| # SPDX-License-Identifier: LicenseRef-PolyForm-Noncommercial-1.0.0 (see LICENSE)
|
| """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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|
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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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|
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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
|
