From a9b1cc507cc55bd9a4073ab7630b3449af1b58af Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Sat, 10 Aug 2019 16:48:24 +0300 Subject: [PATCH] indicators removed as it was moved to technical repo --- user_data/indicators/indicators.py | 79 ------------------------------ 1 file changed, 79 deletions(-) delete mode 100644 user_data/indicators/indicators.py diff --git a/user_data/indicators/indicators.py b/user_data/indicators/indicators.py deleted file mode 100644 index 8d5a369..0000000 --- a/user_data/indicators/indicators.py +++ /dev/null @@ -1,79 +0,0 @@ - -import freqtrade.vendor.qtpylib.indicators as qtpylib -import pandas as pd - -""" -Indicators for Freqtrade -author@: Gerald Lonlas -github@: https://github.com/freqtrade/freqtrade-strategies -""" - -def pivots_points(dataframe: pd.DataFrame, timeperiod=30, levels=3) -> pd.DataFrame: - """ - Pivots Points - - Formula: - Pivot = (Previous High + Previous Low + Previous Close)/3 - - Resistance #1 = (2 x Pivot) - Previous Low - Support #1 = (2 x Pivot) - Previous High - - Resistance #2 = (Pivot - Support #1) + Resistance #1 - Support #2 = Pivot - (Resistance #1 - Support #1) - - Resistance #3 = (Pivot - Support #2) + Resistance #2 - Support #3 = Pivot - (Resistance #2 - Support #2) - ... - - :param dataframe: - :param timeperiod: Period to compare (in ticker) - :param levels: Num of support/resistance desired - :return: dataframe - """ - - data = {} - - low = qtpylib.rolling_mean( - series=pd.Series( - index=dataframe.index, - data=dataframe['low'] - ), - window=timeperiod - ) - - high = qtpylib.rolling_mean( - series=pd.Series( - index=dataframe.index, - data=dataframe['high'] - ), - window=timeperiod - ) - - # Pivot - data['pivot'] = qtpylib.rolling_mean( - series=qtpylib.typical_price(dataframe), - window=timeperiod - ) - - # Resistance #1 - data['r1'] = (2 * data['pivot']) - low - - # Resistance #2 - data['s1'] = (2 * data['pivot']) - high - - # Calculate Resistances and Supports >1 - for i in range(2, levels+1): - prev_support = data['s' + str(i - 1)] - prev_resistance = data['r' + str(i - 1)] - - # Resitance - data['r'+ str(i)] = (data['pivot'] - prev_support) + prev_resistance - - # Support - data['s' + str(i)] = data['pivot'] - (prev_resistance - prev_support) - - return pd.DataFrame( - index=dataframe.index, - data=data - ) -