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The MACD is breaking out of the top

Author: program, Date: 2022-04-09 21:23:14
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This is the story of my life.Selling the holding currency when the MACD deviatesThe principle is to:Starting with the current macd value, move forward to find an index that is larger than the current macd value for the corresponding k-line closing price, lock the corresponding k-line price to the maximum value within the range of the current closing k-line, and trigger a sell if the current price is larger than the highest price in the region. Forward across macd data when the maximum retention length is greater than 15, nearest to the maximal macd valueimg The data is retested: img

Explained:The policy only supports cash, can run in multiple currencies at the same time, source code is for reference only, real-time operation please run with caution.

'''backtest
start: 2023-01-01 00:00:00
end: 2023-05-12 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Bitfinex","currency":"BTC_USD","stocks":10}]
'''


# from matplotlib import pyplot as plt
# plt.figure()

class ExitTop(object):
    def __init__(self,index):
        self.index = index 
        self.totestlist = [] # MACD数据
        self.klist = [] # k线数据
        self.toplus = []
        self.tocpn = []
        self.Sell = False
    
    # 获取k线及MACD数据
    def GetRecord(self) -> bool:
        self.totestlist = []
        self.klist = []
        self.toplus = []
        self.tocpn = []
        records = exchanges[self.index].GetRecords()
        macd = TA.MACD(records, 12, 26, 9)
        # 判断DIF是否大于DEA
        if not macd[0][-2] > macd[1][-2] and macd[0][-3] < macd[1][-3] or not macd[0][-2] > macd[1][-2] and macd[0][-4] < macd[1][-4]:
            return False
        self.totestlist = macd[0][len(macd[0])-80:]
        # 封装k线数据
        for get in range(len(records)):
            self.klist.append(records[get]["Close"])
        self.klist = self.klist[len(self.klist)-80:]
        return True
    
    def mepath(self):
        if not self.GetRecord():
            return False
        # 向前遍历发现最大值
        maxsign = -1000000000000
        for i in range(len(self.totestlist)-1,-1,-1):
            if self.totestlist[i] > maxsign:
                maxsign = self.totestlist[i]
                self.tocpn.append([1,i])
            else:
                if len(self.tocpn) > 0:
                    self.tocpn[-1][0] = self.tocpn[-1][0]+1
            self.toplus.insert(0,maxsign)
        sign = False
        shorttime = [0,0] # 步长 , 索引
        for i in range(len(self.tocpn)):
            if self.tocpn[i][0] > 15 and sign == False:
                shorttime = [self.tocpn[i][0],self.tocpn[i][1]]
                sign = True
        # 如果最大索引不是自己
        if shorttime[1] < len(self.klist)-4:
            # 锁定区域内最高价格
            are = max(self.klist[shorttime[1]:-4])
            # 判断是否存在大于当前macd值,如果当前价格大于区域内最高价格
            if self.totestlist[-2]+300 < self.totestlist[shorttime[1]] and self.klist[-2] >= are:
                return True
            return False
        return False
    
    def main(self):
        result = self.mepath()
        if result == True and self.Sell == False:
            exchanges[self.index].Sell(-1, num)
            self.Sell = True
        elif result == False:
            if self.Sell == True:
                self.Sell = False
        # plt.plot(self.totestlist)
        # plt.plot(self.toplus)
        # LogStatus(plt)


def main():
    transaction = []
    for index in range(len(exchanges)):
        transaction.append(ExitTop(index))
    while True:
        for tran in range(len(transaction)):
            transaction[tran].main()
            Sleep(1000*60)
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