29 lines
1.1 KiB
R
29 lines
1.1 KiB
R
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# Compute a basket of indicators over an OHLCV series and print a summary.
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# Pass a CSV path (timestamp,open,high,low,close,volume) or run on synthetic data.
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library(wickra)
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source("_common.R")
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args <- commandArgs(trailingOnly = TRUE)
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if (length(args) >= 1) {
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source_name <- args[1]; bars <- load_ohlcv_csv(args[1])
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} else {
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source_name <- "synthetic"; bars <- synthetic_candles(1000)
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}
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cat(sprintf("Backtest over %d bars (%s):\n", nrow(bars), source_name))
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sma <- Sma(20); ema <- Ema(50); rsi <- Rsi(14); atr <- Atr(14)
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last_sma <- last_ema <- last_rsi <- last_atr <- NA_real_
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oversold <- 0L
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for (i in seq_len(nrow(bars))) {
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b <- bars[i, ]
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last_sma <- update(sma, b$close)
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last_ema <- update(ema, b$close)
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last_rsi <- update(rsi, b$close)
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last_atr <- update(atr, b$open, b$high, b$low, b$close, b$volume, b$timestamp)
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if (is.finite(last_rsi) && last_rsi < 30) oversold <- oversold + 1L
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}
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cat(sprintf(" SMA(20) last = %.4f\n", last_sma))
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cat(sprintf(" EMA(50) last = %.4f\n", last_ema))
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cat(sprintf(" RSI(14) last = %.4f (%d oversold bars)\n", last_rsi, oversold))
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cat(sprintf(" ATR(14) last = %.4f\n", last_atr))
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