tw7613781 / daxiang_trade Goto Github PK

need check

Hi Dev,

Nice to see RSI strat is available now.
I saw the demo link, the performance is very good now, may i know what's the settings for that?

Thanks & Regards.

might need to change the poll mode to bitmex-ws. Just waiting bitmex ws server to push msg to us

Hi dev,

Congrats, finally it's on the run.
Found that current strategy is not yet effective (personally to me) since the result is negative for testing in few hours.

And since i am not a coder, could you please give a hint how to integrated this rsi strat into the module i use? Tried that manually but there is error in importing related to portfolio.py (error in importing MACD)

This could be another strat to use:

def relative_strength_index(df, n):
"""Calculate Relative Strength Index(RSI) for given data.

:param df: pandas.DataFrame
:param n: 
:return: pandas.DataFrame
"""
i = 0
UpI = [0]
DoI = [0]
while i + 1 <= df.index[-1]:
    UpMove = df.loc[i + 1, 'High'] - df.loc[i, 'High']
    DoMove = df.loc[i, 'Low'] - df.loc[i + 1, 'Low']
    if UpMove > DoMove and UpMove > 0:
        UpD = UpMove
    else:
        UpD = 0
    UpI.append(UpD)
    if DoMove > UpMove and DoMove > 0:
        DoD = DoMove
    else:
        DoD = 0
    DoI.append(DoD)
    i = i + 1
UpI = pd.Series(UpI)
DoI = pd.Series(DoI)
PosDI = pd.Series(UpI.ewm(span=n, min_periods=n).mean())
NegDI = pd.Series(DoI.ewm(span=n, min_periods=n).mean())
RSI = pd.Series(PosDI / (PosDI + NegDI), name='RSI_' + str(n))
df = df.join(RSI)
return df

Appreciate for your kindly help.
Thanks & regards.

Hi Dev,
Where is the code on main? Any updates?
Thanks

now date is stable and accuracy. it's time for strategy