From b4aef0b728ce3d8fbcebd1ab5f72d5dc5d89883e Mon Sep 17 00:00:00 2001 From: Porter Date: Sun, 25 May 2025 12:25:06 +0800 Subject: [PATCH] Add short to the stratetgy --- strategies/ChanLun_SOL_5.py | 20 ++++++++++++++++++++ 1 file changed, 20 insertions(+) diff --git a/strategies/ChanLun_SOL_5.py b/strategies/ChanLun_SOL_5.py index 7b82c90..4c152ec 100644 --- a/strategies/ChanLun_SOL_5.py +++ b/strategies/ChanLun_SOL_5.py @@ -416,6 +416,17 @@ class ChanLun_SOL_5(IStrategy): #(qtpylib.crossed_above(dataframe['macd'], dataframe['macdsignal'])) ), ['enter_long', 'enter_tag']] = (1, 'long_signal_chan') + dataframe.loc[ + ( + #(dataframe['state'] == "-30") + (dataframe[state_str].shift(self.time5*2) > 1.0) & + (dataframe[fx_str].shift(self.time5*2) == 1) + #(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time5)].shift(self.time5) == "-10") & + #(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time30)] == "-10") & + #(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time5)].shift(self.time5) == "-10") + #(qtpylib.crossed_above(dataframe['macd'], dataframe['macdsignal'])) + ), + ['enter_short', 'enter_tag']] = (1, 'short_signal_chan') return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: state_str = 'resample_{}_state'.format(self.get_ticker_indicator()*self.time5) @@ -429,6 +440,15 @@ class ChanLun_SOL_5(IStrategy): #(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time60)] == "10") ), ['exit_long', 'exit_tag']] = (1, 'long_close_signal_chan') + dataframe.loc[ + ( + #(dataframe['state']== "30") + (dataframe[state_str].shift(self.time5*2) > 1.0) & + (dataframe[fx_str].shift(self.time5*2) == -1) + #(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time30)] == "10") & + #(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time60)] == "10") + ), + ['exit_short', 'exit_tag']] = (1, 'short_close_signal_chan') return dataframe def leverage(self, pair: str, current_time: datetime, current_rate: float, proposed_leverage: float, max_leverage: float, entry_tag: Optional[str], side: str,