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Pattern_Three_Line_Strike.py
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Pattern_Three_Line_Strike.py
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# Base parameters
expected_cost = 0.5 * (lot / 10000)
assets = asset_list(1)
window = 1000
# Trading parameters
horizon = 'H1'
# Mass imports
my_data = mass_import(0, horizon)
def signal(Data):
Data = adder(Data, 10)
Data = rounding(Data, 5)
for i in range(len(Data)):
if Data[i - 3, 3] > Data[i - 3, 0] and Data[i - 2, 3] > Data[i - 3, 3] and Data[i - 2, 3] > Data[i - 3, 3] and Data[i - 1, 3] > Data[i - 2, 3] and Data[i, 3] < Data[i - 3, 2] and Data[i, 1] > Data[i - 1, 3]:
Data[i, 6] = 1
if Data[i - 3, 3] < Data[i - 3, 0] and Data[i - 2, 3] < Data[i - 3, 3] and Data[i - 2, 3] < Data[i - 3, 3] and Data[i - 1, 3] < Data[i - 2, 3] and Data[i, 3] > Data[i - 3, 1] and Data[i, 2] < Data[i - 1, 3]:
Data[i, 7] = -1
return Data
############################################################################## 1
my_data = adder(my_data, 10)
my_data = rounding(my_data, 4)
signal(my_data)
if sigchart == True:
signal_chart_ohlc_color(my_data, assets[0], 3, 6, 7, window = 250)
holding(my_data, 6, 7, 8, 9)
my_data_eq = equity_curve(my_data, 8, expected_cost, lot, investment)
performance(my_data_eq, 8, my_data, assets[0])
plt.plot(my_data_eq[:, 3], linewidth = 1, label = assets[0])
plt.grid()
plt.legend()
plt.axhline(y = investment, color = 'black', linewidth = 1)