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@@ -131,7 +131,6 @@ class TestStrategy(bt.Strategy):
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# and (self.net_pct_l[0] > 10) and (self.net_pct_xl[0] > 3) \
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# and (self.net_amount_main[-1] > 0) and (self.net_amount_main[0] > 0)
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-
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if len(self) > self.params.num:
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vola = self.params.Volatility / 100
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rate = self.params.rate / 100
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@@ -144,8 +143,13 @@ class TestStrategy(bt.Strategy):
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(lowest * (1 - vola)) < self.low[-1] < (lowest * (1 + vola)))) \
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and self.volume[0] >= self.volume[-1] and self.dataclose[0] > self.dataopen[0] \
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and self.sma5[0] < self.sma10[0] and self.sma10[0] > self.sma20[0]:
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- self.order = self.buy()
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- self.pos_price = self.low[-1]
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+ while True:
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+ m = -3
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+ if (self.hl[m] == 2 or self.hl[m] == 1) and self.macd[m] < self.macd[-1] and self.dataclose[m] > self.dataclose[-1]:
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+ self.order = self.buy()
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+ self.pos_price = self.low[-1]
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+ break
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+ m -= 1
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elif ((self.hl[0] == 5 or self.dataclose[0] < self.sma5[0]) and ((highest * (1 - vola)) < self.high[-2] < (highest * (1 + vola)))) \
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or self.dataclose[0] < self.pos_price:
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self.order = self.close()
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