There aren't many shared algos that trade candle patterns so I have shared this. Some candle patterns are very effective but never occur and some are very common but not especially effective. I have tried to combine a a few patterns that are reasonably effective and occur enough to generate a reasonable number of entries. Stops based on Average True Range are used to exit losing positions.
P.
Hello Adam,
'context.portfolio.cash' represents cash at hand plus cash credited from short positions.
Profit would be something like positions value + cash - starting cash.
Have a play with this code:
def initialize(context):
context.first = True
def handle_data(context, data):
if context.first:
order(sid(24), 1)
context.first = False
if context.portfolio.positions[sid(24)].amount != 0:
print context.portfolio.starting_cash
print context.portfolio.cash
print context.portfolio.positions_value
print context.portfolio.pnl
print context.portfolio.positions[sid(24)].cost_basis
print context.portfolio.starting_cash - \
(context.portfolio.positions[sid(24)].cost_basis * context.portfolio.positions[sid(24)].amount)
print context.portfolio.positions_value - \
(context.portfolio.positions[sid(24)].cost_basis * context.portfolio.positions[sid(24)].amount)
print context.portfolio.positions_value + context.portfolio.cash - context.portfolio.starting_cash
and try to work out some relationships.
P.
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