Ultimate Algorithmic Trading System

Lowest Function/Module
def lowest(prices,lookBack,curBar,offset):
result = 0.0
minVal = 9999999.0
for index in range((curBar - offset) - (lookBack-1),
curBar - offset +1):
if prices[index] < minVal:
minVal = prices[index]
result = minVal
return result
Simple Average Function/Module
def sAverage(prices,lookBack,curBar,offset):
result = 0.0
for index in range((curBar - offset) - (lookBack-1),
curBar - offset +1):
result = result + prices[index]
result = result/float(lookBack)
return result
Bollinger Bands Function/Module
def bollingerBands(dates,prices,lookBack,numDevs,
curBar,offset):
sum1 = 0.0
sum2 = 0.0
startPt = (curBar - offset)- (lookBack-1)
endPt = curBar - offset + 1
for index in range(startPt,endPt):
tempDate = dates[index]
sum1 = sum1 + prices[index]
sum2 = sum2 + prices[index]**2
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PYTHON SYSTEM BACKTESTER
mean = sum1 / float(lookBack)
stdDev = ((lookBack * sum2 - sum1**2) / (lookBack
* (lookBack -1)))**0.5
upBand = mean + numDevs*stdDev
dnBand = mean - numDevs*stdDev
# print(mean," ",stdDev," ",upBand," ",dnBand)
return upBand, dnBand, mean
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