def __init__(self, rw, sl, percent, ma, cad, pip):
self.riskReward = rw
self.stopLoss = sl
self.lotSizePercent = percent
self.movingAverage = ma
self.candles = cad
self.pip = pip
self.otherPip = 1 / self.pip
self.tr = trade.Trader()
self.candleArr = []
self.tempArr = []
self.balance = 1000
def __init__(self, percent, cad, pip, length):
self.length = length
self.lotSizePercent = percent
self.candles = cad
self.pip = pip
self.otherPip = 1 / self.pip
self.tr = trade.Trader()
self.candleArr = []
self.tempArr = []
self.balance = 1000
def __init__(self, percent, cad, pip, length, shouldPrint, stoploss,
riskreward):
self.shouldPrint = shouldPrint
self.length = length
self.stopLoss = stoploss
self.riskReward = riskreward
self.lotSizePercent = percent
self.candles = cad
self.pip = pip
self.otherPip = 1 / self.pip
self.tr = trade.Trader()
self.candleArr = []
self.tempArr = []
self.balance = 1000
class strategy4(object):
highestBalance = 1000
highestDrawdown = 0
totalTrades = 0
winCounter = 0
lossCount = 0
com = 0
pip = .0001
otherPip = 1 / pip
maxTrades = 30
tempArr = []
candleArr = []
balance = 1000
tr = trade.Trader()
#cmp = candleCompressor.candleCompressor()
currentCandle = 0
#strategy variables
riskReward = 8
stopLoss = 10
lotSizePercent = .001
movingAverage = 10
candles = 16 #number of 15m candles, 16 = 4hr
def __init__(self, rw, sl, percent, ma, cad, pip):
self.riskReward = rw
self.stopLoss = sl
self.lotSizePercent = percent
self.movingAverage = ma
self.candles = cad
self.pip = pip
self.otherPip = 1 / self.pip
self.tr = trade.Trader()
self.candleArr = []
self.tempArr = []
self.balance = 1000
def getNumTrades(self):
return self.tr.getNumTrades()
def getWinRate(self):
return self.tr.getWinRate()
def drawdown(self, c):
if (self.balance + self.closeAll(c) > self.highestBalance):
self.highestBalance = self.balance + self.closeAll(c)
if ((self.highestBalance - (self.balance + self.closeAll(c))) /
self.highestBalance > self.highestDrawdown):
self.highestDrawdown = (
self.highestBalance -
(self.balance + self.closeAll(c))) / self.highestBalance
return self.highestDrawdown
def MA(self):
total = 0
for i in range(0, self.movingAverage):
value = (self.candleArr[i].getHigh() +
self.candleArr[i].getLow()) / 2
total += value
return total / self.movingAverage
def update(self, h, l, print, c):
self.balance += self.tr.update(h, l, self.balance, print, c)
def len(self):
return len(self.candleArr)
def closeAll(self, c):
total = self.tr.closeAll(c)
return total
def nextCandle(self, cand):
self.tempArr.append(cand)
self.currentCandle += 1
self.drawdown(cand.getClose())
if (self.currentCandle == self.candles):
self.candleArr.append(candleCompressor.candleCompressor().compress(
self.tempArr))
self.currentCandle = 0
self.tempArr = []
if (len(self.candleArr) > self.movingAverage):
self.candleArr.pop(0)
currentHigh = self.candleArr[self.len() - 1].getHigh()
currentLow = self.candleArr[self.len() - 1].getLow()
currentOpen = self.candleArr[self.len() - 1].getOpen()
currentClose = self.candleArr[self.len() - 1].getClose()
prevOpen = self.candleArr[self.len() - 2].getOpen()
maVal = self.MA()
#print('open',str(currentOpen),'close: ',str(currentClose),'high',str(currentHigh),'low: ',str(currentLow))
if (self.candleArr[self.len() - 4].getClose() > maVal
and self.candleArr[self.len() - 3].getClose() > maVal
and self.candleArr[self.len() - 2].getClose() > maVal
and currentClose <
self.candleArr[self.len() - 4].getOpen()):
totalPips = (self.stopLoss * self.pip)
# print(totalPips*otherPip)
thisTake = currentClose + totalPips
thisStop = currentClose - (totalPips * self.riskReward)
winLossGain = (self.balance * self.lotSizePercent)
comWinLoss = (self.com /
(totalPips * self.otherPip)) * winLossGain
#print(comWinLoss)
comLossLoss = (self.com / ((totalPips * self.riskReward) *
self.otherPip)) * winLossGain
# print('lossloss: ',comWinLoss, 'money lost per trade: ', (winLossGain*riskReward)+comWinLoss)
# def addTrade(self, entry, stop, take, win, loss):
self.totalTrades += 1
self.tr.addTrade(currentClose, thisTake, thisStop,
(winLossGain * self.riskReward) -
comWinLoss, (winLossGain) + comWinLoss)
class strategy7(object):
highestBalance = 1000
highestDrawdown = 0
shouldPrint = True
firstTrade = True
liveBuy = False
inBuy = False
totalTrades = 0
winCounter = 0
lossCount = 0
com = .2
pip = .0001
otherPip = 1 / pip
maxTrades = 30
tempArr = []
candleArr = []
balance = 70000
tr = trade.Trader()
#cmp = candleCompressor.candleCompressor()
currentCandle = 0
length = 118
#strategy variables
riskReward = 8
stopLoss = 10
lotSizePercent = .001
movingAverage = 10
candles = 16 #number of 15m candles, 16 = 4hr
def __init__(self, percent, cad, pip, length):
self.length = length
self.lotSizePercent = percent
self.candles = cad
self.pip = pip
self.otherPip = 1 / self.pip
self.tr = trade.Trader()
self.candleArr = []
self.tempArr = []
self.balance = 1000
def getNumTrades(self):
return self.totalTrades
def getWinRate(self):
return self.tr.getWinRate()
def drawdown(self, c):
if (self.balance + self.closeAll(c) > self.highestBalance):
self.highestBalance = self.balance + self.closeAll(c)
if ((self.highestBalance - (self.balance + self.closeAll(c))) /
self.highestBalance > self.highestDrawdown):
self.highestDrawdown = (
self.highestBalance -
(self.balance + self.closeAll(c))) / self.highestBalance
return self.highestDrawdown
def update(self, h, l, print, c):
self.balance += self.tr.update(h, l, self.balance, print, c)
def len(self):
return len(self.candleArr)
def closeAll(self, c):
total = self.tr.closeAll(c)
return total
def calculateHigh(self):
high = -9868
low = 8765875876587
for x in range(
len(self.candleArr) - self.length - 1,
len(self.candleArr) - 1):
thisHigh = self.candleArr[x].getHigh()
thisLow = self.candleArr[x].getLow()
if (thisHigh > high):
high = thisHigh
if (thisLow < low):
low = thisLow
return high
def calculateLow(self):
high = -9868
low = 8765875876587
for x in range(
len(self.candleArr) - self.length - 1,
len(self.candleArr) - 1):
thisHigh = self.candleArr[x].getHigh()
thisLow = self.candleArr[x].getLow()
if (thisHigh > high):
high = thisHigh
if (thisLow < low):
low = thisLow
return low
def updateStrat(self, price):
if (len(self.candleArr) > self.length + 1):
margin = self.lotSizePercent
units = (self.balance * margin) / price
if (price >= self.calculateHigh() and self.liveBuy == False):
print('live buy. entry: ' + str(price) + 'units: ' +
str(units))
self.liveBuy = True
if (not self.firstTrade):
mt4.close_sell_order()
mt4.buy_order(symbol="USDJPY_",
stop_loss=10000,
take_profit=10000)
print("buy order sucess")
self.firstTrade = False
elif (price <= self.calculateLow() and self.liveBuy == True):
print('live sell. entry: ' + str(price) + 'units: ' +
str(units))
self.liveBuy = False
if (not self.firstTrade):
mt4.close_buy_order()
mt4.sell_order(symbol="USDJPY_",
stop_loss=10000,
take_profit=10000)
print("sell order sucess")
self.firstTrade = False
def nextCandle(self, cand):
self.tempArr.append(cand)
self.currentCandle += 1
self.drawdown(cand.getClose())
if (self.currentCandle == self.candles):
thisCand = candleCompressor.candleCompressor().compress(
self.tempArr)
print("# of candles: " + str(len(self.candleArr)) +
"needed length to trade: >" + str(self.length + 1))
if (len(self.candleArr) > self.length + 1):
print("high channel: " + str(self.calculateHigh()) +
"low channel: " + str(self.calculateLow()) +
"this candle low and high: " + str(thisCand.getLow()) +
', ' + str(thisCand.getHigh()))
if (thisCand.getHigh() >= self.calculateHigh()
and thisCand.getLow() < self.calculateHigh()
and self.inBuy == False):
#print("buy")
self.balance += self.tr.crossClose(self.calculateHigh(),
self.shouldPrint)
self.tr.crossOpen(self.calculateHigh(), .00003, True,
self.balance, self.lotSizePercent,
self.shouldPrint)
self.totalTrades += 1
self.inBuy = True
print('backtester entered buy(and closed sell) at: ' +
str(self.calculateHigh()))
elif (thisCand.getLow() <= self.calculateLow()
and thisCand.getHigh() > self.calculateLow()
and self.inBuy == True):
#print("sell")
self.balance += self.tr.crossClose(self.calculateLow(),
self.shouldPrint)
self.tr.crossOpen(self.calculateLow(), .00003, False,
self.balance, self.lotSizePercent,
self.shouldPrint)
self.totalTrades += 1
self.inBuy = False
print('backtester entered sell(and closed buy) at: ' +
str(self.calculateLow()))
self.candleArr.append(thisCand)
self.currentCandle = 0
self.tempArr = []
class strategy6(object):
highestBalance = 1000
highestDrawdown = 0
prevHullVal = 0
prevMAVal = 0
totalTrades = 0
winCounter = 0
lossCount = 0
com = 0
pip = .0001
otherPip = 1 / pip
maxTrades = 30
tempArr = []
candleArr = []
hullArr = []
balance = 1000
tr = trade.Trader()
#cmp = candleCompressor.candleCompressor()
currentCandle = 0
#strategy variables
riskReward = 8
stopLoss = 10
lotSizePercent = .001
movingAverage = 10
wMovingAverage = 10
candles = 16 #number of 15m candles, 16 = 4hr
def __init__(self, rw, sl, percent, ma, cad, pip, wma):
self.riskReward = rw
self.stopLoss = sl
self.lotSizePercent = percent
self.movingAverage = ma
self.wMovingAverage = wma
self.candles = cad
self.pip = pip
self.otherPip = 1 / self.pip
self.tr = trade.Trader()
self.candleArr = []
self.tempArr = []
self.balance = 1000
def getNumTrades(self):
return self.totalTrades
def getWinRate(self):
return self.tr.getWinRate()
def drawdown(self, c):
if (self.balance + self.closeAll(c) > self.highestBalance):
self.highestBalance = self.balance + self.closeAll(c)
if ((self.highestBalance - (self.balance + self.closeAll(c))) /
self.highestBalance > self.highestDrawdown):
self.highestDrawdown = (
self.highestBalance -
(self.balance + self.closeAll(c))) / self.highestBalance
return self.highestDrawdown
def MA(self):
total = 0
for i in range(
len(self.candleArr) - self.movingAverage, len(self.candleArr)):
value = (self.candleArr[i].getHigh() +
self.candleArr[i].getLow()) / 2
total += value
return total / self.movingAverage
def HMA(self, period):
total = 0
divide = 0
inc = 1
for i in range(len(self.hullArr) - period, len(self.hullArr)):
value = (self.hullArr[i]) * inc
total += value
divide += inc
inc += 1
return total / divide
def WMA(self, period):
total = 0
divide = 0
inc = 1
for i in range(len(self.candleArr) - period, len(self.candleArr)):
value = (
(self.candleArr[i].getHigh() + self.candleArr[i].getLow()) /
2) * inc
total += value
divide += inc
inc += 1
return total / divide
def update(self, h, l, print, c):
self.balance += self.tr.update(h, l, self.balance, print, c)
def len(self):
return len(self.candleArr)
def closeAll(self, c):
total = self.tr.closeAll(c)
return total
def nextCandle(self, cand):
self.tempArr.append(cand)
self.currentCandle += 1
self.drawdown(cand.getClose())
if (self.currentCandle == self.candles):
self.candleArr.append(candleCompressor.candleCompressor().compress(
self.tempArr))
self.currentCandle = 0
self.tempArr = []
if (len(self.candleArr) >
self.movingAverage + self.wMovingAverage):
self.candleArr.pop(0)
currentHigh = self.candleArr[self.len() - 1].getHigh()
currentLow = self.candleArr[self.len() - 1].getLow()
currentOpen = self.candleArr[self.len() - 1].getOpen()
currentClose = self.candleArr[self.len() - 1].getClose()
prevOpen = self.candleArr[self.len() - 2].getOpen()
wmaVal = self.WMA(self.wMovingAverage)
maVal = self.MA()
hullMA = (2 * self.WMA(int(self.wMovingAverage / 2)) -
self.WMA(self.wMovingAverage))
self.hullArr.append(hullMA)
if (len(self.hullArr) > self.wMovingAverage):
crossUp = False
crossDown = False
hVal = self.HMA(int(math.sqrt(self.wMovingAverage)))
if (not self.prevHullVal == 0
and self.prevHullVal < self.prevMAVal
and hVal > maVal):
crossUp = True
if (not self.prevHullVal == 0
and self.prevHullVal > self.prevMAVal
and hVal < maVal):
crossDown = True
self.prevHullVal = hVal
self.prevMAVal = maVal
#print('open',str(currentOpen),'close: ',str(currentClose),'high',str(currentHigh),'low: ',str(currentLow))
if (crossUp):
self.balance += self.tr.crossClose(currentClose)
self.tr.crossOpen(currentClose, .0000, True,
self.balance, self.lotSizePercent)
self.totalTrades += 1
if (crossDown):
self.balance += self.tr.crossClose(currentClose)
self.tr.crossOpen(currentClose, .0000, False,
self.balance, self.lotSizePercent)
self.totalTrades += 1
class strategy9(object):
highestBalance = 1000
highestDrawdown = 0
shouldPrint = True
inBuy = False
totalTrades = 0
winCounter = 0
lossCount = 0
com = .3
pip = .001
otherPip = 1 / pip
maxTrades = 30
tempArr = []
candleArr = []
balance = 1000
tr = trade.Trader()
#cmp = candleCompressor.candleCompressor()
currentCandle = 0
length = 118
#strategy variables
riskReward = 8
stopLoss = 10
lotSizePercent = .001
movingAverage = 10
candles = 3 #number of 15m candles, 16 = 4hr
def __init__(self, percent, cad, pip, length, shouldPrint, stoploss,
riskreward):
self.shouldPrint = shouldPrint
self.length = length
self.stopLoss = stoploss
self.riskReward = riskreward
self.lotSizePercent = percent
self.candles = cad
self.pip = pip
self.otherPip = 1 / self.pip
self.tr = trade.Trader()
self.candleArr = []
self.tempArr = []
self.balance = 1000
def getNumTrades(self):
return self.totalTrades
def getWinRate(self):
return self.tr.getWinRate()
def drawdown(self, c):
if (self.balance + self.closeAll(c) > self.highestBalance):
self.highestBalance = self.balance + self.closeAll(c)
if ((self.highestBalance - (self.balance + self.closeAll(c))) /
self.highestBalance > self.highestDrawdown):
self.highestDrawdown = (
self.highestBalance -
(self.balance + self.closeAll(c))) / self.highestBalance
return self.highestDrawdown
def update(self, h, l, print, c):
self.balance += self.tr.update(h, l, self.balance, print, c)
def len(self):
return len(self.candleArr)
def closeAll(self, c):
total = self.tr.closeAll(c)
return total
def calculateHigh(self):
high = -9868
low = 8765875876587
for x in range(
len(self.candleArr) - self.length - 1,
len(self.candleArr) - 1):
thisHigh = self.candleArr[x].getHigh()
thisLow = self.candleArr[x].getLow()
if (thisHigh > high):
high = thisHigh
if (thisLow < low):
low = thisLow
return high
def calculateLow(self):
high = -9868
low = 8765875876587
for x in range(
len(self.candleArr) - self.length - 1,
len(self.candleArr) - 1):
thisHigh = self.candleArr[x].getHigh()
thisLow = self.candleArr[x].getLow()
if (thisHigh > high):
high = thisHigh
if (thisLow < low):
low = thisLow
return low
def nextCandle(self, cand):
self.tempArr.append(cand)
self.currentCandle += 1
self.drawdown(cand.getClose())
if (self.currentCandle == self.candles):
thisCand = candleCompressor.candleCompressor().compress(
self.tempArr)
if (len(self.candleArr) > self.length + 1):
#print("trade here")
if (thisCand.getHigh() >= self.calculateHigh()
and thisCand.getLow() < self.calculateHigh()
and self.inBuy == False):
thisEntry = self.calculateHigh()
totalPips = (self.stopLoss * self.pip)
thisTake = thisEntry + (totalPips * self.riskReward)
thisStop = thisEntry - totalPips
winLossGain = (self.balance * self.lotSizePercent)
comWinLoss = (self.com /
(totalPips * self.otherPip)) * winLossGain
self.tr.addTrade(thisEntry, thisTake, thisStop,
(winLossGain) - comWinLoss,
(winLossGain * self.riskReward) +
comWinLoss)
if (thisCand.getLow() <= self.calculateLow()
and thisCand.getHigh() > self.calculateLow()
and False):
thisEntry = self.calculateLow()
totalPips = (self.stopLoss * self.pip)
thisTake = thisEntry + (totalPips * self.riskReward)
thisStop = thisEntry - totalPips
winLossGain = (self.balance * self.lotSizePercent)
comWinLoss = (self.com /
(totalPips * self.otherPip)) * winLossGain
self.tr.addTrade(thisEntry, thisTake, thisStop,
(winLossGain) - comWinLoss,
(winLossGain * self.riskReward) +
comWinLoss)
self.candleArr.append(thisCand)
self.currentCandle = 0
self.tempArr = []
class strategy5(object):
highestBalance = 1000
highestDrawdown = 0
totalTrades = 0
winCounter = 0
lossCount = 0
com = .2
higher = True
pip = .0001
otherPip = 1 / pip
maxTrades = 30
tempArr = []
candleArr = []
balance = 1000
tr = trade.Trader()
#cmp = candleCompressor.candleCompressor()
currentCandle = 0
#strategy variables
riskReward = 8
stopLoss = 10
lotSizePercent = .001
aroonVal = 14
candles = 16 #number of 15m candles, 16 = 4hr
def __init__(self, rw, sl, percent, aroon, cad, pip):
self.riskReward = rw
self.stopLoss = sl
self.lotSizePercent = percent
self.aroonVal = aroon
self.candles = cad
self.pip = pip
self.otherPip = 1 / self.pip
self.tr = trade.Trader()
self.candleArr = []
self.tempArr = []
self.balance = 1000
def getNumTrades(self):
return self.tr.getNumTrades()
def calcAroonDown(self):
lowestAmnt = 21397456283945
lowestAmntIndex = 0
for i in range(0, self.len()):
curr = self.candleArr[i]
if (curr.getLow() < lowestAmnt):
lowestAmnt = curr.getLow()
lowestAmntIndex = i
return lowestAmntIndex / self.aroonVal
def calcAroonUp(self):
highestAmnt = 0
highestAmntIndex = 0
for i in range(0, self.len()):
curr = self.candleArr[i]
if (curr.getHigh() > highestAmnt):
highestAmnt = curr.getHigh()
highestAmntIndex = i
return highestAmntIndex / self.aroonVal
def getWinRate(self):
return self.tr.getWinRate()
def drawdown(self, c):
if (self.balance + self.closeAll(c) > self.highestBalance):
self.highestBalance = self.balance + self.closeAll(c)
if ((self.highestBalance - (self.balance + self.closeAll(c))) /
self.highestBalance > self.highestDrawdown):
self.highestDrawdown = (
self.highestBalance -
(self.balance + self.closeAll(c))) / self.highestBalance
return self.highestDrawdown
def update(self, h, l, print, c):
self.balance += self.tr.update(h, l, self.balance, print, c)
def len(self):
return len(self.candleArr)
def closeAll(self, c):
total = self.tr.closeAll(c)
return total
def nextCandle(self, cand):
self.tempArr.append(cand)
self.currentCandle += 1
self.drawdown(cand.getClose())
if (self.currentCandle == self.candles):
self.candleArr.append(candleCompressor.candleCompressor().compress(
self.tempArr))
self.currentCandle = 0
self.tempArr = []
if (len(self.candleArr) > self.aroonVal):
self.candleArr.pop(0)
currentHigh = self.candleArr[self.len() - 1].getHigh()
currentLow = self.candleArr[self.len() - 1].getLow()
currentOpen = self.candleArr[self.len() - 1].getOpen()
currentClose = self.candleArr[self.len() - 1].getClose()
prevOpen = self.candleArr[self.len() - 2].getOpen()
aroonUp = self.calcAroonUp()
aroonDown = self.calcAroonDown()
crossed = False
currentlyHigher = self.higher
self.higher = aroonUp > aroonDown
#print('aroonUp:',aroonUp,'aroonDown:',aroonDown)
#print('open',str(currentOpen),'close: ',str(currentClose),'high',str(currentHigh),'low: ',str(currentLow))
if (currentlyHigher and not self.higher):
totalPips = (self.stopLoss * self.pip)
# print(totalPips*otherPip)
thisTake = currentClose - totalPips
thisStop = currentClose + (totalPips * self.riskReward)
winLossGain = (self.balance * self.lotSizePercent)
comWinLoss = (self.com /
(totalPips * self.otherPip)) * winLossGain
comLossLoss = (self.com / ((totalPips * self.riskReward) *
self.otherPip)) * winLossGain
# print('lossloss: ',comWinLoss, 'money lost per trade: ', (winLossGain*riskReward)+comWinLoss)
# def addTrade(self, entry, stop, take, win, loss):
self.totalTrades += 1
self.tr.addTrade(currentClose, thisStop, thisTake,
(winLossGain) - comWinLoss,
(winLossGain * self.riskReward) +
comWinLoss)
class strategy8(object):
highestBalance = 1000
highestDrawdown = 0
shouldPrint = True
inBuy = False
totalTrades = 0
winCounter = 0
lossCount = 0
com = 0 #.0001
pip = .0001
otherPip = 1 / pip
maxTrades = 30
tempArr = []
candleArr = []
momArr = []
balance = 1000
tr = trade.Trader()
#cmp = candleCompressor.candleCompressor()
currentCandle = 0
length = 118
#strategy variables
riskReward = 8
stopLoss = 10
lotSizePercent = .001
movingAverage = 10
candles = 3 #number of 15m candles, 16 = 4hr
shouldPrint = False
def __init__(self, percent, cad, pip, length, shouldPrint):
self.shouldPrint = shouldPrint
self.length = length
self.lotSizePercent = percent
self.candles = cad
self.pip = pip
self.otherPip = 1 / self.pip
self.tr = trade.Trader()
self.candleArr = []
self.tempArr = []
self.balance = 1000
def getNumTrades(self):
return self.totalTrades
def getWinRate(self):
return self.tr.getWinRate()
def drawdown(self, c):
if (self.balance + self.closeAll(c) > self.highestBalance):
self.highestBalance = self.balance + self.closeAll(c)
if ((self.highestBalance - (self.balance + self.closeAll(c))) /
self.highestBalance > self.highestDrawdown):
self.highestDrawdown = (
self.highestBalance -
(self.balance + self.closeAll(c))) / self.highestBalance
return self.highestDrawdown
def update(self, h, l, print, c):
self.balance += self.tr.update(h, l, self.balance, print, c)
def len(self):
return len(self.candleArr)
def closeAll(self, c):
total = self.tr.closeAll(c)
return total
def calMomentum(self, length, arr):
farCandle = arr[len(arr) - 1 - length].getClose()
thisCandle = arr[len(arr) - 1].getClose()
return thisCandle - farCandle
def calMomentum2(self, length, arr):
farCandle = arr[len(arr) - 1 - length]
thisCandle = arr[len(arr) - 1]
return thisCandle - farCandle
def nextCandle(self, cand):
self.tempArr.append(cand)
self.currentCandle += 1
self.drawdown(cand.getClose())
if (self.currentCandle == self.candles):
thisCand = candleCompressor.candleCompressor().compress(
self.tempArr)
thisMom = 0
momOfMom = 0
if (len(self.candleArr) > self.length + 1):
#print("trade here")
if (len(self.candleArr) > self.length):
thisMom = self.calMomentum(self.length, self.candleArr)
self.momArr.append(thisMom)
if (len(self.momArr) > 3):
momOfMom = self.calMomentum2(1, self.momArr)
if (thisMom > 0 and momOfMom > 0 and not thisMom == 0
and not momOfMom == 0 and self.inBuy == False):
#print("buy")
self.balance += self.tr.crossClose(thisCand.getClose(),
self.shouldPrint)
self.tr.crossOpen(thisCand.getClose(), self.com, True,
self.balance, self.lotSizePercent,
self.shouldPrint)
self.totalTrades += 1
self.inBuy = True
elif (thisMom < 0 and momOfMom < 0 and not thisMom == 0
and not momOfMom == 0 and self.inBuy == True):
#print("sell")
self.balance += self.tr.crossClose(thisCand.getClose(),
self.shouldPrint)
self.tr.crossOpen(thisCand.getClose(), self.com, False,
self.balance, self.lotSizePercent,
self.shouldPrint)
self.totalTrades += 1
self.inBuy = False
self.candleArr.append(thisCand)
self.currentCandle = 0
self.tempArr = []
