMA(self.macd, period=9)
bt.indicators.MACDHisto(self.data)
def __init__(self):
self.dataclose = self.datas[0].close
self.datahigh = self.datas[0].high
self.datalow = self.datas[0].low
self.dataopen = self.datas[0].open
self.volume = self.datas[0].volume
self.order = None
self.buyprice = None
self.buycomm = None
self.params.profits = []
self.sma20 = bt.indicators.SimpleMovingAverage(self.datas[0], period=20)
me1 = EMA(self.data, period=12)
me2 = EMA(self.data, period=26)
self.macd = me1 - me2
self.signal = EMA(self.macd, period=9)
bt.indicators.MACDHisto(self.data)
def next(self):
hc1 = abs(
self.data.high.get(self.p.ago, size=self.p.period) -
self.data.close.get(self.p.ago + 1, size=self.p.period))
lc1 = abs(
self.data.low.get(self.p.ago, size=self.p.period) -
self.data.close.get(self.p.ago + 1, size=self.p.period))
hl = self.data.high.get(self.p.ago,
size=self.p.period) - self.data.low.get(
self.p.ago, size=self.p.period)
self.lines.atr[0] = EMA(max(hc1, lc1, hl), period=self.p.period)
def __init__(self):
# Keep references
self.seconds = self.datas[0]
self.minutes = self.datas[1]
# To keep track of pending orders and buy price/commission
self.order = None
self.pending_entry_order = False
# Add a Fractal indicator
self.fractal = FI.Fractal(
self.minutes, period=self.p.fractal_period, dolog=self.p.dolog
)
# Add a Fractal Momentum indicator
self.momentum = FI.FractalMomentum(
self.minutes, period=self.p.fractal_period, plot=True, subplot=True
)
# Add EMAs on Fractal Momentum indicator lines
self.up_momentum_ema_ind = EMA(
self.momentum.l.up_momentum, period=self.p.fractal_period, plotname='Up Momentum'
)
self.up_momentum_ema_ind.plotlines = dict(
ema=dict(color='green', fillstyle='full', _name='Up Momentum')
)
self.down_momentum_ema_ind = EMA(
self.momentum.l.down_momentum, period=self.p.fractal_period, plotname='Down Momentum'
)
self.up_momentum_ema_ind.plotlines = dict(
ema=dict(color='red', fillstyle='full', _name='Down Momentum')
)
# Add a CD on the EMA indicators (up - down)
self.momentum_cd = FI.FractalMomentumCD(
up=self.up_momentum_ema_ind.l.ema, down=self.down_momentum_ema_ind.l.ema, period=self.p.fractal_period
)
def __init__(self):
sma_ind = SMA(self.data.close, period=self.p.maperiod, plot=True)
ema_ind = EMA(self.data.close, period=self.p.maperiod, plot=True)
close_over_sma = self.data.close > sma_ind
# close_over_ema = self.data.close > ema_ind
close_under_sma = self.data.close < sma_ind
# close_under_ema = self.data.close < ema_ind
sma_over_ema = sma_ind > ema_ind
sma_under_ema = sma_ind < ema_ind
self.l.buy_sig = bt.And(close_over_sma, sma_over_ema)
self.l.sell_sig = bt.And(close_under_sma, sma_under_ema)
def __init__(self):
me1 = EMA(self.data, period=self.p.period_me1)
me2 = EMA(self.data, period=self.p.period_me2)
self.l.macd = me1 - me2
self.l.signal = EMA(self.l.macd, period=self.p.period_signal)
self.l.histo = self.l.macd - self.l.signal
def __init__(self, period=9):
ema1 = EMA(self.data, period=12)
ema2 = EMA(self.data, period=26)
self.l.value = ema1 - ema2
def __init__(self):
#self.holding = False
self.dataclose = self.datas[0].close
self.macd = MACD(first_period=12, second_period=26)
self.ema = EMA(self.macd, period=self.p.compare_period)
def __init__(self, first_period=12, second_period=26):
ema1 = EMA(self.data, period=self.p.first_period)
ema2 = EMA(self.data, period=self.p.second_period)
self.l.value = ema1 - ema2