April 2015
Intermediate to advanced
264 pages
5h 31m
English
Here is the algorithm for calculating the DMAC in pseudocode:
This is the code we started with, which passed all the tests:
def get_crossover_signal(self, on_date): cpl = [] for i in range(11): chk = on_date.date() - timedelta(i) for price_event in reversed(self.price_history): if price_event.timestamp.date() > chk: pass if price_event.timestamp.date() == chk: cpl.insert(0, price_event) break if price_event.timestamp.date() < chk: cpl.insert(0, price_event) break # Return NEUTRAL signal if len(cpl) < 11: return 0 # BUY signal ...
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