mid_smooth_1h lissé et indicateurs lissés

This commit is contained in:
Jérôme Delacotte
2025-05-17 18:00:29 +02:00
parent a2210d05f2
commit 9bfecb30dd

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@@ -709,6 +709,9 @@ class Zeus_8_3_2_B_4_2(IStrategy):
print(f"amount= {amount}") print(f"amount= {amount}")
# dataframe['mid_smooth_tag'] = qtpylib.crossed_below(dataframe['mid_smooth_deriv1_144'], dataframe['mid_smooth_deriv2_144']) # dataframe['mid_smooth_tag'] = qtpylib.crossed_below(dataframe['mid_smooth_deriv1_144'], dataframe['mid_smooth_deriv2_144'])
dataframe['mid_smooth_1h'] = dataframe['mid_smooth_1h'].rolling(window=12, center=True).mean()
dataframe["mid_smooth_deriv1_1h"] = dataframe["mid_smooth_1h"].rolling(12).mean().diff() / 12
dataframe["mid_smooth_deriv2_1h"] = 12 * dataframe["mid_smooth_deriv1_1h"].rolling(12).mean().diff()
dataframe['percent_with_previous_day'] = 100 * (dataframe['close'] - dataframe['close_1d']) / dataframe['close'] dataframe['percent_with_previous_day'] = 100 * (dataframe['close'] - dataframe['close_1d']) / dataframe['close']
dataframe['percent_with_max_hour'] = 100 * (dataframe['close'] - dataframe['max12_1h']) / dataframe['close'] dataframe['percent_with_max_hour'] = 100 * (dataframe['close'] - dataframe['max12_1h']) / dataframe['close']
@@ -905,11 +908,11 @@ class Zeus_8_3_2_B_4_2(IStrategy):
pair = trade.pair pair = trade.pair
if self.dp.runmode.value in ('dry_run'): if self.dp.runmode.value in ('dry_run'):
if pair not in ('BTC/USDT', 'BTC/USDC', 'XRP/USDT', 'XRP/USDC', 'ETH/USDT', 'ETH/USDC'): if pair not in ('BTC/USDT', 'BTC/USDC', 'XRP/USDT', 'XRP/USDC', 'ETH/USDT', 'ETH/USDC'):
print(f"skip pair {pair}") # print(f"skip pair {pair}")
return None return None
else: else:
if pair not in ('BTC/USDT', 'BTC/USDC'): if pair not in ('BTC/USDT', 'BTC/USDC'):
print(f"skip pair {pair}") # print(f"skip pair {pair}")
return None return None
count_of_buys = trade.nr_of_successful_entries count_of_buys = trade.nr_of_successful_entries