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added insurance policy to not buy in massivley falling market

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This commit is contained in:
Gert Wohlgemuth 2018-04-30 14:25:44 -07:00
parent 28aa1ef8ce
commit ba476c201d
1 changed files with 4 additions and 2 deletions
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6
user_data/strategies/Quickie.py
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@ -41,10 +41,11 @@ class Quickie(IStrategy):
dataframe['macdhist'] = macd['macdhist']
dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9)
dataframe['sma_200'] = ta.SMA(dataframe,timeperiod=200)
dataframe['adx'] = ta.ADX(dataframe)
# required for graphing
bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
bollinger = qtpylib.bollinger_bands(dataframe['close'], window=20, stds=2)
dataframe['bb_lowerband'] = bollinger['lower']
dataframe['bb_middleband'] = bollinger['mid']
dataframe['bb_upperband'] = bollinger['upper']
@ -56,7 +57,8 @@ class Quickie(IStrategy):
(
(dataframe['adx'] > 30) &
(dataframe['tema'] < dataframe['bb_middleband']) &
(dataframe['tema'] > dataframe['tema'].shift(1))
(dataframe['tema'] > dataframe['tema'].shift(1)) &
(dataframe['sma_200'] > dataframe['close'])
),
'buy'] = 1
return dataframe