jesse_ema_50_4h_strategy

import math
import sys
import datetime
from jesse.strategies import Strategy
import jesse.indicators as ta
from jesse import utils


class ExampleStrategy(Strategy):
    def __init__(self):
        super().__init__()
        print('Initiated ExampleStrategy')

        self.description = ''
        self.vars['last_balance'] = 4000.00
        self.vars['last_position_qty'] = 0.00

    def terminate(self):
        print('Backtest done')

    ##### INDICATORS #####
    # determines uptrend or downtrend based on ema 50 4h
    @property
    def anchor_trend_ema_50_4h(self):
        # use self.get_candles() to get the candles for the anchor timeframe
        ema = ta.ema(self.candles, 50, source_type="close", sequential=True)

        if self.price >= ema[-1]:
            return 1, ema  # uptrend
        else:
            return -1, ema  #downtrend


    ##### HYPERPARAMETERS #####
    def hyperparameters(self):
        return []


    ##### ENTRY RULES #####
    def should_buy_long(self) -> bool:
        anchor_trend_ema_50_4h, ema_value_50_4h = self.anchor_trend_ema_50_4h
        # if we dont have a buy
        if self.is_long == False:
            # if price > ema_50_4h  in current candle, we buy
            if self.price > ema_value_50_4h[-1]:
                return True

        return False

    def should_sell_long(self) -> bool:
        anchor_trend_ema_50_4h, ema_value_50_4h = self.anchor_trend_ema_50_4h
        timeValue = datetime.datetime.fromtimestamp(self.current_candle[0] / 1000)

        if self.position.is_open == True:
            # https://forum.jesse.trade/d/12-what-is-the-code-for-the-emas-crossed-above-and-crossed-below-function-please
            print("\nTime {0:%Y-%m-%d %H:%M:%S}: We have a buy, ema_value_50_4h = {1!r}, price = {2!r}, position = {3!r}".format(timeValue, ema_value_50_4h[-1], self.price, self.position.pnl))

            if self.price < ema_value_50_4h[-1]:
                # print("\nTime {0:%Y-%m-%d %H:%M:%S}: Selling at ema_value_50_4h = {1!r}, price = {2!r}, position = {3!r}".format(timeValue, ema_value_100_1D, self.price, self.position.pnl))
                self.description = '- EMA_50_4h crossed downtrend\n'
                return True
        else:
            print("\nTime {0:%Y-%m-%d %H:%M:%S}: We DO NOT have a buy, ema_value_50_4h = {1!r}, price = {2!r}, position = {3!r}".format(timeValue, ema_value_50_4h[-1], self.price, self.position.pnl))

        return False

    # si no tenemos una compra (posición abierta)
    def should_long(self) -> bool:
        if self.should_buy_long() == True:
            return True
        return False

    def should_short(self) -> bool:
        return False

    def should_cancel(self) -> bool:
        return False

    # Assuming there's an open position, this method is used to update exit points or to add to the size of the position if needed.
    def update_position(self):
        if self.should_buy_long() == True:
            self.go_buy_long(self.position.qty)

        if self.should_sell_long() == True:
            self.vars['last_balance'] = self.update_description_after_should_sell()
            self.take_profit = self.position.qty, self.price


    ##### POSITION SIZE #####
    def go_buy_long(self, input_qty):
        qty = self.vars['last_balance'] / self.price
        self.vars['last_position_qty'] = qty
        entry = self.price
        stop = entry - ((20*self.price) / 100)  # 20% stop loss test
        self.buy = qty, entry
        self.stop_loss = qty, stop

        self.description = '\n--- Result Buy ---\n'
        self.description += '- Initial capital: ' + str(self.vars['last_balance']) + '\n'
        self.description += '- Qty bought: ' + str(qty) + '\n'

    def go_long(self):
        self.go_buy_long(1)

    def go_short(self):
        pass


    ############### DESCRIPTION UPDATE (for tradingview) #################
    def update_description_after_should_sell(self) -> float:
        self.description += '\n--- Result Sell ---\n'

        # self.position.entry_price
        # fee = self.balance * self.fee_rate
        # dinero obtenido
        total_after_sell = (self.position.qty * self.price) - ((self.position.qty * self.price) * self.fee_rate)
        total_after_sell = round(total_after_sell, 2)

        if total_after_sell > self.vars['last_balance']:
            total_result_obtained = round(total_after_sell - self.vars['last_balance'], 2)
            self.description += '- Initial capital: ' + str(self.vars['last_balance']) + '\n'
            self.description += '- Total won: +' + str(total_result_obtained) + '\n'
            self.description += '- Result after sell: ' + str(total_after_sell) + '\n'
        else:
            total_result_obtained = round(self.vars['last_balance'] - total_after_sell, 2)
            self.description += '- Initial capital: ' + str(self.vars['last_balance'] ) + '\n'
            self.description += '- Total lost: -' + str(total_result_obtained) + '\n'
            self.description += '- Result after sell: ' + str(total_after_sell) + '\n'

        return total_after_sell