Guest User

Untitled

a guest
Feb 21st, 2018
95
0
Never
Not a member of Pastebin yet? Sign Up, it unlocks many cool features!
text 1.39 KB | None | 0 0
  1. def ST(high, low, close, atr, prevfinaluband, prevfinallband, prevsupertrend,
  2. prevclose, multiplier):
  3. upperbasicband = ((high+low)/2 + (multiplier * atr))
  4. lowerbasicband = ((high+low)/2 - (multiplier * atr))
  5. if upperbasicband < prevfinaluband or prevclose > prevfinaluband:
  6. upperband = upperbasicband
  7. else:
  8. upperband = prevfinaluband
  9. if lowerbasicband > prevfinallband or prevclose < prevfinallband:
  10. lowerband = lowerbasicband
  11. else:
  12. lowerband = prevfinallband
  13.  
  14. if prevsupertrend == prevfinaluband:
  15. if close <= upperband:
  16. supertrend = upperband
  17. else:
  18. supertrend = lowerband
  19. else:
  20. if prevsupertrend == prevfinallband:
  21. if close >= lowerband:
  22. supertrend = lowerband
  23. else:
  24. supertrend = upperband
  25. else:
  26. supertrend = 0.0
  27.  
  28. return upperbasicband, lowerbasicband, upperband, lowerband, supertrend
  29.  
  30.  
  31.  
  32. for i in range(1, len(stockdata)):
  33. if np.isnan(stockdata['atr'][i]):
  34. continue
  35. uband, lband, finaluband, finallband, supert =
  36. customindicator.ST(stockdata['high'][i], stockdata['low'][i],
  37. stockdata['close'][i], stockdata['atr'][i],
  38. stockdata['finaluband'][i-1], stockdata['finallband'][i-1],
  39. stockdata['supert'][i-1], stockdata['close'][i-1],
  40. multiplier =7)
Add Comment
Please, Sign In to add comment