15 lines
688 B
Python
15 lines
688 B
Python
 | from core.models import Signal
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from strategies.base import Strategy
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from utils.indicators import ema, atr
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class EmaAtr(Strategy):
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name = "ema_atr"
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def on_bar(self, symbol, df):
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p = self.p
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f, s, t = ema(df.close, p["fast"]), ema(df.close, p["slow"]), ema(df.close, p["trend"])
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a = atr(df, p["atr_period"]).iloc[-1]
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up = f.iloc[-2] <= s.iloc[-2] and f.iloc[-1] > s.iloc[-1] and df.close.iloc[-1] > t.iloc[-1]
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dn = f.iloc[-2] >= s.iloc[-2] and f.iloc[-1] < s.iloc[-1] and df.close.iloc[-1] < t.iloc[-1]
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if up or dn:
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return Signal(symbol, "buy" if up else "sell", p["sl_atr"] * a, p["tp_atr"] * a, self.name, "EMA cross")
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