From 4ef0d65cb66c6419c115988f67b858bb73006c9b Mon Sep 17 00:00:00 2001 From: Tas <3ylo.tt@gmail.com> Date: Wed, 17 Nov 2021 22:08:48 +0000 Subject: [PATCH 1/3] =?UTF-8?q?=E2=9A=A1=EF=B8=8F=20Switched=20to=20rollin?= =?UTF-8?q?g=5Fvwap?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- user_data/strategies/MoniGoManiHyperStrategy.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/user_data/strategies/MoniGoManiHyperStrategy.py b/user_data/strategies/MoniGoManiHyperStrategy.py index 8ad3aac21..219d1c625 100644 --- a/user_data/strategies/MoniGoManiHyperStrategy.py +++ b/user_data/strategies/MoniGoManiHyperStrategy.py @@ -210,7 +210,7 @@ def do_populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFr # ----------------- # VWAP - Volume Weighted Average Price - dataframe['vwap'] = qtpylib.vwap(dataframe) + dataframe['vwap'] = qtpylib.rolling_vwap(dataframe) return dataframe From 2b04d38875b9247f7b863e2be869f4b39b6fe720 Mon Sep 17 00:00:00 2001 From: Rikj000 Date: Sun, 21 Nov 2021 04:41:01 +0000 Subject: [PATCH 2/3] =?UTF-8?q?=E2=9A=A1=EF=B8=8F=20Switched=20more=20`VWA?= =?UTF-8?q?P`=20occurences=20to=20`Rolling=20VWAP`?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- user_data/strategies/MoniGoManiHyperStrategy.py | 16 ++++++++-------- 1 file changed, 8 insertions(+), 8 deletions(-) diff --git a/user_data/strategies/MoniGoManiHyperStrategy.py b/user_data/strategies/MoniGoManiHyperStrategy.py index 219d1c625..190c113ea 100644 --- a/user_data/strategies/MoniGoManiHyperStrategy.py +++ b/user_data/strategies/MoniGoManiHyperStrategy.py @@ -26,8 +26,8 @@ 'macd': lambda df: (df['macd'] > df['macdsignal']), # Weighted Buy Signal: MFI crosses above 20 (Under-bought / low-price and rising indication) 'mfi': lambda df: (qtpylib.crossed_above(df['mfi'], 20)), - # Weighted Buy Signal: VWAP crosses above current price - 'vwap_cross': lambda df: (qtpylib.crossed_above(df['vwap'], df['close'])), + # Weighted Buy Signal: Rolling VWAP crosses above current price + 'rolling_vwap_cross': lambda df: (qtpylib.crossed_above(df['rolling_vwap'], df['close'])), # Weighted Buy Signal: Price crosses above Parabolic SAR 'sar_cross': lambda df: (qtpylib.crossed_above(df['sar'], df['close'])), # Weighted Buy Signal: Stochastic Slow below 20 (Under-bought, indication of starting to move up) @@ -46,8 +46,8 @@ 'macd': lambda df: (df['macd'] < df['macdsignal']), # Weighted Sell Signal: MFI crosses below 80 (Over-bought / high-price and dropping indication) 'mfi': lambda df: (qtpylib.crossed_below(df['mfi'], 80)), - # Weighted Sell Signal: VWAP crosses below current price - 'vwap_cross': lambda df: (qtpylib.crossed_below(df['vwap'], df['close'])), + # Weighted Sell Signal: Rolling VWAP crosses below current price + 'rolling_vwap_cross': lambda df: (qtpylib.crossed_below(df['rolling_vwap'], df['close'])), # Weighted Sell Signal: Price crosses below Parabolic SAR 'sar_cross': lambda df: (qtpylib.crossed_below(df['sar'], df['close'])), # Weighted Sell Signal: Stochastic Slow above 80 (Over-bought, indication of starting to move down) @@ -100,7 +100,7 @@ class MoniGoManiHyperStrategy(MasterMoniGoManiHyperStrategy): # Plot configuration to show all Weighted Signals/Indicators used by MoniGoMani in FreqUI. # Also loads in MGM Framework Plots for Buy/Sell Signals/Indicators and Trend Detection. plot_config = MasterMoniGoManiHyperStrategy.populate_frequi_plots({ - # Main Plots Signals/Indicators (SMAs, EMAs, Bollinger Bands, VWAP, TEMA) + # Main Plots Signals/Indicators (SMAs, EMAs, Bollinger Bands, Rolling VWAP, TEMA) 'main_plot': { 'sma9': {'color': '#2c05f6'}, 'sma50': {'color': '#19038a'}, @@ -109,7 +109,7 @@ class MoniGoManiHyperStrategy(MasterMoniGoManiHyperStrategy): 'ema50': {'color': '#0a8963'}, 'ema200': {'color': '#074b36'}, 'bb_middleband': {'color': '#6f1a7b'}, - 'vwap': {'color': '#727272'}, + 'rolling_vwap': {'color': '#727272'}, 'tema': {'color': '#9345ee'} }, # Sub Plots - Each dict defines one additional plot @@ -209,8 +209,8 @@ def do_populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFr # Volume Indicators # ----------------- - # VWAP - Volume Weighted Average Price - dataframe['vwap'] = qtpylib.rolling_vwap(dataframe) + # Rolling VWAP - Volume Weighted Average Price + dataframe['rolling_vwap'] = qtpylib.rolling_vwap(dataframe) return dataframe From ac08540862b0d7e3e1067d0a512c1898462040b5 Mon Sep 17 00:00:00 2001 From: Rikj000 Date: Sun, 21 Nov 2021 04:47:33 +0000 Subject: [PATCH 3/3] =?UTF-8?q?=E2=9A=A1=EF=B8=8F=20Switched=20to=20`rolli?= =?UTF-8?q?ng=5Fvwap=5Fcross`?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- .../mgm_tools/TotalOverallSignalImportanceCalculator.py | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/user_data/mgm_tools/TotalOverallSignalImportanceCalculator.py b/user_data/mgm_tools/TotalOverallSignalImportanceCalculator.py index ceeffab43..4f8672612 100644 --- a/user_data/mgm_tools/TotalOverallSignalImportanceCalculator.py +++ b/user_data/mgm_tools/TotalOverallSignalImportanceCalculator.py @@ -68,7 +68,7 @@ def initialize_weighted_buy_signal_names(): 'sma_short_golden_cross', 'stoch', 'tema', - 'vwap_cross' + 'rolling_vwap_cross' ] @@ -81,7 +81,7 @@ def initialize_weighted_sell_signal_names(): 'sma_short_death_cross', 'stoch', 'tema', - 'vwap_cross' + 'rolling_vwap_cross' ] @@ -94,7 +94,7 @@ def initialize_combined_weighted_signal_names(): 'sma_short_golden_death_cross': ['sma_short_golden_cross', 'sma_short_death_cross'], 'stoch': ['stoch'], 'tema': ['tema'], - 'vwap_cross': ['vwap_cross'] + 'rolling_vwap_cross': ['rolling_vwap_cross'] }