Ultimate Algorithmic Trading System

stoDList.append(tempSum/dLen)
self.fastD = stoDList[len(stoDList)-1]
if (i == index2):
tempSum = 0
lowRngBound = len(stoDList) - dSloLen
highRngBound = lowRngBound + dSloLen
for j in range(lowRngBound,highRngBound):
tempSum += stoDList[j]
self.slowD = tempSum / dSloLen
else:
hh = 0
ll = 999999
lowRngBound = curBarLookBack - (kLen - 1)
highRngBound = lowRngBound + 3
for i in range(lowRngBound, highRngBound):
if hPrices[i] > hh:
hh = hPrices[i]
if lPrices[i] < ll:
ll = lPrices[i]
self.fastK = (cPrices[curBarLookBack] - ll )/
(hh - ll) * 100
self.fastD = (self.fastD * (dLen - 1) +
self.fastK) / dLen
self.slowD = ((self.slowD * (dSloLen - 1))
+ self.fastD) / dSloLen
return(self.fastK,self.fastD,self.slowD)
class rsiClass(object):
class rsiClass(object):
317
PYTHON SYSTEM BACKTESTER
oldDelta1 = 0
def __init__(self):
self.delta1 = 0
self.delta2 = 0
self.rsi = 0
self.seed = 0
def calcRsi(self,prices,lookBack,curBar,offset):
upSum = 0.0
dnSum = 0.0
if self.seed == 0:
self.seed = 1
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