digits = (100 * price) % 100

interval = 0

if (digits == 23 or digits == 24 or digits == 25 or digits == 26):

interval = math.floor(price) + 0.25

elif (digits == 48 or digits == 49 or digits == 50 or digits == 51):

interval = math.floor(price) + 0.5

elif (digits == 73 or digits == 74 or digits == 75 or digits == 76):

interval = math.floor(price) + 0.75

elif (digits == 98 or digits == 99):

interval = math.ceil(price)

elif(digits == 0 or digits == 1):

interval = math.floor(price)

if (interval in tickers[item].prohibitedIntervals):

return True

else:

#check for start of flat-top-breakout pattern

digitsHigh = (100 * tickers[item].currentCandle.high) % 100

digitsClose = (100 * tickers[item].currentCandle.closePrice) % 100

acceptableDigits = [23, 24, 25, 26, 48, 49, 50, 51, 73, 74, 75, 76, 98, 99, 0, 1]

if (tickers[item].currentCandle.high == tickers[item].highOfDay and not tickers[item].withinFlatTopBreakoutPattern and (digitsHigh in acceptableDigits) and not searchForProhibitedInterval(tickers[item].currentCandle.high, tickers, item)

and tickers[item].currentCandle.closePrice > tickers[item].EMA5 and tickers[item].currentCandle.openPrice > tickers[item].EMA20 and tickers[item].currentCandle.openPrice > tickers[item].EMA10

and tickers[item].currentCandle.closePrice > tickers[item].EMA20):

if (digitsHigh == 26):

tickers[item].intervalUnderConsideration = math.floor(tickers[item].currentCandle.high) + 0.25

if (digitsClose < 26 and tickers[item].currentCandle.openPrice < tickers[item].intervalUnderConsideration):

tickers[item].withinFlatTopBreakoutPattern = True

tickers[item].firstCandleOfBase = True

#[test]

print("Start of flat-top-breakout pattern for: " + item + ' at ' + time)

#[test]

else:

tickers[item].withinFlatTopBreakoutPattern = False

tickers[item].firstCandleOfBase = False

tickers[item].prohibitedIntervals.append(math.floor(tickers[item].currentCandle.high) + 0.25)

elif (digitsHigh == 51):

tickers[item].intervalUnderConsideration = math.floor(tickers[item].currentCandle.high) + 0.5

if (digitsClose < 51 and tickers[item].currentCandle.openPrice < tickers[item].intervalUnderConsideration):

tickers[item].withinFlatTopBreakoutPattern = True

tickers[item].firstCandleOfBase = True

#[test]

print("Start of flat-top-breakout pattern for: " + item + ' at ' + time)

#[test]

else:

tickers[item].withinFlatTopBreakoutPattern = False

tickers[item].firstCandleOfBase = False

tickers[item].prohibitedIntervals.append(math.floor(tickers[item].currentCandle.high) + 0.5)

elif (digitsHigh == 76):

tickers[item].intervalUnderConsideration = math.floor(tickers[item].currentCandle.high) + 0.75

if (digitsClose < 76 and tickers[item].currentCandle.openPrice < tickers[item].intervalUnderConsideration):

tickers[item].withinFlatTopBreakoutPattern = True

tickers[item].firstCandleOfBase = True

#[test]

print("Start of flat-top-breakout pattern for: " + item + ' at ' + time)

#[test]

else:

tickers[item].withinFlatTopBreakoutPattern = False

tickers[item].firstCandleOfBase = False

tickers[item].prohibitedIntervals.append(math.floor(tickers[item].currentCandle.high) + 0.75)

elif (digitsHigh == 1):

tickers[item].intervalUnderConsideration = math.floor(tickers[item].currentCandle.high)

if ((digitsClose == 0 or digitsClose < 100) and tickers[item].currentCandle.openPrice < tickers[item].intervalUnderConsideration):

tickers[item].withinFlatTopBreakoutPattern = True

tickers[item].firstCandleOfBase = True

#[test]

print("Start of flat-top-breakout pattern for: " + item + ' at ' + time)

#[test]

else:

tickers[item].withinFlatTopBreakoutPattern = False

tickers[item].firstCandleOfBase = False

tickers[item].prohibitedIntervals.append(math.floor(tickers[item].currentCandle.high))

else:

if (digitsHigh == 23 or digitsHigh == 24 or digitsHigh == 25):

tickers[item].intervalUnderConsideration = math.floor(tickers[item].currentCandle.high) + 0.25

elif (digitsHigh == 48 or digitsHigh == 49 or digitsHigh == 50):

tickers[item].intervalUnderConsideration = math.floor(tickers[item].currentCandle.high) + 0.5

elif (digitsHigh == 73 or digitsHigh == 74 or digitsHigh == 75):

tickers[item].intervalUnderConsideration = math.floor(tickers[item].currentCandle.high) + 0.75

elif (digitsHigh == 98 or digitsHigh == 99):

tickers[item].intervalUnderConsideration = math.ceil(tickers[item].currentCandle.high)

elif (digitsHigh == 0):

tickers[item].intervalUnderConsideration = tickers[item].currentCandle.high

if (tickers[item].currentCandle.openPrice <= tickers[item].intervalUnderConsideration):

tickers[item].withinFlatTopBreakoutPattern = True

tickers[item].firstCandleOfBase = True

#[test]

print("Start of flat-top-breakout pattern for: " + item + ' at ' + time)

#[test]

#check for top tail above entry in the middle of a flat-top-breakout pattern, which would invalidate the pattern

if (tickers[item].withinFlatTopBreakoutPattern and tickers[item].currentCandle.high > tickers[item].intervalUnderConsideration and not tickers[item].firstCandleOfBase

and tickers[item].currentCandle.closePrice <= tickers[item].intervalUnderConsideration and tickers[item].currentCandle.openPrice < tickers[item].intervalUnderConsideration):

tickers[item].withinFlatTopBreakoutPattern = False

tickers[item].closedBelow10EMA = False

tickers[item].prohibitedIntervals.append(tickers[item].intervalUnderConsideration)

tickers[item].sizeOfFlatTopBreakoutPattern = 0

tickers[item].firstCandleOfBase = False

#[test]

print("Flat-top-breakout in " + item + " invalidated because of top tail above mark" + ' at ' + time)

#[test]

#check for close below prior interval in flat-top-breakout pattern

if (tickers[item].withinFlatTopBreakoutPattern and (tickers[item].intervalUnderConsideration - tickers[item].currentCandle.closePrice >= 0.25)):

tickers[item].withinFlatTopBreakoutPattern = False

tickers[item].closedBelow10EMA = False

tickers[item].prohibitedIntervals.append(tickers[item].intervalUnderConsideration)

tickers[item].sizeOfFlatTopBreakoutPattern = 0

tickers[item].firstCandleOfBase = False

#[test]

print("Flat-top-breakout in " + item + " invalidated because of close below prior interval" + ' at ' + time)

#[test]

#check for close below 10EMA for flat-top-breakout pattern

if (tickers[item].currentCandle.closePrice <= round(tickers[item].EMA10, 2) and tickers[item].withinFlatTopBreakoutPattern):

#invalidates pattern if closed below 10EMA more than once

if (tickers[item].closedBelow10EMA):

tickers[item].withinFlatTopBreakoutPattern = False

tickers[item].closedBelow10EMA = False

tickers[item].sizeOfFlatTopBreakoutPattern = 0

tickers[item].prohibitedIntervals.append(tickers[item].intervalUnderConsideration)

tickers[item].firstCandleOfBase = False

#[test]

print("Flat-top-breakout in " + item + " invalidated because of second close below 10EMA" + ' at ' + time)

#[test]

else:

tickers[item].closedBelow10EMA = True

#[test]

print("First close below 10EMA in " + item + " at " + time)

#[test]

#check for close above interval under consideration when the base is smaller than 3 candles

if (tickers[item].withinFlatTopBreakoutPattern and tickers[item].sizeOfFlatTopBreakoutPattern < 3 and tickers[item].currentCandle.closePrice > tickers[item].intervalUnderConsideration):

tickers[item].withinFlatTopBreakoutPattern = False

tickers[item].closedBelow10EMA = False

tickers[item].sizeOfFlatTopBreakoutPattern = 0

tickers[item].prohibitedIntervals.append(tickers[item].intervalUnderConsideration)

tickers[item].firstCandleOfBase = False

#[test]

print("Flat-top-breakout in " + item + " invalidated because of close above mark when base was too small" + ' at ' + time)

#[test]

#adds to the length of the flat-top-breakout pattern if the high price is equal to or less than the interval under consideration

if (tickers[item].withinFlatTopBreakoutPattern and tickers[item].currentCandle.high <= tickers[item].intervalUnderConsideration):

tickers[item].sizeOfFlatTopBreakoutPattern += 1

#resets the firstCandleOfBase variable

if (tickers[item].withinFlatTopBreakoutPattern):

tickers[item].firstCandleOfBase = False

#raises stop loss interval

if (tickers[item].currentCandle.closePrice > tickers[item].nextInterval and tickers[item].havePosition and tickers[item].strategy == 'flat top breakout'):

tickers[item].stopLossInterval = tickers[item].nextInterval

tickers[item].nextInterval += 0.25

#[test]

print("The stop loss interval for " + item + " is " + str(tickers[item].stopLossInterval))

#checks for 'flat top breakout' strategy

if (tickers[item].sizeOfFlatTopBreakoutPattern >= 3 and tickers[item].withinFlatTopBreakoutPattern and tickers[item].currentCandle.closePrice > tickers[item].intervalUnderConsideration

and tickers[item].currentCandle.closePrice < (tickers[item].intervalUnderConsideration + 0.1) and tickers[item].canTrade and not tickers[item].havePosition

and tickers[item].currentCandle.closePrice >= (0.7 * (tickers[item].currentCandle.high - tickers[item].currentCandle.low) + tickers[item].currentCandle.low

and tickers[item].currentCandle.openPrice <= tickers[item].intervalUnderConsideration) and tickers[item].currentCandle.openPrice <= tickers[item].intervalUnderConsideration):

#[test]

print(time + '\t' + 'flat top breakout in ' + item)

#[test]

#checks if DTBP is exceeded

if (currentInvested + (price * size) < DTBP - 1000):

#[test]

#orderQueue.append({item : {'action' : 'BUY', 'symbol' : item, 'size' : size, 'price' : price}})

#[test]

#[test]

#tickers[item].havePosition = True

#[test]

#update ticker info

tickers[item].direction = "long"

tickers[item].strategy = 'flat top breakout'

tickers[item].withinFlatTopBreakoutPattern = False

tickers[item].closedBelow10EMA = False

tickers[item].sizeOfFlatTopBreakoutPattern = 0

tickers[item].nextInterval = tickers[item].intervalUnderConsideration + 0.25

tickers[item].stopLossInterval = 0

#add order to list

order = Order(item, candleTime, price, 'flat top breakout', size, 'long')

ORDERS.append(order)

#[test]

print('The next interval is: ' + str(tickers[item].nextInterval))

#[test]

#use smaller position size if DTBP would otherwise be exceeded

elif ((DTBP - 1000 - currentInvested) / price >= 300):

#[test]

print('Using smaller size')

#[test]

smallerSize = DTBP - 1000 - currentInvested / price

#[test]

#orderQueue.append({item : {'action' : 'BUY', 'symbol' : item, 'size' : smallerSize, 'price' : price}})

#[test]

#update ticker info

tickers[item].direction = "long"

tickers[item].strategy = 'flat top breakout'

tickers[item].withinFlatTopBreakoutPattern = False

tickers[item].closedBelow10EMA = False

tickers[item].sizeOfFlatTopBreakoutPattern = 0

tickers[item].nextInterval = tickers[item].intervalUnderConsideration + 0.25

tickers[item].stopLossInterval = 0

#add order to list

order = Order(item, candleTime, price, 'flat top breakout', smallerSize, 'long')

ORDERS.append(order)

#[test]

print('The next interval is: ' + str(tickers[item].nextInterval))

#[test]

elif (tickers[item].withinFlatTopBreakoutPattern and tickers[item].currentCandle.high > tickers[item].intervalUnderConsideration):

#[test]

print("Flat top breakout in " + item + " no longer considered")

#[test]

tickers[item].withinFlatTopBreakoutPattern = False

tickers[item].closedBelow10EMA = False

tickers[item].sizeOfFlatTopBreakoutPattern = 0

tickers[item].nextInterval = 0