Installation:
brew install ffmpeg
brew cask install xquartz
brew install gifsicle
usage for file with the name in.mov and output of out.gif:
ffmpeg -i in.mov -s 1400x900 -pix_fmt rgb24 -r 10 -f gif - | gifsicle --optimize=3 --delay=1 > out.gif
| import jesse.indicators as ta | |
| entry = ta.ema(self.candles, 50) | |
| stop = ta.ema(self.candles, 100) |
| # docs for self.get_candles: | |
| # https://docs.jesse-ai.com/docs/strategies/api.html#get-candles | |
| all_daily_candles = self.get_candles(self.exchange, self.symbol, '1D') | |
| # notice that "-1" would have have given me the current candle, | |
| # hence "-2" gives me the one before that which is yesterday's | |
| previous_day_candle = all_daily_candles[-2] | |
| previous_day_candle_low = previous_day_candle[4] |
| # My trading route is "4h". | |
| routes = [ | |
| ('Bitfinex', 'BTCUSD', '4h', 'TrendFollowingStrategy'), | |
| ] | |
| # I need to add an extra route to "extra_candles" below: | |
| extra_candles = [ | |
| ('Bitfinex', 'BTCUSD', '1D'), | |
| ] |
| # "4" is the index of low of the candle in Jesse's strategy API. | |
| # for more, read https://docs.jesse-ai.com/docs/strategies/api.html#current-candle | |
| last_20_lows = self.candles[-20:, 4] | |
| previous_low = np.min(last_20_lows) |
| # get the ATR indicator value for current candle | |
| atr = ta.atr(self.candles) | |
| # enter at current price with a market order | |
| entry = self.price | |
| stop = entry - (atr * 3) |
| entry_price = 100 | |
| stop_price = 90 | |
| risk_percentage = 0.03 | |
| capital_size = 10000 | |
| risk_per_qty = 100 - 90 # 10 | |
| position_size = ((risk_percentage * capital_size) / risk_per_qty) * entry_price | |
| position_qty = position_size / entry_price # 30 |
| entry_price = 100 | |
| stop_price = 80 | |
| risk_percentage = 0.03 | |
| capital_size = 10000 | |
| risk_per_qty = 100 - 80 # 20 | |
| position_size = ((risk_percentage * capital_size) / risk_per_qty) * entry_price | |
| position_qty = position_size / entry_price # 15 |
| echo "updaing ubuntu..." | |
| sudo apt-get -y update | |
| sudo apt-get -y upgrade | |
| sudo apt-get install git -y | |
| # python 3.8 | |
| echo "installing Python 3.8 ..." | |
| sudo apt-get -y install gcc binutils | |
| sudo apt-get update |
| def filters(self): | |
| return [ | |
| self.reward_to_risk_filter, | |
| ] |