Generalize ReinforcedAverageStrategy for other timeframes
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@@ -58,8 +58,8 @@ class ReinforcedAverageStrategy(IStrategy):
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dataframe['bb_lowerband'] = bollinger['lower']
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dataframe['bb_upperband'] = bollinger['upper']
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dataframe['bb_middleband'] = bollinger['mid']
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dataframe_long = resample_to_interval(dataframe, timeframe_to_minutes(self.ticker_interval) * 12)
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self.resample_interval = timeframe_to_minutes(self.ticker_interval) * 12
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dataframe_long = resample_to_interval(dataframe, self.resample_interval)
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dataframe_long['sma'] = ta.SMA(dataframe_long, timeperiod=50, price='close')
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dataframe = resampled_merge(dataframe, dataframe_long, fill_na=True)
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@@ -75,7 +75,7 @@ class ReinforcedAverageStrategy(IStrategy):
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dataframe.loc[
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(
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qtpylib.crossed_above(dataframe['maShort'], dataframe['maMedium']) &
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(dataframe['close'] > dataframe['resample_2880_sma']) &
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(dataframe['close'] > dataframe[f'resample_{self.resample_interval}_sma']) &
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(dataframe['volume'] > 0)
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),
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'buy'] = 1
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