otbbdeploy

,signal_index,signal_direction,signal_definition
1,0,positive,"macd histogram(12,26,9) > 0 and slope of macd histogram(12,26,9) over 1 period crosses below 0"
3,1,positive,"macd histogram(12,26,9) > 0 and slope of macd histogram(12,26,9) over 1 period crosses below 0"
5,2,positive,"macd histogram(12,26,9) > 0 and slope of macd histogram(12,26,9) over 1 period crosses below 0"
7,3,positive,"macd histogram(12,26,9) > 0 and slope of macd histogram(12,26,9) over 1 period crosses below 0"
9,4,negative,"macd histogram(12,26,9) < 0 and slope of macd histogram(12,26,9) over 1 period crosses above 0"
11,5,negative,"macd histogram(12,26,9) < 0 and slope of macd histogram(12,26,9) over 1 period crosses above 0"
13,6,negative,"macd histogram(12,26,9) < 0 and slope of macd histogram(12,26,9) over 1 period crosses above 0"
16,7,negative,"macd histogram(12,26,9) < 0 and slope of macd histogram(12,26,9) over 1 period crosses above 0"
17,8,negative,"macd histogram(12,26,9) < 0 and slope of macd histogram(12,26,9) over 1 perio

otbbdeploy

# Set up the color scales
bupu = cl.scales['3']['seq']['BuPu']
colorscale = cl.interp( bupu, 16 )
colorscale.reverse()

# Create the data structure needed for plotly
i=0
data = []

while i < len(test_periods):

otbbdeploy

for p in test_periods:

    # Print our progress
    print('Running test period ' + str(p));
    
    # Create the condition
    condition = 'price change percentage(1) < ' + str(p)

    # Form the request
    request_data = {'symbol':symbol,'condition_id':1,'condition':condition,"periods":periods,'from':usingdatafrom,'to':usingdatato}

otbbdeploy

symbol = 'BTC:USD:daily'
test_periods = np.arange(-0.10,0,0.02)
periods = 45
usingdatafrom = "2017-01-09"
usingdatato = "2018-01-09"
apikey = "<your_api_key>"  # enter your own API key here (to request an API key visit gatsiva.com)

data_run_list = [] # List for mean return information
obs_num_list = [] # List for storing number of observations in each run

otbbdeploy

# Import utility libraries we will need
import requests
import json
import numpy as np
import pandas as pd
import warnings
import colorlover as cl

# Import plotly for graphing awesomeness
from plotly import __version__