def decideVolatilityTrade(self, trade_flag, current_price, base_time):
if trade_flag == "pass":
hour = base_time.hour
seconds = base_time.second
common_stoploss = 0.2
if (hour >= 15 or hour < 4) and seconds < 10:
self.setVolatilityIndicator(base_time)
up_flag, down_flag = decideVolatility(
volatility_value=0.3,
start_price=self.start_price_1m,
end_price=self.end_price_1m)
if up_flag:
trade_flag = "buy"
self.buy_count = 0
self.sell_count = 0
self.original_stoploss_rate = common_stoploss
self.algorithm = "volatility"
elif down_flag:
trade_flag = "sell"
self.buy_count = 0
self.sell_count = 0
self.original_stoploss_rate = common_stoploss
self.algorithm = "volatility"
return trade_flag
def decideVolatilityTrade(self, trade_flag, current_price, base_time):
if trade_flag == "pass":
hour = base_time.hour
seconds = base_time.second
if (hour >= 15 or hour < 4) and seconds >= 50:
self.setVolatilityIndicator(base_time)
up_flag, down_flag = decideVolatility(
current_price=current_price,
volatility_value=0.3,
volatility_buy_price=self.volatility_buy_price,
volatility_bid_price=self.volatility_bid_price)
if up_flag:
trade_flag = "buy"
self.buy_count = 0
self.sell_count = 0
self.original_stoploss_rate = 0.2
self.writeVolatilityLog(current_price, mode="trade")
elif down_flag:
trade_flag = "sell"
self.buy_count = 0
self.sell_count = 0
self.original_stoploss_rate = 0.2
self.writeVolatilityLog(current_price, mode="trade")
if trade_flag != "pass":
self.algorithm = "volatility"
return trade_flag
def decideVolatilityTrade(self, trade_flag, current_price, base_time):
if trade_flag == "pass":
hour = base_time.hour
seconds = base_time.second
common_stoploss = 0.2
if (hour >= 15 or hour < 4) and seconds >= 50:
self.setVolatilityIndicator(base_time)
up_flag, down_flag = decideVolatility(
current_price=current_price,
volatility_value=0.3,
volatility_buy_price=self.volatility_buy_price,
volatility_bid_price=self.volatility_bid_price)
if up_flag:
trade_flag = "buy"
self.buy_count = 0
self.sell_count = 0
self.original_stoploss_rate = common_stoploss
self.algorithm = "volatility"
self.writeResultLog()
elif down_flag:
trade_flag = "sell"
self.buy_count = 0
self.sell_count = 0
self.original_stoploss_rate = common_stoploss
self.algorithm = "volatility"
self.writeResultLog()
if trade_flag != "pass":
self.first_take_profit = 0.5
self.second_take_profit = 1.0
self.first_trail_threshold = 0.3
self.second_trail_threshold = 0.3
return trade_flag
def decideVolatilityStopLoss(self, stl_flag, current_price, base_time):
if self.algorithm == "expantion" or self.algorithm == "volatility":
mode = "stl"
seconds = base_time.second
if seconds >= 50:
self.setVolatilityIndicator(base_time)
up_flag, down_flag = decideVolatility(
current_price=current_price,
volatility_value=0.3,
volatility_buy_price=self.volatility_buy_price,
volatility_bid_price=self.volatility_bid_price)
if up_flag and self.order_kind == "sell":
stl_flag = True
self.buy_count = 0
self.sell_count = 0
self.writeVolatilityLog(current_price, mode=mode)
elif down_flag and self.order_kind == "buy":
stl_flag = True
self.buy_count = 0
self.sell_count = 0
self.writeVolatilityLog(current_price, mode=mode)
return stl_flag