dataHLOC = Cartera.get_timeData(symbolID, period1).get_timeSeries(
["High", "Low", "Open", "Close"])
dates = Cartera.get_timeData(symbolID, period1).get_dates()
########## Plotting ! ####################
gl.set_subplots(2, 1)
ax1 = gl.plot(dates,
price,
legend=["Price"],
labels=["Crossing MA Strategy", "", "Price"],
nf=1)
gl.plot(dates, EMAslow, legend=["Slow"], lw=3)
gl.plot(dates, EMAfast, legend=["fast"])
ax2 = gl.plot(dates,
ul.scale(EMAfast - EMAslow),
legend=["Difference"],
nf=1,
sharex=ax1,
labels=["", "", "Events"],
fill=1,
alpha=0.3)
gl.stem(
dates,
crosses,
legend=["TradeSignal"],
)
gl.scatter(dates, ul.scale(EMAfast - EMAslow), lw=0.5, alpha=0.5)
gl.plot(dates, np.zeros(crosses.shape))
gl.subplots_adjust(left=.09,
## Price Axes
ax1 = gl.plot(dates,
price,
legend=["Price"],
labels=["Crossing MA Strategy", "", "Price"],
alpha=0,
nf=1)
gl.barchart(dates, dataHLOC)
gl.plot(dates, EMAslow, legend=["Slow"], lw=1, color="b")
gl.plot(dates, EMAfast, legend=["fast"], lw=1, color="r", xaxis_mode="hidden")
## Entry Axes
ax2 = gl.plot(dates,
ul.scale(EMAfast - EMAslow),
legend=["Difference"],
nf=1,
sharex=ax1,
labels=["", "", "Events"],
fill=1,
alpha=0.3)
gl.stem(dates, crosses, legend=["TradeSignal"])
gl.scatter(dates, ul.scale(EMAfast - EMAslow), lw=0.5, alpha=0.5)
gl.plot(dates, np.zeros(crosses.shape))
## Exit Axes
gl.add_hlines(datesExit,
all_stops,
ax=ax1,
legend=["TrailingStop"],
crosses, dates = myEstrategia.get_TradeSignals()
########## Signals simulation ####################
EMAslow = Cartera.get_timeData(symbolID,period1).EMA(n = Lslow)
EMAfast = Cartera.get_timeData(symbolID,period1).EMA(n = Lfast)
price = Cartera.get_timeData(symbolID,period1).get_timeSeries()
dates = Cartera.get_timeData(symbolID,period1).get_dates()
########## Plotting ! ####################
gl.set_subplots(2,1)
ax1 = gl.plot(dates,price, legend = ["Price"],
labels = ["Crossing MA Strategy", "","Price"], nf = 1)
gl.plot(dates,EMAslow, legend = ["Slow"], lw = 3)
gl.plot(dates,EMAfast, legend = ["fast"])
ax2 = gl.plot(dates, ul.scale(EMAfast - EMAslow), legend = ["Difference"]
,nf = 1, sharex = ax1, labels = ["","","Events"], fill = 1, alpha = 0.3)
gl.stem(dates,crosses, legend = ["TradeSignal"], )
gl.scatter(dates, ul.scale(EMAfast - EMAslow), lw = 0.5, alpha = 0.5)
gl.plot(dates,np.zeros(crosses.shape))
gl.subplots_adjust(left=.09, bottom=.10, right=.90, top=.95, wspace=.10, hspace=0.01)
trade_events = myEstrategia.get_TradeEvents()
# We can observe the apparent delay !
#crosses, dates = Hitler.RobustXingAverages(symbols[0], Ls_list,Ll_list) #
dates = Cartera.symbols[symbol1].TDs[period1].get_dates()
########## Plotting ! ####################
gl.set_subplots(4,1)
## Plot both prices and EMAs
ax1 = gl.plot(dates,price, legend = ["Price"],
labels = ["Crossing MA Strategy", "","Price"], alpha = 0, nf = 1)
title = "Bar Chart. " + str(symbols[0]) + "(" + ul.period_dic[timeData.period]+ ")"
timeData = Cartera.symbols[]
gl.tradingBarChart(timeData, ax = ax1, legend = ["Close price"], color = "k",
labels = [title,"",r"Price ($\$$)"], AxesStyle = "Normal - No xaxis")
gl.plot(dates,EMAslow, legend = ["Slow"], lw = 1, color = "b")
gl.plot(dates,EMAfast, legend = ["fast"], lw = 1, color = "r", xaxis_mode = "hidden")
## Entry Axes
ax2 = gl.plot(dates, ul.scale(EMAfast - EMAslow), legend = ["Difference"]
,nf = 1, sharex = ax1, labels = ["","","Events"], fill = 1, alpha = 0.3)
gl.stem(dates,crosses, legend = ["TradeSignal"] )
gl.scatter(dates, ul.scale(EMAfast - EMAslow), lw = 0.5, alpha = 0.5)
gl.plot(dates,np.zeros(crosses.shape))
# We can observe the apparent delay !
#crosses, dates = Hitler.RobustXingAverages(symbols[0], Ls_list,Ll_list) #
period = period1, maxPullback = maxPullback)
exitcrosses2, all_stops2, pCheckCross2, datesExit2 = mySalida2.get_TradeSignals()
########## Plotting ! ####################
gl.set_subplots(3,1)
## Price Axes
ax1 = gl.plot(dates,price, legend = ["Price"],
labels = ["Crossing MA Strategy", "","Price"], alpha = 0, nf = 1)
gl.barchart(dates, dataHLOC)
gl.plot(dates,EMAslow, legend = ["Slow"], lw = 1, color = "b")
gl.plot(dates,EMAfast, legend = ["fast"], lw = 1, color = "r", xaxis_mode = "hidden")
## Entry Axes
ax2 = gl.plot(dates, ul.scale(EMAfast - EMAslow), legend = ["Difference"]
,nf = 1, sharex = ax1, labels = ["","","Events"], fill = 1, alpha = 0.3)
gl.stem(dates,crosses, legend = ["TradeSignal"] )
gl.scatter(dates, ul.scale(EMAfast - EMAslow), lw = 0.5, alpha = 0.5)
gl.plot(dates,np.zeros(crosses.shape))
## Exit Axes
gl.add_hlines(datesExit, all_stops, ax = ax1, legend = ["TrailingStop"], alpha = 0.8, lw = 0.2)
ax3 = gl.plot(datesExit, ul.scale(-(all_stops - pCheckCross)), legend = ["TrailingStop"]
,nf = 1, sharex = ax1, labels = ["","","TrailingStop"], lw = 0.5, alpha = 0.5, fill = 1)
gl.stem(datesExit,exitcrosses, legend = ["TradeSignal"] )
gl.scatter(datesExit, ul.scale(-(all_stops - pCheckCross)), lw = 0.5, alpha = 0.5)
gl.add_hlines(datesExit2, all_stops2, ax = ax1, legend = ["TrailingStop2"], alpha = 0.8, lw = 0.2)
gl.plot(datesExit2, ul.scale(all_stops2 - pCheckCross2), legend = ["TrailingStop2"],
lw = 0.5, alpha = 0.5, fill = 1)
period = period1, maxPullback = maxPullback)
exitcrosses2, all_stops2, pCheckCross2, datesExit2 = mySalida2.get_TradeSignals()
########## Plotting ! ####################
gl.set_subplots(3,1)
## Price Axes
ax1 = gl.plot(dates,price, legend = ["Price"],
labels = ["Crossing MA Strategy", "","Price"], alpha = 0, nf = 1)
gl.barchart(dates, dataHLOC)
gl.plot(dates,EMAslow, legend = ["Slow"], lw = 1, color = "b")
gl.plot(dates,EMAfast, legend = ["fast"], lw = 1, color = "r", xaxis_mode = "hidden")
## Entry Axes
ax2 = gl.plot(dates, ul.scale(EMAfast - EMAslow), legend = ["Difference"]
,nf = 1, sharex = ax1, labels = ["","","Events"], fill = 1, alpha = 0.3)
gl.stem(dates,crosses, legend = ["TradeSignal"] )
gl.scatter(dates, ul.scale(EMAfast - EMAslow), lw = 0.5, alpha = 0.5)
gl.plot(dates,np.zeros(crosses.shape))
## Exit Axes
gl.add_hlines(datesExit, all_stops, ax = ax1, legend = ["TrailingStop"], alpha = 0.8, lw = 0.2)
ax3 = gl.plot(datesExit, ul.scale(-(all_stops - pCheckCross)), legend = ["TrailingStop"]
,nf = 1, sharex = ax1, labels = ["","","TrailingStop"], lw = 0.5, alpha = 0.5, fill = 1)
gl.stem(datesExit,exitcrosses, legend = ["TradeSignal"] )
gl.scatter(datesExit, ul.scale(-(all_stops - pCheckCross)), lw = 0.5, alpha = 0.5)
gl.add_hlines(datesExit2, all_stops2, ax = ax1, legend = ["TrailingStop2"], alpha = 0.8, lw = 0.2)
gl.plot(datesExit2, ul.scale(all_stops2 - pCheckCross2), legend = ["TrailingStop2"],
lw = 0.5, alpha = 0.5, fill = 1)