86 lines
3.4 KiB
Python
 | # SPDX-License-Identifier: LicenseRef-PolyForm-Noncommercial-1.0.0 (see LICENSE)
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"""Python twin of Seq.mqh: the 9-13 setup and countdown in the variant of docs/SPEC.md, step for step, so the
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indicators' output can be compared bar by bar (tests/check_parity.py).
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from reference import run
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rows = run(high, low, close) # one dict per bar
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"""
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def run(high, low, close):
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n = len(close)
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bcnt = scnt = 0
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bcd = scd = 0 # countdown counts; active flags below
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b_on = s_on = False
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b_c8 = s_c8 = 0.0
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b_lvl = s_lvl = None # level of the setup that started the active countdown
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rows = []
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for k in range(n):
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ev_setup = 0 # +1 buy 9, -1 sell 9
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perf = False
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ev_cd = 0 # +1 buy 13, -1 sell 13
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defer = 0
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bmark = smark = 0 # countdown number printed on this bar (0 none)
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if k >= 5:
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c = close
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if c[k] < c[k - 4]:
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if bcnt > 0:
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bcnt += 1
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elif c[k - 1] > c[k - 5]:
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bcnt = 1
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else:
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bcnt = 0
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if c[k] > c[k - 4]:
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if scnt > 0:
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scnt += 1
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elif c[k - 1] < c[k - 5]:
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scnt = 1
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else:
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scnt = 0
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if bcnt == 9:
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ev_setup = 1
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perf = min(low[k], low[k - 1]) <= min(low[k - 3], low[k - 2])
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res = max(high[k - 8:k + 1]) # the setup's resistance
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bcnt = 0
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s_on, scd = False, 0 # a buy setup cancels the sell countdown
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b_on, bcd, b_lvl = True, 0, res # and starts (or recycles) the buy countdown
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elif scnt == 9:
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ev_setup = -1
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perf = max(high[k], high[k - 1]) >= max(high[k - 3], high[k - 2])
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sup = min(low[k - 8:k + 1]) # the setup's support
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scnt = 0
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b_on, bcd = False, 0
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s_on, scd, s_lvl = True, 0, sup
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if k >= 2:
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if b_on and close[k] > b_lvl:
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b_on, bcd = False, 0 # closed above the setup's resistance: cancelled
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if s_on and close[k] < s_lvl:
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s_on, scd = False, 0
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if b_on and close[k] <= low[k - 2]:
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if bcd < 12:
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bcd += 1
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bmark = bcd
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if bcd == 8:
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b_c8 = close[k]
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elif low[k] <= b_c8:
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bcd, ev_cd, b_on, bmark = 13, 1, False, 13
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else:
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defer = 1
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if s_on and close[k] >= high[k - 2]:
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if scd < 12:
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scd += 1
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smark = scd
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if scd == 8:
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s_c8 = close[k]
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elif high[k] >= s_c8:
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scd, ev_cd, s_on, smark = 13, -1, False, 13
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else:
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defer = -1
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rows.append(dict(bcnt=bcnt if ev_setup != 1 else 9, scnt=scnt if ev_setup != -1 else 9,
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bcd=bcd if (b_on or ev_cd == 1) else 0, scd=scd if (s_on or ev_cd == -1) else 0,
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ev_setup=ev_setup, perf=perf, bmark=bmark, smark=smark, ev_cd=ev_cd, defer=defer))
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if ev_cd == 1:
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bcd = 0
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if ev_cd == -1:
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scd = 0
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return rows
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