moen0
52 lines
1.5 KiB
Python
52 lines
1.5 KiB
Python
def find_swing_points(candles, lookback=5):
|
|
swings = []
|
|
|
|
for i in range(lookback, len(candles) - lookback):
|
|
high = candles[i].high
|
|
low = candles[i].low
|
|
#check if higher
|
|
is_swing_high = all(
|
|
high > candles[i + j].high
|
|
for j in range(-lookback, lookback + 1)
|
|
if j != 0
|
|
)
|
|
|
|
# check if lower
|
|
is_swing_low = all(
|
|
low < candles[i + j].low
|
|
for j in range(-lookback, lookback + 1)
|
|
if j != 0
|
|
)
|
|
|
|
if is_swing_high:
|
|
swings.append({"index": i, "price": high, "type": "high"})
|
|
if is_swing_low:
|
|
swings.append({"index": i, "price": low, "type": "low"})
|
|
|
|
return swings
|
|
|
|
def detect_structure(swings):
|
|
last_high = None
|
|
last_low = None
|
|
structure = []
|
|
|
|
for swing in swings:
|
|
if swing["type"] == "high":
|
|
if last_high is not None:
|
|
if swing["price"] > last_high["price"]:
|
|
label = "HH"
|
|
else:
|
|
label = "LH"
|
|
structure.append({**swing, "label": label})
|
|
last_high = swing
|
|
|
|
elif swing["type"] == "low":
|
|
if last_low is not None:
|
|
if swing["price"] > last_low["price"]:
|
|
label = "HL"
|
|
else:
|
|
label = "LL"
|
|
structure.append({**swing, "label": label})
|
|
last_low = swing
|
|
|
|
return structure |