Use single line comments for samples
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@ -109,58 +109,61 @@ class {{ strategy }}(IStrategy):
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# ADX
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# ADX
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dataframe['adx'] = ta.ADX(dataframe)
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dataframe['adx'] = ta.ADX(dataframe)
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"""
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# Awesome oscillator
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dataframe['ao'] = qtpylib.awesome_oscillator(dataframe)
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# Commodity Channel Index: values Oversold:<-100, Overbought:>100
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# # Aroon, Aroon Oscillator
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dataframe['cci'] = ta.CCI(dataframe)
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# aroon = ta.AROON(dataframe)
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"""
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# dataframe['aroonup'] = aroon['aroonup']
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# dataframe['aroondown'] = aroon['aroondown']
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# dataframe['aroonosc'] = ta.AROONOSC(dataframe)
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# # Awesome oscillator
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# dataframe['ao'] = qtpylib.awesome_oscillator(dataframe)
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# # Commodity Channel Index: values Oversold:<-100, Overbought:>100
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# dataframe['cci'] = ta.CCI(dataframe)
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# MACD
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# MACD
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macd = ta.MACD(dataframe)
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macd = ta.MACD(dataframe)
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dataframe['macd'] = macd['macd']
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dataframe['macd'] = macd['macd']
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dataframe['macdsignal'] = macd['macdsignal']
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dataframe['macdsignal'] = macd['macdsignal']
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dataframe['macdhist'] = macd['macdhist']
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dataframe['macdhist'] = macd['macdhist']
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# MFI
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# # MFI
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dataframe['mfi'] = ta.MFI(dataframe)
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# dataframe['mfi'] = ta.MFI(dataframe)
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"""
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# # Minus Directional Indicator / Movement
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# Minus Directional Indicator / Movement
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# dataframe['minus_dm'] = ta.MINUS_DM(dataframe)
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dataframe['minus_dm'] = ta.MINUS_DM(dataframe)
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# dataframe['minus_di'] = ta.MINUS_DI(dataframe)
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dataframe['minus_di'] = ta.MINUS_DI(dataframe)
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# Plus Directional Indicator / Movement
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# # Plus Directional Indicator / Movement
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dataframe['plus_dm'] = ta.PLUS_DM(dataframe)
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# dataframe['plus_dm'] = ta.PLUS_DM(dataframe)
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dataframe['plus_di'] = ta.PLUS_DI(dataframe)
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# dataframe['plus_di'] = ta.PLUS_DI(dataframe)
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dataframe['minus_di'] = ta.MINUS_DI(dataframe)
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# dataframe['minus_di'] = ta.MINUS_DI(dataframe)
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# ROC
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# # ROC
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dataframe['roc'] = ta.ROC(dataframe)
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# dataframe['roc'] = ta.ROC(dataframe)
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# Inverse Fisher transform on RSI, values [-1.0, 1.0] (https://goo.gl/2JGGoy)
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# # Inverse Fisher transform on RSI, values [-1.0, 1.0] (https://goo.gl/2JGGoy)
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rsi = 0.1 * (dataframe['rsi'] - 50)
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# rsi = 0.1 * (dataframe['rsi'] - 50)
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dataframe['fisher_rsi'] = (np.exp(2 * rsi) - 1) / (np.exp(2 * rsi) + 1)
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# dataframe['fisher_rsi'] = (np.exp(2 * rsi) - 1) / (np.exp(2 * rsi) + 1)
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# Inverse Fisher transform on RSI normalized, value [0.0, 100.0] (https://goo.gl/2JGGoy)
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# # Inverse Fisher transform on RSI normalized, value [0.0, 100.0] (https://goo.gl/2JGGoy)
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dataframe['fisher_rsi_norma'] = 50 * (dataframe['fisher_rsi'] + 1)
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# dataframe['fisher_rsi_norma'] = 50 * (dataframe['fisher_rsi'] + 1)
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# # Stoch
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# stoch = ta.STOCH(dataframe)
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# dataframe['slowd'] = stoch['slowd']
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# dataframe['slowk'] = stoch['slowk']
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# Stoch
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stoch = ta.STOCH(dataframe)
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dataframe['slowd'] = stoch['slowd']
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dataframe['slowk'] = stoch['slowk']
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"""
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# Stoch fast
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# Stoch fast
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stoch_fast = ta.STOCHF(dataframe)
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stoch_fast = ta.STOCHF(dataframe)
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dataframe['fastd'] = stoch_fast['fastd']
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dataframe['fastd'] = stoch_fast['fastd']
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dataframe['fastk'] = stoch_fast['fastk']
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dataframe['fastk'] = stoch_fast['fastk']
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"""
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# # Stoch RSI
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# Stoch RSI
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# stoch_rsi = ta.STOCHRSI(dataframe)
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stoch_rsi = ta.STOCHRSI(dataframe)
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# dataframe['fastd_rsi'] = stoch_rsi['fastd']
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dataframe['fastd_rsi'] = stoch_rsi['fastd']
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# dataframe['fastk_rsi'] = stoch_rsi['fastk']
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dataframe['fastk_rsi'] = stoch_rsi['fastk']
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"""
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# Overlap Studies
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# Overlap Studies
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# ------------------------------------
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# ------------------------------------
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@ -171,17 +174,16 @@ class {{ strategy }}(IStrategy):
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dataframe['bb_middleband'] = bollinger['mid']
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dataframe['bb_middleband'] = bollinger['mid']
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dataframe['bb_upperband'] = bollinger['upper']
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dataframe['bb_upperband'] = bollinger['upper']
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"""
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# # EMA - Exponential Moving Average
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# EMA - Exponential Moving Average
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# dataframe['ema3'] = ta.EMA(dataframe, timeperiod=3)
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dataframe['ema3'] = ta.EMA(dataframe, timeperiod=3)
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# dataframe['ema5'] = ta.EMA(dataframe, timeperiod=5)
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dataframe['ema5'] = ta.EMA(dataframe, timeperiod=5)
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# dataframe['ema10'] = ta.EMA(dataframe, timeperiod=10)
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dataframe['ema10'] = ta.EMA(dataframe, timeperiod=10)
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# dataframe['ema50'] = ta.EMA(dataframe, timeperiod=50)
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dataframe['ema50'] = ta.EMA(dataframe, timeperiod=50)
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# dataframe['ema100'] = ta.EMA(dataframe, timeperiod=100)
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dataframe['ema100'] = ta.EMA(dataframe, timeperiod=100)
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# # SMA - Simple Moving Average
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# dataframe['sma'] = ta.SMA(dataframe, timeperiod=40)
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# SMA - Simple Moving Average
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dataframe['sma'] = ta.SMA(dataframe, timeperiod=40)
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"""
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# SAR Parabol
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# SAR Parabol
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dataframe['sar'] = ta.SAR(dataframe)
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dataframe['sar'] = ta.SAR(dataframe)
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@ -197,65 +199,57 @@ class {{ strategy }}(IStrategy):
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# Pattern Recognition - Bullish candlestick patterns
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# Pattern Recognition - Bullish candlestick patterns
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# ------------------------------------
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# ------------------------------------
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"""
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# # Hammer: values [0, 100]
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# Hammer: values [0, 100]
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# dataframe['CDLHAMMER'] = ta.CDLHAMMER(dataframe)
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dataframe['CDLHAMMER'] = ta.CDLHAMMER(dataframe)
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# # Inverted Hammer: values [0, 100]
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# Inverted Hammer: values [0, 100]
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# dataframe['CDLINVERTEDHAMMER'] = ta.CDLINVERTEDHAMMER(dataframe)
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dataframe['CDLINVERTEDHAMMER'] = ta.CDLINVERTEDHAMMER(dataframe)
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# # Dragonfly Doji: values [0, 100]
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# Dragonfly Doji: values [0, 100]
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# dataframe['CDLDRAGONFLYDOJI'] = ta.CDLDRAGONFLYDOJI(dataframe)
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dataframe['CDLDRAGONFLYDOJI'] = ta.CDLDRAGONFLYDOJI(dataframe)
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# # Piercing Line: values [0, 100]
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# Piercing Line: values [0, 100]
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# dataframe['CDLPIERCING'] = ta.CDLPIERCING(dataframe) # values [0, 100]
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dataframe['CDLPIERCING'] = ta.CDLPIERCING(dataframe) # values [0, 100]
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# # Morningstar: values [0, 100]
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# Morningstar: values [0, 100]
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# dataframe['CDLMORNINGSTAR'] = ta.CDLMORNINGSTAR(dataframe) # values [0, 100]
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dataframe['CDLMORNINGSTAR'] = ta.CDLMORNINGSTAR(dataframe) # values [0, 100]
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# # Three White Soldiers: values [0, 100]
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# Three White Soldiers: values [0, 100]
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# dataframe['CDL3WHITESOLDIERS'] = ta.CDL3WHITESOLDIERS(dataframe) # values [0, 100]
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dataframe['CDL3WHITESOLDIERS'] = ta.CDL3WHITESOLDIERS(dataframe) # values [0, 100]
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"""
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# Pattern Recognition - Bearish candlestick patterns
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# Pattern Recognition - Bearish candlestick patterns
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# ------------------------------------
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# ------------------------------------
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"""
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# # Hanging Man: values [0, 100]
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# Hanging Man: values [0, 100]
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# dataframe['CDLHANGINGMAN'] = ta.CDLHANGINGMAN(dataframe)
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dataframe['CDLHANGINGMAN'] = ta.CDLHANGINGMAN(dataframe)
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# # Shooting Star: values [0, 100]
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# Shooting Star: values [0, 100]
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# dataframe['CDLSHOOTINGSTAR'] = ta.CDLSHOOTINGSTAR(dataframe)
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dataframe['CDLSHOOTINGSTAR'] = ta.CDLSHOOTINGSTAR(dataframe)
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# # Gravestone Doji: values [0, 100]
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# Gravestone Doji: values [0, 100]
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# dataframe['CDLGRAVESTONEDOJI'] = ta.CDLGRAVESTONEDOJI(dataframe)
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dataframe['CDLGRAVESTONEDOJI'] = ta.CDLGRAVESTONEDOJI(dataframe)
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# # Dark Cloud Cover: values [0, 100]
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# Dark Cloud Cover: values [0, 100]
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# dataframe['CDLDARKCLOUDCOVER'] = ta.CDLDARKCLOUDCOVER(dataframe)
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dataframe['CDLDARKCLOUDCOVER'] = ta.CDLDARKCLOUDCOVER(dataframe)
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# # Evening Doji Star: values [0, 100]
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# Evening Doji Star: values [0, 100]
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# dataframe['CDLEVENINGDOJISTAR'] = ta.CDLEVENINGDOJISTAR(dataframe)
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dataframe['CDLEVENINGDOJISTAR'] = ta.CDLEVENINGDOJISTAR(dataframe)
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# # Evening Star: values [0, 100]
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# Evening Star: values [0, 100]
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# dataframe['CDLEVENINGSTAR'] = ta.CDLEVENINGSTAR(dataframe)
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dataframe['CDLEVENINGSTAR'] = ta.CDLEVENINGSTAR(dataframe)
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"""
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# Pattern Recognition - Bullish/Bearish candlestick patterns
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# Pattern Recognition - Bullish/Bearish candlestick patterns
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# ------------------------------------
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# ------------------------------------
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"""
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# # Three Line Strike: values [0, -100, 100]
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# Three Line Strike: values [0, -100, 100]
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# dataframe['CDL3LINESTRIKE'] = ta.CDL3LINESTRIKE(dataframe)
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dataframe['CDL3LINESTRIKE'] = ta.CDL3LINESTRIKE(dataframe)
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# # Spinning Top: values [0, -100, 100]
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# Spinning Top: values [0, -100, 100]
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# dataframe['CDLSPINNINGTOP'] = ta.CDLSPINNINGTOP(dataframe) # values [0, -100, 100]
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dataframe['CDLSPINNINGTOP'] = ta.CDLSPINNINGTOP(dataframe) # values [0, -100, 100]
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# # Engulfing: values [0, -100, 100]
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# Engulfing: values [0, -100, 100]
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# dataframe['CDLENGULFING'] = ta.CDLENGULFING(dataframe) # values [0, -100, 100]
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dataframe['CDLENGULFING'] = ta.CDLENGULFING(dataframe) # values [0, -100, 100]
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# # Harami: values [0, -100, 100]
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# Harami: values [0, -100, 100]
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# dataframe['CDLHARAMI'] = ta.CDLHARAMI(dataframe) # values [0, -100, 100]
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dataframe['CDLHARAMI'] = ta.CDLHARAMI(dataframe) # values [0, -100, 100]
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# # Three Outside Up/Down: values [0, -100, 100]
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# Three Outside Up/Down: values [0, -100, 100]
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# dataframe['CDL3OUTSIDE'] = ta.CDL3OUTSIDE(dataframe) # values [0, -100, 100]
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dataframe['CDL3OUTSIDE'] = ta.CDL3OUTSIDE(dataframe) # values [0, -100, 100]
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# # Three Inside Up/Down: values [0, -100, 100]
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# Three Inside Up/Down: values [0, -100, 100]
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# dataframe['CDL3INSIDE'] = ta.CDL3INSIDE(dataframe) # values [0, -100, 100]
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dataframe['CDL3INSIDE'] = ta.CDL3INSIDE(dataframe) # values [0, -100, 100]
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"""
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# Chart type
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# # Chart type
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# ------------------------------------
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# # ------------------------------------
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"""
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# # Heikinashi stategy
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# Heikinashi stategy
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# heikinashi = qtpylib.heikinashi(dataframe)
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heikinashi = qtpylib.heikinashi(dataframe)
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# dataframe['ha_open'] = heikinashi['open']
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dataframe['ha_open'] = heikinashi['open']
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# dataframe['ha_close'] = heikinashi['close']
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dataframe['ha_close'] = heikinashi['close']
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# dataframe['ha_high'] = heikinashi['high']
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dataframe['ha_high'] = heikinashi['high']
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# dataframe['ha_low'] = heikinashi['low']
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dataframe['ha_low'] = heikinashi['low']
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"""
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# Retrieve best bid and best ask from the orderbook
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# Retrieve best bid and best ask from the orderbook
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# ------------------------------------
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# ------------------------------------
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@ -111,64 +111,60 @@ class SampleStrategy(IStrategy):
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# ADX
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# ADX
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dataframe['adx'] = ta.ADX(dataframe)
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dataframe['adx'] = ta.ADX(dataframe)
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"""
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# # Aroon, Aroon Oscillator
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# Aroon, Aroon Oscillator
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# aroon = ta.AROON(dataframe)
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aroon = ta.AROON(dataframe)
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# dataframe['aroonup'] = aroon['aroonup']
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dataframe['aroonup'] = aroon['aroonup']
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# dataframe['aroondown'] = aroon['aroondown']
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dataframe['aroondown'] = aroon['aroondown']
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# dataframe['aroonosc'] = ta.AROONOSC(dataframe)
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dataframe['aroonosc'] = ta.AROONOSC(dataframe)
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# Awesome oscillator
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# # Awesome oscillator
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dataframe['ao'] = qtpylib.awesome_oscillator(dataframe)
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# dataframe['ao'] = qtpylib.awesome_oscillator(dataframe)
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# # Commodity Channel Index: values Oversold:<-100, Overbought:>100
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# dataframe['cci'] = ta.CCI(dataframe)
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# Commodity Channel Index: values Oversold:<-100, Overbought:>100
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dataframe['cci'] = ta.CCI(dataframe)
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"""
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# MACD
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# MACD
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macd = ta.MACD(dataframe)
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macd = ta.MACD(dataframe)
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dataframe['macd'] = macd['macd']
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dataframe['macd'] = macd['macd']
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dataframe['macdsignal'] = macd['macdsignal']
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dataframe['macdsignal'] = macd['macdsignal']
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dataframe['macdhist'] = macd['macdhist']
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dataframe['macdhist'] = macd['macdhist']
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# MFI
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# # MFI
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dataframe['mfi'] = ta.MFI(dataframe)
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# dataframe['mfi'] = ta.MFI(dataframe)
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"""
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# # Minus Directional Indicator / Movement
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# Minus Directional Indicator / Movement
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# dataframe['minus_dm'] = ta.MINUS_DM(dataframe)
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dataframe['minus_dm'] = ta.MINUS_DM(dataframe)
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# dataframe['minus_di'] = ta.MINUS_DI(dataframe)
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dataframe['minus_di'] = ta.MINUS_DI(dataframe)
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# Plus Directional Indicator / Movement
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# # Plus Directional Indicator / Movement
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dataframe['plus_dm'] = ta.PLUS_DM(dataframe)
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# dataframe['plus_dm'] = ta.PLUS_DM(dataframe)
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dataframe['plus_di'] = ta.PLUS_DI(dataframe)
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# dataframe['plus_di'] = ta.PLUS_DI(dataframe)
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dataframe['minus_di'] = ta.MINUS_DI(dataframe)
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# dataframe['minus_di'] = ta.MINUS_DI(dataframe)
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# ROC
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# # ROC
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dataframe['roc'] = ta.ROC(dataframe)
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# dataframe['roc'] = ta.ROC(dataframe)
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# Inverse Fisher transform on RSI, values [-1.0, 1.0] (https://goo.gl/2JGGoy)
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# # Inverse Fisher transform on RSI, values [-1.0, 1.0] (https://goo.gl/2JGGoy)
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rsi = 0.1 * (dataframe['rsi'] - 50)
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# rsi = 0.1 * (dataframe['rsi'] - 50)
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dataframe['fisher_rsi'] = (np.exp(2 * rsi) - 1) / (np.exp(2 * rsi) + 1)
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# dataframe['fisher_rsi'] = (np.exp(2 * rsi) - 1) / (np.exp(2 * rsi) + 1)
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# Inverse Fisher transform on RSI normalized, value [0.0, 100.0] (https://goo.gl/2JGGoy)
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# # Inverse Fisher transform on RSI normalized, value [0.0, 100.0] (https://goo.gl/2JGGoy)
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dataframe['fisher_rsi_norma'] = 50 * (dataframe['fisher_rsi'] + 1)
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# dataframe['fisher_rsi_norma'] = 50 * (dataframe['fisher_rsi'] + 1)
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# # Stoch
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# stoch = ta.STOCH(dataframe)
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# dataframe['slowd'] = stoch['slowd']
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# dataframe['slowk'] = stoch['slowk']
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# Stoch
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stoch = ta.STOCH(dataframe)
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dataframe['slowd'] = stoch['slowd']
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dataframe['slowk'] = stoch['slowk']
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"""
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# Stoch fast
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# Stoch fast
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stoch_fast = ta.STOCHF(dataframe)
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stoch_fast = ta.STOCHF(dataframe)
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dataframe['fastd'] = stoch_fast['fastd']
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dataframe['fastd'] = stoch_fast['fastd']
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dataframe['fastk'] = stoch_fast['fastk']
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dataframe['fastk'] = stoch_fast['fastk']
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"""
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# # Stoch RSI
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# Stoch RSI
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# stoch_rsi = ta.STOCHRSI(dataframe)
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stoch_rsi = ta.STOCHRSI(dataframe)
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# dataframe['fastd_rsi'] = stoch_rsi['fastd']
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dataframe['fastd_rsi'] = stoch_rsi['fastd']
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# dataframe['fastk_rsi'] = stoch_rsi['fastk']
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dataframe['fastk_rsi'] = stoch_rsi['fastk']
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"""
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# Overlap Studies
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# Overlap Studies
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# ------------------------------------
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# ------------------------------------
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@ -179,17 +175,16 @@ class SampleStrategy(IStrategy):
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dataframe['bb_middleband'] = bollinger['mid']
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dataframe['bb_middleband'] = bollinger['mid']
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dataframe['bb_upperband'] = bollinger['upper']
|
dataframe['bb_upperband'] = bollinger['upper']
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||||||
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|
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"""
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# # EMA - Exponential Moving Average
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||||||
# EMA - Exponential Moving Average
|
# dataframe['ema3'] = ta.EMA(dataframe, timeperiod=3)
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||||||
dataframe['ema3'] = ta.EMA(dataframe, timeperiod=3)
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# dataframe['ema5'] = ta.EMA(dataframe, timeperiod=5)
|
||||||
dataframe['ema5'] = ta.EMA(dataframe, timeperiod=5)
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# dataframe['ema10'] = ta.EMA(dataframe, timeperiod=10)
|
||||||
dataframe['ema10'] = ta.EMA(dataframe, timeperiod=10)
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# dataframe['ema50'] = ta.EMA(dataframe, timeperiod=50)
|
||||||
dataframe['ema50'] = ta.EMA(dataframe, timeperiod=50)
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# dataframe['ema100'] = ta.EMA(dataframe, timeperiod=100)
|
||||||
dataframe['ema100'] = ta.EMA(dataframe, timeperiod=100)
|
|
||||||
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# # SMA - Simple Moving Average
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||||||
|
# dataframe['sma'] = ta.SMA(dataframe, timeperiod=40)
|
||||||
|
|
||||||
# SMA - Simple Moving Average
|
|
||||||
dataframe['sma'] = ta.SMA(dataframe, timeperiod=40)
|
|
||||||
"""
|
|
||||||
# SAR Parabol
|
# SAR Parabol
|
||||||
dataframe['sar'] = ta.SAR(dataframe)
|
dataframe['sar'] = ta.SAR(dataframe)
|
||||||
|
|
||||||
@ -205,65 +200,57 @@ class SampleStrategy(IStrategy):
|
|||||||
|
|
||||||
# Pattern Recognition - Bullish candlestick patterns
|
# Pattern Recognition - Bullish candlestick patterns
|
||||||
# ------------------------------------
|
# ------------------------------------
|
||||||
"""
|
# # Hammer: values [0, 100]
|
||||||
# Hammer: values [0, 100]
|
# dataframe['CDLHAMMER'] = ta.CDLHAMMER(dataframe)
|
||||||
dataframe['CDLHAMMER'] = ta.CDLHAMMER(dataframe)
|
# # Inverted Hammer: values [0, 100]
|
||||||
# Inverted Hammer: values [0, 100]
|
# dataframe['CDLINVERTEDHAMMER'] = ta.CDLINVERTEDHAMMER(dataframe)
|
||||||
dataframe['CDLINVERTEDHAMMER'] = ta.CDLINVERTEDHAMMER(dataframe)
|
# # Dragonfly Doji: values [0, 100]
|
||||||
# Dragonfly Doji: values [0, 100]
|
# dataframe['CDLDRAGONFLYDOJI'] = ta.CDLDRAGONFLYDOJI(dataframe)
|
||||||
dataframe['CDLDRAGONFLYDOJI'] = ta.CDLDRAGONFLYDOJI(dataframe)
|
# # Piercing Line: values [0, 100]
|
||||||
# Piercing Line: values [0, 100]
|
# dataframe['CDLPIERCING'] = ta.CDLPIERCING(dataframe) # values [0, 100]
|
||||||
dataframe['CDLPIERCING'] = ta.CDLPIERCING(dataframe) # values [0, 100]
|
# # Morningstar: values [0, 100]
|
||||||
# Morningstar: values [0, 100]
|
# dataframe['CDLMORNINGSTAR'] = ta.CDLMORNINGSTAR(dataframe) # values [0, 100]
|
||||||
dataframe['CDLMORNINGSTAR'] = ta.CDLMORNINGSTAR(dataframe) # values [0, 100]
|
# # Three White Soldiers: values [0, 100]
|
||||||
# Three White Soldiers: values [0, 100]
|
# dataframe['CDL3WHITESOLDIERS'] = ta.CDL3WHITESOLDIERS(dataframe) # values [0, 100]
|
||||||
dataframe['CDL3WHITESOLDIERS'] = ta.CDL3WHITESOLDIERS(dataframe) # values [0, 100]
|
|
||||||
"""
|
|
||||||
|
|
||||||
# Pattern Recognition - Bearish candlestick patterns
|
# Pattern Recognition - Bearish candlestick patterns
|
||||||
# ------------------------------------
|
# ------------------------------------
|
||||||
"""
|
# # Hanging Man: values [0, 100]
|
||||||
# Hanging Man: values [0, 100]
|
# dataframe['CDLHANGINGMAN'] = ta.CDLHANGINGMAN(dataframe)
|
||||||
dataframe['CDLHANGINGMAN'] = ta.CDLHANGINGMAN(dataframe)
|
# # Shooting Star: values [0, 100]
|
||||||
# Shooting Star: values [0, 100]
|
# dataframe['CDLSHOOTINGSTAR'] = ta.CDLSHOOTINGSTAR(dataframe)
|
||||||
dataframe['CDLSHOOTINGSTAR'] = ta.CDLSHOOTINGSTAR(dataframe)
|
# # Gravestone Doji: values [0, 100]
|
||||||
# Gravestone Doji: values [0, 100]
|
# dataframe['CDLGRAVESTONEDOJI'] = ta.CDLGRAVESTONEDOJI(dataframe)
|
||||||
dataframe['CDLGRAVESTONEDOJI'] = ta.CDLGRAVESTONEDOJI(dataframe)
|
# # Dark Cloud Cover: values [0, 100]
|
||||||
# Dark Cloud Cover: values [0, 100]
|
# dataframe['CDLDARKCLOUDCOVER'] = ta.CDLDARKCLOUDCOVER(dataframe)
|
||||||
dataframe['CDLDARKCLOUDCOVER'] = ta.CDLDARKCLOUDCOVER(dataframe)
|
# # Evening Doji Star: values [0, 100]
|
||||||
# Evening Doji Star: values [0, 100]
|
# dataframe['CDLEVENINGDOJISTAR'] = ta.CDLEVENINGDOJISTAR(dataframe)
|
||||||
dataframe['CDLEVENINGDOJISTAR'] = ta.CDLEVENINGDOJISTAR(dataframe)
|
# # Evening Star: values [0, 100]
|
||||||
# Evening Star: values [0, 100]
|
# dataframe['CDLEVENINGSTAR'] = ta.CDLEVENINGSTAR(dataframe)
|
||||||
dataframe['CDLEVENINGSTAR'] = ta.CDLEVENINGSTAR(dataframe)
|
|
||||||
"""
|
|
||||||
|
|
||||||
# Pattern Recognition - Bullish/Bearish candlestick patterns
|
# Pattern Recognition - Bullish/Bearish candlestick patterns
|
||||||
# ------------------------------------
|
# ------------------------------------
|
||||||
"""
|
# # Three Line Strike: values [0, -100, 100]
|
||||||
# Three Line Strike: values [0, -100, 100]
|
# dataframe['CDL3LINESTRIKE'] = ta.CDL3LINESTRIKE(dataframe)
|
||||||
dataframe['CDL3LINESTRIKE'] = ta.CDL3LINESTRIKE(dataframe)
|
# # Spinning Top: values [0, -100, 100]
|
||||||
# Spinning Top: values [0, -100, 100]
|
# dataframe['CDLSPINNINGTOP'] = ta.CDLSPINNINGTOP(dataframe) # values [0, -100, 100]
|
||||||
dataframe['CDLSPINNINGTOP'] = ta.CDLSPINNINGTOP(dataframe) # values [0, -100, 100]
|
# # Engulfing: values [0, -100, 100]
|
||||||
# Engulfing: values [0, -100, 100]
|
# dataframe['CDLENGULFING'] = ta.CDLENGULFING(dataframe) # values [0, -100, 100]
|
||||||
dataframe['CDLENGULFING'] = ta.CDLENGULFING(dataframe) # values [0, -100, 100]
|
# # Harami: values [0, -100, 100]
|
||||||
# Harami: values [0, -100, 100]
|
# dataframe['CDLHARAMI'] = ta.CDLHARAMI(dataframe) # values [0, -100, 100]
|
||||||
dataframe['CDLHARAMI'] = ta.CDLHARAMI(dataframe) # values [0, -100, 100]
|
# # Three Outside Up/Down: values [0, -100, 100]
|
||||||
# Three Outside Up/Down: values [0, -100, 100]
|
# dataframe['CDL3OUTSIDE'] = ta.CDL3OUTSIDE(dataframe) # values [0, -100, 100]
|
||||||
dataframe['CDL3OUTSIDE'] = ta.CDL3OUTSIDE(dataframe) # values [0, -100, 100]
|
# # Three Inside Up/Down: values [0, -100, 100]
|
||||||
# Three Inside Up/Down: values [0, -100, 100]
|
# dataframe['CDL3INSIDE'] = ta.CDL3INSIDE(dataframe) # values [0, -100, 100]
|
||||||
dataframe['CDL3INSIDE'] = ta.CDL3INSIDE(dataframe) # values [0, -100, 100]
|
|
||||||
"""
|
|
||||||
|
|
||||||
# Chart type
|
# # Chart type
|
||||||
# ------------------------------------
|
# # ------------------------------------
|
||||||
"""
|
# # Heikinashi stategy
|
||||||
# Heikinashi stategy
|
# heikinashi = qtpylib.heikinashi(dataframe)
|
||||||
heikinashi = qtpylib.heikinashi(dataframe)
|
# dataframe['ha_open'] = heikinashi['open']
|
||||||
dataframe['ha_open'] = heikinashi['open']
|
# dataframe['ha_close'] = heikinashi['close']
|
||||||
dataframe['ha_close'] = heikinashi['close']
|
# dataframe['ha_high'] = heikinashi['high']
|
||||||
dataframe['ha_high'] = heikinashi['high']
|
# dataframe['ha_low'] = heikinashi['low']
|
||||||
dataframe['ha_low'] = heikinashi['low']
|
|
||||||
"""
|
|
||||||
|
|
||||||
# Retrieve best bid and best ask from the orderbook
|
# Retrieve best bid and best ask from the orderbook
|
||||||
# ------------------------------------
|
# ------------------------------------
|
||||||
|
Loading…
Reference in New Issue
Block a user