MOST indicator

[tarantula3535]

i am work to write this indicator....
https://tr.tradingview.com/v/28ZcW4nv/ MOST by Anıl ÖZEKŞİ actually good filtering buy or sell ... her is the code... my problem is so slow the backtesting. where is the wrong or why my codes are so slow in the backtesting?

def MOST(dataframe , percent, length):
    import talib.abstract as ta
    emacol = 'ema_' + str(length) + '_' + str(percent)
    mostcol = 'most_' + str(length) + '_' + str(percent)
    dataframe[emacol] = ta.EMA( dataframe , timeperiod = length)
    dataframe[emacol] = dataframe[emacol].fillna(method="bfill")
    dataframe['tempema'] = 0.000000
    dataframe['trend'] = -1
    dataframe[mostcol] = 0.000000
    for i in range(1,len(dataframe[emacol])):
        if (dataframe['trend'][i-1] == 1) & (dataframe['tempema'][i-1] >= dataframe[emacol][i]):
            dataframe.loc[i,'tempema'] = dataframe.loc[i-1,'tempema']
        elif (dataframe['trend'][i-1] == 1) & (dataframe['tempema'][i-1] < dataframe[emacol][i]):
            dataframe.loc[i,'tempema'] = dataframe.loc[i,emacol]
        elif (dataframe['trend'][i-1] == -1) & (dataframe['tempema'][i-1] <= dataframe[emacol][i]):
            dataframe.loc[i,'tempema'] = dataframe.loc[i-1,'tempema']
        elif (dataframe['trend'][i-1] == -1) & (dataframe['tempema'][i-1] > dataframe[emacol][i]):
            dataframe.loc[i,'tempema'] = dataframe.loc[i,emacol]

        if (dataframe[emacol][i] >= dataframe[mostcol][i-1]) & (dataframe['trend'][i-1] == 1):
            dataframe.loc[i,'trend'] = 1
            dataframe.loc[i,mostcol] = dataframe['tempema'][i]*(1-percent)
        elif (dataframe[emacol][i] <= dataframe[mostcol][i-1]) & (dataframe['trend'][i-1] == -1):
            dataframe.loc[i,'trend'] = -1
            dataframe.loc[i,mostcol] = dataframe['tempema'][i]*(1+percent)
        elif (dataframe[emacol][i] >= dataframe[mostcol][i-1]) & (dataframe['trend'][i-1] == -1):
            dataframe.loc[i,'trend'] = 1
            dataframe.loc[i,mostcol] = dataframe['tempema'][i]*(1-percent)
        elif (dataframe[emacol][i] <= dataframe[mostcol][i-1]) & (dataframe['trend'][i-1] == 1):
            dataframe.loc[i,'trend'] = -1
            dataframe.loc[i,mostcol] = dataframe['tempema'][i]*(1+percent)
    return {
        emacol : dataframe[emacol] ,
        mostcol : dataframe[mostcol]
    }

[tarantula3535]

i find a bug in this code and recalculate. now same result at the tradingview... and add MAtype

def MOST2(dataframe,  percent=2, length=8, MAtype=1):
    import talib.abstract as ta
    df = dataframe.copy()
    mostvalue = 'MOST_' + str(length) + '_' + str(percent)
    mavalue = 'MA_' + str(length) + '_' + str(percent)
    trend = 'Trend_' + str(length) + '_' + str(percent)
    # Compute basic upper and lower bands
    if MAtype==1:
        df[mavalue]=ta.EMA(df , timeperiod = length)
    elif MAtype==2:
        df[mavalue]=ta.DEMA(df , timeperiod = length)
    elif MAtype==3:
        df[mavalue]=ta.T3(df , timeperiod = length)
    df['basic_ub'] = df[mavalue] * (1+percent/100)
    df['basic_lb'] = df[mavalue] * (1-percent/100)
    # Compute final upper and lower bands
    df['final_ub'] = 0.00
    df['final_lb'] = 0.00
    for i in range(length, len(df)):
        df['final_ub'].iat[i] = df['basic_ub'].iat[i] if df['basic_ub'].iat[i] < df['final_ub'].iat[i - 1] or df[mavalue].iat[i - 1] > df['final_ub'].iat[i - 1] else df['final_ub'].iat[i - 1]
        df['final_lb'].iat[i] = df['basic_lb'].iat[i] if df['basic_lb'].iat[i] > df['final_lb'].iat[i - 1] or df[mavalue].iat[i - 1] < df['final_lb'].iat[i - 1] else df['final_lb'].iat[i - 1]
    # Set the MOST value
    df[mostvalue] = 0.00
    for i in range(length, len(df)):
        df[mostvalue].iat[i] = df['final_ub'].iat[i] if df[mostvalue].iat[i - 1] == df['final_ub'].iat[i - 1] and df[mavalue].iat[i] <= df['final_ub'].iat[i] else \
                        df['final_lb'].iat[i] if df[mostvalue].iat[i - 1] == df['final_ub'].iat[i - 1] and df[mavalue].iat[i] >  df['final_ub'].iat[i] else \
                        df['final_lb'].iat[i] if df[mostvalue].iat[i - 1] == df['final_lb'].iat[i - 1] and df[mavalue].iat[i] >= df['final_lb'].iat[i] else \
                        df['final_ub'].iat[i] if df[mostvalue].iat[i - 1] == df['final_lb'].iat[i - 1] and df[mavalue].iat[i] <  df['final_lb'].iat[i] else 0.00
    # Mark the trend direction up/down
    df[trend] = np.where((df[mostvalue] > 0.00), np.where((df[mavalue] < df[mostvalue]), 'down',  'up'), np.NaN)
    # Remove basic and final bands from the columns
    df.drop(['basic_ub', 'basic_lb', 'final_ub', 'final_lb'], inplace=True, axis=1)
    df.fillna(0, inplace=True)
    return df

[hroff-1902]

is it explained anywhere else, beside that page at tradingview?

[tarantula3535]

yes.. http://teknikanalizsanati.com/pagesorgulama.aspx?bolum=MOST&sayfano=3&kategoriSira=84

[hroff-1902]

The text there is placed there as a picture, untranslatable with an online translator, to get the description in English...

The code in tradingview is closed non-public, are you sure you do not violate copyright of the author of it rewriting it in python?

[tarantula3535]

yes i write publisher Anil Özekşi on twitter.. only with the condition that we publish the indicator name is "MOST"

[hroff-1902]

• the permission to use should be public
• the problem with this indicator is that the description is in Turkish language, is not described anywhere else, and is posted as a picture, so I cannot even use an online translator to translate and understand the idea/verify the implementation.

For the sake of analogy, in Wikipedia terms, I would say it falls into the "original research" (https://en.wikipedia.org/wiki/Wikipedia:No_original_research) category -- an indicator which is only described in one (or a few) article by its creator and not used anywhere else...

[equinox794]

Traceback (most recent call last): line xx, in MOST2 df = dataframe.copy() AttributeError: 'float' object has no attribute 'copy'

[xmatthias]

well you're not calling the indicator correctly. it should be MOST2(dataframe, <parameters>) - and it seems like you're missing the dataframe parameter.

[equinox794]

thanks for answer

klines = client.get_klines(symbol=symbol, interval=Client.KLINE_INTERVAL_5MINUTE)
klines = df(klines)
test = MOST2(klines,  percent=2, length=8, MAtype=1)
print(test)

Traceback (most recent call last): File "most2.py", line 64, in test = MOST2(klines, percent=2, length=8, MAtype=1) File "d:\p\most2.py", line 35, in MOST2 df[mavalue]=ta.EMA(df , timeperiod = length) File "_abstract.pxi", line 398, in talib._ta_lib.Function.call File "_abstract.pxi", line 270, in talib._ta_lib.Function.set_function_args File "_abstract.pxi", line 221, in talib._ta_lib.Function.set_input_arrays Exception: input_arrays parameter missing required data key: close

[xmatthias]

The whole technical library is intended to be used with freqtrade - or with a dataframe formatted as such. which means, the following keys are requried: ["date", "open", "high", "low", "close"].

Not all indicators will use all columns - but to be on the safe side, best have all of them available.