From 072593c756d17f6fcefb1b81d7ffa07b4a477f58 Mon Sep 17 00:00:00 2001 From: Janne Sinivirta Date: Fri, 1 Sep 2017 21:40:12 +0300 Subject: [PATCH] only buy when parabolic sar shows bullish trend --- analyze.py | 12 +++++++++--- 1 file changed, 9 insertions(+), 3 deletions(-) diff --git a/analyze.py b/analyze.py index 68b7fa1c6..df7414368 100644 --- a/analyze.py +++ b/analyze.py @@ -5,6 +5,8 @@ import arrow import requests from pandas.io.json import json_normalize from stockstats import StockDataFrame +import talib.abstract as ta + logging.basicConfig(level=logging.DEBUG, format='%(asctime)s - %(name)s - %(levelname)s - %(message)s') @@ -41,6 +43,8 @@ def get_ticker_dataframe(pair): } for t in sorted(data['result'], key=lambda k: k['T']) if arrow.get(t['T']) > minimum_date] dataframe = StockDataFrame(json_normalize(data)) + dataframe['sar'] = ta.SAR(dataframe, 0.02, 0.2) + # calculate StochRSI window = 14 rsi = dataframe['rsi_{}'.format(window)] @@ -66,7 +70,8 @@ def populate_trends(dataframe): """ dataframe.loc[ (dataframe['stochrsi'] < 0.20) - & (dataframe['macd'] > dataframe['macds']), + & (dataframe['macd'] > dataframe['macds']) + & (dataframe['close'] > dataframe['sar']), 'underpriced' ] = 1 dataframe.loc[dataframe['underpriced'] == 1, 'buy'] = dataframe['close'] @@ -110,8 +115,9 @@ def plot_dataframe(dataframe, pair): fig, (ax1, ax2, ax3) = plt.subplots(3, sharex=True) fig.suptitle(pair, fontsize=14, fontweight='bold') ax1.plot(dataframe.index.values, dataframe['close'], label='close') - ax1.plot(dataframe.index.values, dataframe['close_30_ema'], label='EMA(60)') - ax1.plot(dataframe.index.values, dataframe['close_90_ema'], label='EMA(120)') + # ax1.plot(dataframe.index.values, dataframe['close_30_ema'], label='EMA(60)') + # ax1.plot(dataframe.index.values, dataframe['close_90_ema'], label='EMA(120)') + ax1.plot(dataframe.index.values, dataframe['sar'], 'rx', label='SAR') # ax1.plot(dataframe.index.values, dataframe['sell'], 'ro', label='sell') ax1.plot(dataframe.index.values, dataframe['buy'], 'bo', label='buy') ax1.legend()