From 5a9adb0b53c24e7af2d4afe3db8045ce6b7d5cf4 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?J=C3=A9r=C3=B4me=20Delacotte?= Date: Fri, 25 Jul 2025 21:01:26 +0200 Subject: [PATCH] Calcul 20250101-20250714 1059.206 217 max 11 ETH --- Zeus_8_3_2_B_4_2.py | 21 ++++++++++++++++++++- 1 file changed, 20 insertions(+), 1 deletion(-) diff --git a/Zeus_8_3_2_B_4_2.py b/Zeus_8_3_2_B_4_2.py index d3e66e9..0b0f3b6 100644 --- a/Zeus_8_3_2_B_4_2.py +++ b/Zeus_8_3_2_B_4_2.py @@ -731,7 +731,8 @@ class Zeus_8_3_2_B_4_2(IStrategy): informative['volatility'] = talib.STDDEV(informative['close'], timeperiod=14) / informative['close'] self.calculeDerivees(informative, 'volatility') - # informative['rsi'] = talib.RSI(informative['close']) #, timeperiod=7) + informative["percent"] = (informative["close"] - informative["open"]) / informative["open"] + informative['rsi6'] = talib.RSI(informative['close'], timeperiod=6) # self.calculeDerivees(informative, 'rsi') # informative['sma5'] = talib.SMA(informative, timeperiod=5) @@ -740,6 +741,9 @@ class Zeus_8_3_2_B_4_2(IStrategy): self.calculeDerivees(informative, 'sma5', factor_1=10, factor_2=1) self.calculeDerivees(informative, 'sma20', factor_1=10, factor_2=1) + informative['inversion_haute'] = (informative['sma20'].shift(2) < informative['sma20'].shift(1)) & (informative['sma20'].shift(1) > informative['sma20']) + informative['inversion_basse'] = (informative['sma20'].shift(2) > informative['sma20'].shift(1)) & (informative['sma20'].shift(1) < informative['sma20']) + # informative['futur_percent_3'] = 100 * ((informative['sma5'].shift(-3) - informative['sma5']) / informative['sma5']) # if self.dp.runmode.value in ('backtest'): @@ -1984,6 +1988,21 @@ class Zeus_8_3_2_B_4_2(IStrategy): limit = 3 + # if self.pairs[pair]['count_of_buys'] > 3: + # if last_candle['inversion_basse_1d']: + # if self.pairs[pair]['stop'] == True : + # self.pairs[pair]['stop'] = False + # print(f"start buying {last_candle['sma20_deriv1_1d']} {last_candle['sma20_deriv2_1d']}") + # else: + # if last_candle['inversion_haute_1d']: + # if self.pairs[pair]['stop'] == False: + # self.pairs[pair]['stop'] = True + # print(f"stop buying {last_candle['rsi6_1d']} {last_candle['percent_1d']} {last_candle['sma20_deriv1_1d']} {last_candle['sma20_deriv2_1d']}") + # return False + # + # if self.pairs[pair]['stop']: + # return False + if pair.startswith('BTC'): return True # BTC toujours autorisé