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Pattern_Marubozu.py
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Pattern_Marubozu.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)
body = 0.0005
def signal(Data, body):
for i in range(len(Data)):
# Bullish Marubozu
if Data[i, 3] > Data[i, 0] and Data[i, 1] == Data[i, 3] and Data[i, 2] == Data[i, 0]:
Data[i, 6] = 1
# Bearish Marubozu
if Data[i, 3] < Data[i, 0] and Data[i, 1] == Data[i, 0] and Data[i, 2] == Data[i, 3]:
Data[i, 7] = -1
############################################################################## 1
my_data = adder(my_data, 10)
my_data = rounding(my_data, 4)
signal(my_data, body)
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)