search

TA-Lib / ta-lib-python

Python wrapper for TA-Lib (http://ta-lib.org/).
http://ta-lib.github.io/ta-lib-python
Other
9.46k stars 1.74k forks source link

I need RSISMA maybe help me #558

Open inglor38 opened 1 year ago

inglor38 commented 1 year ago

I want to get the SMA of the RSI indicator, but I have not been successful. It's not in the command extension either. Can you help?

mrjbq7 commented 1 year ago

Are you looking for something like:

>>> import numpy as np
>>> c = np.random.randn(100)
>>> import talib as ta
>>> rsi = ta.RSI(c)
>>> sma = ta.SMA(rsi)
mrjbq7 commented 1 year ago

Also, what's a command extension?

inglor38 commented 1 year ago 
def populate_indicators(self, dataframe: DataFrame, metadata: dict) ->

DataFrame:

RSI

    dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14)
    # SMA
    dataframe["sma"] = ta.SMA(dataframe["rsi"], timeperiod=14)

I wrote as above, it gives an error.

31 Eki 2022 Pzt 07:34 tarihinde John Benediktsson @.***> şunu yazdı:

Also, what's a command extension?

— Reply to this email directly, view it on GitHub https://github.com/mrjbq7/ta-lib/issues/558#issuecomment-1296529942, or unsubscribe https://github.com/notifications/unsubscribe-auth/AJXQCVZ6UDKZF7M24PFUKILWF5D6HANCNFSM6AAAAAARSHIGEY . You are receiving this because you authored the thread.Message ID: @.***>

mrjbq7 commented 1 year ago

What is the error?On Oct 31, 2022, at 12:17 AM, inglor38 @.***> wrote: def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:

RSI

    dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14)
    # SMA
    dataframe["sma"] = ta.SMA(dataframe["rsi"], timeperiod=14)

I wrote as above, it gives an error.

31 Eki 2022 Pzt 07:34 tarihinde John Benediktsson @.***> şunu yazdı:

Also, what's a command extension?

— Reply to this email directly, view it on GitHub https://github.com/mrjbq7/ta-lib/issues/558#issuecomment-1296529942, or unsubscribe https://github.com/notifications/unsubscribe-auth/AJXQCVZ6UDKZF7M24PFUKILWF5D6HANCNFSM6AAAAAARSHIGEY . You are receiving this because you authored the thread.Message ID: @.***>

—Reply to this email directly, view it on GitHub, or unsubscribe.You are receiving this because you commented.Message ID: @.***>

inglor38 commented 1 year ago

Can't control outputs. After writing all the positive data in this way, it turns negative. It seems that rsi cannot take the sma when I examine it in detail.

31 Eki 2022 Pzt 16:25 tarihinde John Benediktsson @.***> şunu yazdı:

What is the error?On Oct 31, 2022, at 12:17 AM, inglor38 @.***> wrote: def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:

RSI

dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14)

SMA

dataframe["sma"] = ta.SMA(dataframe["rsi"], timeperiod=14)

I wrote as above, it gives an error.

31 Eki 2022 Pzt 07:34 tarihinde John Benediktsson @.***> şunu yazdı:

Also, what's a command extension?

— Reply to this email directly, view it on GitHub https://github.com/mrjbq7/ta-lib/issues/558#issuecomment-1296529942, or unsubscribe < https://github.com/notifications/unsubscribe-auth/AJXQCVZ6UDKZF7M24PFUKILWF5D6HANCNFSM6AAAAAARSHIGEY

. You are receiving this because you authored the thread.Message ID: @.***>

—Reply to this email directly, view it on GitHub, or unsubscribe.You are receiving this because you commented.Message ID: @.***>

— Reply to this email directly, view it on GitHub https://github.com/mrjbq7/ta-lib/issues/558#issuecomment-1297086360, or unsubscribe https://github.com/notifications/unsubscribe-auth/AJXQCV6E7252X5GTDGZZNCTWF7CEJANCNFSM6AAAAAARSHIGEY . You are receiving this because you authored the thread.Message ID: @.***>

mrjbq7 commented 1 year ago

I don’t understand.

If you provide an example showing the inputs and the incorrect outputs or error, perhaps I can help.

On Mon, Oct 31, 2022 at 6:31 AM inglor38 @.***> wrote:

Can't control outputs. After writing all the positive data in this way, it turns negative. It seems that rsi cannot take the sma when I examine it in detail.

31 Eki 2022 Pzt 16:25 tarihinde John Benediktsson @.***> şunu yazdı:

What is the error?On Oct 31, 2022, at 12:17 AM, inglor38 @.***> wrote: def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:

RSI

dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14)

SMA

dataframe["sma"] = ta.SMA(dataframe["rsi"], timeperiod=14)

I wrote as above, it gives an error.

31 Eki 2022 Pzt 07:34 tarihinde John Benediktsson @.***> şunu yazdı:

Also, what's a command extension?

— Reply to this email directly, view it on GitHub https://github.com/mrjbq7/ta-lib/issues/558#issuecomment-1296529942, or unsubscribe <

https://github.com/notifications/unsubscribe-auth/AJXQCVZ6UDKZF7M24PFUKILWF5D6HANCNFSM6AAAAAARSHIGEY

. You are receiving this because you authored the thread.Message ID: @.***>

—Reply to this email directly, view it on GitHub, or unsubscribe.You are receiving this because you commented.Message ID: @.***>

— Reply to this email directly, view it on GitHub https://github.com/mrjbq7/ta-lib/issues/558#issuecomment-1297086360, or unsubscribe < https://github.com/notifications/unsubscribe-auth/AJXQCV6E7252X5GTDGZZNCTWF7CEJANCNFSM6AAAAAARSHIGEY

. You are receiving this because you authored the thread.Message ID: @.***>

— Reply to this email directly, view it on GitHub https://github.com/mrjbq7/ta-lib/issues/558#issuecomment-1297096335, or unsubscribe https://github.com/notifications/unsubscribe-auth/AAAF5A6RDAX5HKUEMVTZLDDWF7C27ANCNFSM6AAAAAARSHIGEY . You are receiving this because you commented.Message ID: @.***>

inglor38 commented 1 year ago

from freqtrade.strategy import IStrategy from pandas import DataFrame import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib from technical.util import resample_to_interval, resampled_merge from freqtrade.strategy import CategoricalParameter, DecimalParameter, IntParameter

class cingene(IStrategy):

INTERFACE_VERSION: int = 1
minimal_roi = {"0": 0.01}
stoploss = -0.02

timeframe = '15m'
can_short = True
startup_candle_count: int = 1

def populate_indicators(self, dataframe: DataFrame, metadata: dict) ->

DataFrame:

RSI

    dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14)
    # SMA
    dataframe["sma"] = ta.SMA(dataframe["rsi"], timeperiod=14)
    # Stoch fast
    stoch_fast = ta.STOCHF(dataframe, timeperiod=14)
    dataframe['fastd'] = stoch_fast['fastd']
    dataframe['fastk'] = stoch_fast['fastk']
    # MACD
    macd = ta.MACD(dataframe)
    dataframe["macd"] = macd["macd"]
    dataframe["macdsignal"] = macd["macdsignal"]
    dataframe["macdhist"] = macd["macdhist"]

    return dataframe

def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) ->

DataFrame: dataframe.loc[ ( (dataframe["rsi"] > dataframe["sma"]) & (dataframe["rsi"] <80)& (dataframe["fastk"] > dataframe["fastd"]) & (dataframe['macd'] > dataframe['macdsignal']) ), 'enter_long'] = 1 dataframe.loc[ ( (dataframe["rsi"] < dataframe["sma"]) & (dataframe["fastk"] < dataframe["fastd"]) & (dataframe['macd'] < dataframe['macdsignal']) ), 'enter_short'] = 1 return dataframe

def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) ->

DataFrame: dataframe.loc[ (

(dataframe["rsi"] < dataframe["sma"])|

    # (dataframe["rsi"] >75)

        ),
        'exit_long'] = 1
    dataframe.loc[
        (
   # (dataframe["rsi"] > dataframe["sma"])

        ),
        'exit_short'] = 1
    return dataframe

All code is here. Dataframe["sma"] calculating wrong. When I compare, there is a big difference between binance and calculation.

31 Eki 2022 Pzt 16:32 tarihinde John Benediktsson @.***> şunu yazdı:

I don’t understand.

If you provide an example showing the inputs and the incorrect outputs or error, perhaps I can help.

On Mon, Oct 31, 2022 at 6:31 AM inglor38 @.***> wrote:

Can't control outputs. After writing all the positive data in this way, it turns negative. It seems that rsi cannot take the sma when I examine it in detail.

31 Eki 2022 Pzt 16:25 tarihinde John Benediktsson @.***> şunu yazdı:

What is the error?On Oct 31, 2022, at 12:17 AM, inglor38 @.***> wrote: def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:

RSI

dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14)

SMA

dataframe["sma"] = ta.SMA(dataframe["rsi"], timeperiod=14)

I wrote as above, it gives an error.

31 Eki 2022 Pzt 07:34 tarihinde John Benediktsson @.***> şunu yazdı:

Also, what's a command extension?

— Reply to this email directly, view it on GitHub <https://github.com/mrjbq7/ta-lib/issues/558#issuecomment-1296529942 , or unsubscribe <

https://github.com/notifications/unsubscribe-auth/AJXQCVZ6UDKZF7M24PFUKILWF5D6HANCNFSM6AAAAAARSHIGEY

. You are receiving this because you authored the thread.Message ID: @.***>

—Reply to this email directly, view it on GitHub, or unsubscribe.You are receiving this because you commented.Message ID: @.***>

— Reply to this email directly, view it on GitHub https://github.com/mrjbq7/ta-lib/issues/558#issuecomment-1297086360, or unsubscribe <

https://github.com/notifications/unsubscribe-auth/AJXQCV6E7252X5GTDGZZNCTWF7CEJANCNFSM6AAAAAARSHIGEY

. You are receiving this because you authored the thread.Message ID: @.***>

— Reply to this email directly, view it on GitHub https://github.com/mrjbq7/ta-lib/issues/558#issuecomment-1297096335, or unsubscribe < https://github.com/notifications/unsubscribe-auth/AAAF5A6RDAX5HKUEMVTZLDDWF7C27ANCNFSM6AAAAAARSHIGEY

. You are receiving this because you commented.Message ID: @.***>

— Reply to this email directly, view it on GitHub https://github.com/mrjbq7/ta-lib/issues/558#issuecomment-1297098049, or unsubscribe https://github.com/notifications/unsubscribe-auth/AJXQCVYGVVLDKL6OJTD2H2TWF7DAFANCNFSM6AAAAAARSHIGEY . You are receiving this because you authored the thread.Message ID: @.***>

trufanov-nok commented 1 year ago

compare RSI, not SMA

inglor38 commented 1 year ago

But i need rsisma compare rsi

31 Eki 2022 Pzt 17:14 tarihinde Alexander Trufanov @.***> şunu yazdı:

compare RSI, not SMA

— Reply to this email directly, view it on GitHub https://github.com/mrjbq7/ta-lib/issues/558#issuecomment-1297154983, or unsubscribe https://github.com/notifications/unsubscribe-auth/AJXQCVY2CHOMLVEUGQ5MAKTWF7H3NANCNFSM6AAAAAARSHIGEY . You are receiving this because you authored the thread.Message ID: @.***>