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Zeus_8_1d 20250714-20251007 349.605

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Jérôme Delacotte
2025-10-09 19:13:26 +02:00
parent 36f4e94020
commit aabfce79ec
1 changed files with 8 additions and 2 deletions
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Zeus_8_1d.py
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@@ -79,6 +79,9 @@ class Zeus_8_1d(IStrategy):
plot_config = { plot_config = {
"main_plot": { "main_plot": {
# "close_mean_centered": {
# "color": "red"
# },
"mid_smooth_5": { "mid_smooth_5": {
"color": "blue" "color": "blue"
}, },
@@ -689,6 +692,10 @@ class Zeus_8_1d(IStrategy):
dataframe['deriv1'] = 100 * dataframe['deriv1'] / dataframe['mid'] dataframe['deriv1'] = 100 * dataframe['deriv1'] / dataframe['mid']
dataframe['deriv2'] = 100 * dataframe['deriv2'] / dataframe['mid'] dataframe['deriv2'] = 100 * dataframe['deriv2'] / dataframe['mid']
# Regarde dans le futur
# n = 10
# dataframe['close_mean_centered'] = dataframe['close'].rolling(window=2 * n + 1, center=True, min_periods=1).mean()
# =============================== # ===============================
# Lissage des valeurs Journalières # Lissage des valeurs Journalières
horizon_d = 12 * 5 * 24 horizon_d = 12 * 5 * 24
@@ -792,13 +799,12 @@ class Zeus_8_1d(IStrategy):
factor = factor / 2 factor = factor / 2
dataframe.loc[ dataframe.loc[
( (
# (valid_inversion & inversion_last5 ) # (valid_inversion & inversion_last5 )
# (dataframe['mid_smooth_12'].shift(2) > dataframe['mid_smooth_12'].shift(1)) # (dataframe['mid_smooth_12'].shift(2) > dataframe['mid_smooth_12'].shift(1))
# (dataframe['mid_smooth_24_deriv1'].shift(1) <= 0) # (dataframe['mid_smooth_24_deriv1'].shift(1) <= 0)
(dataframe['mid_smooth_24_deriv1'] >= 0.05) (dataframe['mid_smooth_24_deriv1'] >= 0.05)
& (dataframe['mid_smooth_24_deriv2'] > 0) & (dataframe['mid_smooth_24_deriv2'] > 0)
& (dataframe['mid_smooth_5_deriv2'] > 0)
# & (dataframe['hapercent'] > 0) # & (dataframe['hapercent'] > 0)
#& (dataframe['max_rsi_12'] < 50) #& (dataframe['max_rsi_12'] < 50)
# & (dataframe['open'] <= dataframe['bb_middleband']) # & (dataframe['open'] <= dataframe['bb_middleband'])