I'm trying to combine the EMA200 indicator and the Supertrend Strategy in PineScript, using the original Supertrend Strategy code, but it doesn't seem to work and show any data when I launch it.
Not sure what I'm doing wrong. Any help would be greatly appreciated. Thanks in advance!
//#version=5
strategy("EMA200-Supertrend Strategy", overlay=true)
//Inputs
atrPeriod = input(10, "ATR Length")
factor = input.float(3.0, "Factor", step = 0.01)
[supertrend, direction] = ta.supertrend(factor, atrPeriod)
ema200 = ta.ema(close,200)
price =input.price(defval=0)
emaUpTrend = price > ema200
emaDownTrend = price < ema200
//Strategy
longCondition = emaUpTrend and ta.change(direction) > 0
if (longCondition)
strategy.entry("Long", strategy.long)
shortCondition = emaDownTrend and ta.change(direction) < 0
if (shortCondition)
strategy.entry("Short", strategy.short)
//plot(strategy.equity, title="equity", color=color.red, linewidth=2, style=plot.style_areabr)
plot(ema200 , "EMA200" ,color=color.new(#ff0000, 0), linewidth=3)
Related
How to get an alert once on a supertrend trend,I think with while i can solve(but my knowledge is not enough),maybe is another way to solve my problem.
I need to skip the first signal(on down/up trend) and enter the second alert, and this signal alert one time per supertrend trend.
I describe signals below in the code.
//#version=5
indicator("My-Supertrend", overlay=true, timeframe="", timeframe_gaps=true)
atrPeriod = input(13, "ATR Length")
atrPeriod2 = input(21, "ATR Length2")
factor = input.float(3.0, "Factor", step = 0.01)
factor2 = input.float(7.0, "Factor2", step = 0.01)
[supertrend, direction] = ta.supertrend(factor, atrPeriod)
[supertrend2, direction2] = ta.supertrend(factor2, atrPeriod2)
//ST 1
bodyMiddle = plot((open + close) / 2, display=display.none)
upTrend = plot(direction < 0 ? supertrend : na, "Up Trend", color = #00cf42, style=plot.style_linebr,linewidth=1)
downTrend = plot(direction < 0? na : supertrend, "Down Trend", color = #bb2c01, style=plot.style_linebr,linewidth=1)
//ST 2
bodyMiddle2 = plot((open + close) / 2, display=display.none)
upTrend2 = plot(direction2 < 0 ? supertrend2 : na, "Up Trend", color = #00cf42, style=plot.style_linebr,linewidth=3)
downTrend2 = plot(direction2 < 0? na : supertrend2, "Down Trend", color = #bb2c01, style=plot.style_linebr,linewidth=3)
//ST1 color
fill(bodyMiddle, upTrend, color.new(#95bd06, 80), fillgaps=false)
fill(bodyMiddle, downTrend, color.new(#0692bd, 80), fillgaps=false)
//ST2 color
fill(bodyMiddle2, upTrend2, color.new(#5abd13, 70), fillgaps=false)
fill(bodyMiddle2, downTrend2, color.new(#bd3006,70), fillgaps=false)
//Logic
down_upTrend=direction>0 and direction2<0 and direction[1]<0
up_upTrend=direction<0 and direction2<0 and direction[1]>0
up_downTrend=direction<0 and direction2>0 and direction[1]>0
down_downTrend=direction>0 and direction2>0 and direction[1]<0
//For short
while direction2>0
up_downTrend
continue
down_downTrend
break
//For Long
while direction2<0
down_upTrend
continue
up_upTrend
break
plotshape(up_upTrend,style=shape.triangleup,location=location.belowbar,size=size.normal,color=color.rgb(27, 182, 27))
plotshape(up_downTrend,style=shape.triangleup,location=location.belowbar,size=size.normal,color=color.rgb(20, 112, 20))
plotshape(down_upTrend,style=shape.triangledown,location=location.abovebar,size=size.normal,color=color.rgb(255, 0, 0))
plotshape(down_downTrend,style=shape.triangledown,location=location.abovebar,size=size.normal,color=color.rgb(141, 21, 21))
alertcondition(up_upTrend or down_downTrend,"Long/Short","Signal")
I try to solve with while loop(and i describe my logic in while loop),but while dont work like I think.
My problem has a single state and an infinite amount of actions on a certain interval (0,1). After quite some time of googling I found a few paper about an algorithm called zooming algorithm which can solve problems with a continous action space. However my implementation is bad at exploiting. Therefore I'm thinking about adding an epsilon-greedy kind of behavior.
Is it reasonable to combine different methods?
Do you know other approaches to my problem?
Code samples:
import portion as P
def choose_action(self, i_ph):
# Activation rule
not_covered = P.closed(lower=0, upper=1)
for arm in self.active_arms:
confidence_radius = calc_confidence_radius(i_ph, arm)
confidence_interval = P.closed(arm.norm_value - confidence_radius, arm.norm_value + confidence_radius)
not_covered = not_covered - confidence_interval
if not_covered != P.empty():
rans = []
height = 0
heights = []
for i in not_covered:
rans.append(np.random.uniform(i.lower, i.upper))
height += i.upper - i.lower
heights.append(i.upper - i.lower)
ran_n = np.random.uniform(0, height)
j = 0
ran = 0
for i in range(len(heights)):
if j < ran_n < j + heights[i]:
ran = rans[i]
j += heights[i]
self.active_arms.append(Arm(len(self.active_arms), ran * (self.sigma_square - lower) + lower, ran))
# Selection rule
max_index = float('-inf')
max_index_arm = None
for arm in self.active_arms:
confidence_radius = calc_confidence_radius(i_ph, arm)
# indexfunction from zooming algorithm
index = arm.avg_learning_reward + 2 * confidence_radius
if index > max_index:
max_index = index
max_index_arm = arm
action = max_index_arm.value
self.current_arm = max_index_arm
return action
def learn(self, action, reward):
arm = self.current_arm
arm.avg_reward = (arm.pulled * arm.avg_reward + reward) / (arm.pulled + 1)
if reward > self.max_profit:
self.max_profit = reward
elif reward < self.min_profit:
self.min_profit = reward
# normalize reward to [0, 1]
high = 100
low = -75
if reward >= high:
reward = 1
self.high_count += 1
elif reward <= low:
reward = 0
self.low_count += 1
else:
reward = (reward - low)/(high - low)
arm.avg_learning_reward = (arm.pulled * arm.avg_learning_reward + reward) / (arm.pulled + 1)
arm.pulled += 1
# zooming algorithm confidence radius
def calc_confidence_radius(i_ph, arm: Arm):
return math.sqrt((8 * i_ph)/(1 + arm.pulled))
You may find this useful, full algorithm description is here. They grid out the probes uniformly, informing this choice (e.g. normal centering on a reputed high energy arm) is also possible (but this might invalidate a few bounds I am not sure).
I'm having a few issues with finalizing my map for a report. I think I'm warm on the solutions, but haven't quite figured them out. I would really appreciate any help on solutions so that I can finally move on!
1) The scale bar will NOT populate in the MainMap code and the subsequent Figure1 plot. This is "remedied" in the MainMap code if I comment out the "BCWA_land" map layer. However, when I retain the "BCWA_land" map layer it will eliminate the scale bar and produces this error:
Warning message: Removed 3 rows containing missing values (geom_text).
And this is the code:
MainMap <- ggplot(QOI) +
geom_sf(aes(fill = quadID)) +
scale_fill_manual(values = c("#6b8c42",
"#70b2ae",
"#d65a31")) +
labs(fill = "Quadrants of Interest",
caption = "Figure 1: Map depicting the quadrants in the WSDOT project area as well as other quadrants of interest in the Puget Sound area.")+
ggtitle("WSDOT Project Area and Quadrants of Interest") +
scalebar(x.min = -123, x.max = -122.8, y.min = 47, y.max = 47.1, location = "bottomleft",
transform = TRUE, dist = 10, dist_unit = "km", st.size = 3, st.bottom = TRUE, st.dist = 0.1) +
north(data = QOI, location = "topleft", scale = 0.1, symbol = 12, x.min = -123, y.min = 48.3, x.max = -122.7, y.max = 48.4) +
theme_bw()+
theme(panel.grid= element_line(color = "gray50"),
panel.background = element_blank(),
panel.ontop = TRUE,
legend.text = element_text(size = 11, margin = margin(l = 3), hjust = 0),
legend.position = c(0.95, 0.1),
legend.justification = c(0.85, 0.1),
legend.background = element_rect(colour = "#3c4245", fill = "#f4f4f3"),
axis.title = element_blank(),
plot.title = element_text(face = "bold", colour = "#3c4245", hjust = 0.5, margin = margin(b=10, unit = "pt")),
plot.caption = element_text(face = "italic", colour = "#3c4245", margin = margin(t = 7), hjust = 0, vjust = 0.5)) +
geom_sf(data = BCWA_land) + #this is what I've tried to comment out to determine the scale bar problem
xlim (-123.1, -121.4) +
ylim (47.0, 48.45)
MainMap
InsetRect <- data.frame(xmin=-123.2, xmax=-122.1, ymin=47.02, ymax=48.45)
InsetMap <- ggplotGrob( ggplot( quads) +
geom_sf(aes(fill = "")) +
scale_fill_manual(values = c("#eefbfb"))+
geom_sf(data = BCWA_land) +
scale_x_continuous(expand = c(0,0), limits = c(-124.5, -122.0)) +
scale_y_continuous(expand = c(0,0), limits = c(47.0, 49.5)) +
geom_rect(data = InsetRect,aes(xmin=xmin, xmax=xmax, ymin=ymin, ymax=ymax),
color="#3c4245",
size=1.25,
fill=NA,
inherit.aes = FALSE) +
theme_bw()+
theme(legend.position = "none",
panel.grid = element_blank(),
axis.title = element_blank(),
axis.text = element_blank(),
axis.ticks = element_blank(),
plot.margin = margin(0,0,0,0)))
InsetMap
Figure1 <- MainMap +
annotation_custom(grob = InsetMap, xmin = -122.2, xmax = -121.3,
ymin = 47.75, ymax = 48.5)
Figure1
As you can see I'm not getting this issue or error for my north arrow so I'm not really sure what is happening with the scale bar!
This problem is probably a little too OCD, however I REALLY don't want the gridlines to show up on the InsetMap, and was hoping that the InsetMap would overlay on top of the MainMap, without gridlines as I had those parameters set to element_blank() in the InsetMap code.
Here is an image of my plot. If you would like the data for this, please let me know. Because these are shapefiles, the data is unwieldy and not super conducive to SO's character limit for a post...
If anyone has any insight into a solution(s) I would so so appreciate that!! Thanks for your time!
The issue was the
xlim (-123.1, -121.4) +
ylim (47.0, 48.45)
call that I made. Instead, I used coord_sf(xlim = c(min, max), ylim = c(min, max)). I thought that this would be helpful to someone who might be in my position later on!
Essentially the difference between setting the limits of to the graph using just the x/y lim calls is that that truncates the data that is available in your dataset, whereas the coord_sf call simply "focuses" your graph on that extent if you will without altering the data you have available in your dataset.
I want to find high of the first 15 min candle.
I am using the below code.
bi = BarIndex();
arrayitem = SelectedValue(bi) -bi[0];
firstbarHigh = High[arrayitem ];
This code is giving me the CLOSE price for the 1st candle. I want High price of the first 15min candle.
Plz help me.
Check this out
newday = Day() != Ref(Day(),-1); //check if new day or not
starttime = ValueWhen(newday,TimeNum());
IBendtime = starttime+1500;
minh = ValueWhen(newday,TimeFrameGetPrice("H",in5Minute*3));
minl = ValueWhen(newday,TimeFrameGetPrice("L",in5Minute*3));
I'm building a web app with django. I use postgresql for the db. The app code is getting really messy(my begginer skills being a big factor) and slow, even when I run the app locally.
This is an excerpt of my models.py file:
REPEATS_CHOICES = (
(NEVER, 'Never'),
(DAILY, 'Daily'),
(WEEKLY, 'Weekly'),
(MONTHLY, 'Monthly'),
...some more...
)
class Transaction(models.Model):
name = models.CharField(max_length=30)
type = models.IntegerField(max_length=1, choices=TYPE_CHOICES) # 0 = 'Income' , 1 = 'Expense'
amount = models.DecimalField(max_digits=12, decimal_places=2)
date = models.DateField(default=date.today)
frequency = models.IntegerField(max_length=2, choices=REPEATS_CHOICES)
ends = models.DateField(blank=True, null=True)
active = models.BooleanField(default=True)
category = models.ForeignKey(Category, related_name='transactions', blank=True, null=True)
account = models.ForeignKey(Account, related_name='transactions')
The problem is with date, frequency and ends. With this info I can know all the dates in which transactions occurs and use it to fill a cashflow table. Doing things this way involves creating a lot of structures(dictionaries, lists and tuples) and iterating them a lot. Maybe there is a very simple way of solving this with the actual schema, but I couldn't realize how.
I think that the app would be easier to code if, at the creation of a transaction, I could save all the dates in the db. I don't know if it's possible or if it's a good idea.
I'm reading a book about google app engine and the datastore's multivalued properties. What do you think about this for solving my problem?.
Edit: I didn't know about the PickleField. I'm now reading about it, maybe I could use it to store all the transaction's datetime objects.
Edit2: This is an excerpt of my cashflow2 view(sorry for the horrible code):
def cashflow2(request, account_name="Initial"):
if account_name == "Initial":
uri = "/cashflow/new_account"
return HttpResponseRedirect(uri)
month_info = {}
cat_info = {}
m_y_list = [] # [(month,year),]
trans = []
min, max = [] , []
account = Account.objects.get(name=account_name, user=request.user)
categories = account.categories.all()
for year in range(2006,2017):
for month in range(1,13):
month_info[(month, year)] = [0, 0, 0]
for cat in categories:
cat_info[(cat, month, year)] = 0
previous_months = 1 # previous months from actual
next_months = 5
dates_list = month_year_list(previous_month, next_months) # Returns [(month,year)] from the requested range
m_y_list = [(date.month, date.year) for date in month_year_list(1,5)]
min, max = dates_list[0], dates_list[-1]
INCOME = 0
EXPENSE = 1
ONHAND = 2
transacs_in_dates = []
txs = account.transactions.order_by('date')
for tx in txs:
monthyear = ()
monthyear = (tx.date.month, tx.date.year)
if tx.frequency == 0:
if tx.type == 0:
month_info[monthyear][INCOME] += tx.amount
if tx.category:
cat_info[(tx.category, monthyear[0], monthyear[1])] += tx.amount
else:
month_info[monthyear][EXPENSE] += tx.amount
if tx.category:
cat_info[(tx.category, monthyear[0], monthyear[1])] += tx.amount
if monthyear in lista_m_a:
if tx not in transacs_in_dates:
transacs_in_dates.append(tx)
elif tx.frequency == 4: # frequency = 'Monthly'
months_dif = relativedelta.relativedelta(tx.ends, tx.date).months
if tx.ends.day < tx.date.day:
months_dif += 1
years_dif = relativedelta.relativedelta(tx.ends, tx.date).years
dif = months_dif + (years_dif*12)
dates_range = dif + 1
for i in range(dates_range):
dt = tx.date+relativedelta.relativedelta(months=+i)
if (dt.month, dt.year) in m_y_list:
if tx not in transacs_in_dates:
transacs_in_dates.append(tx)
if tx.type == 0:
month_info[(fch.month,fch.year)][INCOME] += tx.amount
if tx.category:
cat_info[(tx.category, fch.month, fch.year)] += tx.amount
else:
month_info[(fch.month,fch.year)][EXPENSE] += tx.amount
if tx.category:
cat_info[(tx.category, fch.month, fch.year)] += tx.amount
import operator
thelist = []
thelist = sorted((my + tuple(v) for my, v in month_info.iteritems()),
key = operator.itemgetter(1, 0))
thelistlist = []
for atuple in thelist:
thelistlist.append(list(atuple))
for i in range(len(thelistlist)):
if i != 0:
thelistlist[i][4] = thelistlist[i-1][2] - thelistlist[i-1][3] + thelistlist[i-1][4]
list = []
for el in thelistlist:
if (el[0],el[1]) in lista_m_a:
list.append(el)
transactions = account.transactions.all()
cats_in_dates_income = []
cats_in_dates_expense = []
for t in transacs_in_dates:
if t.category and t.type == 0:
if t.category not in cats_in_dates_income:
cats_in_dates_income.append(t.category)
elif t.category and t.type == 1:
if t.category not in cats_in_dates_expense:
cats_in_dates_expense.append(t.category)
cat_infos = []
for k, v in cat_info.items():
cat_infos.append((k[0], k[1], k[2], v))
Depends on how relevant App Engine is here. P.S. If you'd like to store pickled objects as well as JSON objects in the Google Datastore, check out these two code snippets:
http://kovshenin.com/archives/app-engine-json-objects-google-datastore/
http://kovshenin.com/archives/app-engine-python-objects-in-the-google-datastore/
Also note that the Google Datastore is a non-relational database, so you might have other trouble refactoring your code to switch to that.
Cheers and good luck!