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    Anil Bhatt

    @Anil Bhatt

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    Latest posts made by Anil Bhatt

    • How to calculate Chaikin Money Flow

      I'm trying to calculate Chaikin Money flow class but unable to match result with excel calculation, can someone help me here :

      1. Money Flow Multiplier = [(Close - Low) - (High - Close)] /(High - Low)

      2. Money Flow Volume = Money Flow Multiplier x Volume for the Period

      3. 20-period CMF = 20-period Sum of Money Flow Volume / 20 period Sum of Volume

      def __init__(self):
      
          # Let the indicator get enough data
          self.addminperiod(self.p.len)
      
          # Aliases to avoid long lines
          c = self.data.close
          h = self.data.high
          l = self.data.low
          v = self.data.volume
      
          self.data.ad = ((((c  -  l) - (h - c)) / (h - l) ) * v)
          self.lines.money_flow = bt.indicators.SumN(self.data.ad, period=self.p.len) / bt.indicators.SumN(
              self.data.volume, period=self.p.len)
      

      final calculation is different from excel calculation. Can any one pls help here.

      posted in Indicators/Strategies/Analyzers
      A
      Anil Bhatt
    • RE: Unable to load talib module.

      Yes i doubt it too but it seems install.

      pip freeze

      alabaster==0.7.10
      anaconda-client==1.6.5
      anaconda-navigator==1.6.9
      anaconda-project==0.8.0
      asn1crypto==0.22.0
      astroid==1.5.3
      astropy==2.0.2
      Babel==2.5.0
      backports-abc==0.5
      backports.functools-lru-cache==1.4
      backports.shutil-get-terminal-size==1.0.0
      backports.ssl-match-hostname==3.5.0.1
      backtrader==1.9.60.122
      beautifulsoup4==4.6.0
      bitarray==0.8.1
      bkcharts==0.2
      blaze==0.11.3
      bleach==2.0.0
      bokeh==0.12.10
      boto==2.48.0
      Bottleneck==1.2.1
      cdecimal==2.3
      certifi==2017.7.27.1
      cffi==1.10.0
      chardet==3.0.4
      click==6.7
      cloudpickle==0.4.0
      clyent==1.2.2
      colorama==0.3.9
      conda==4.3.30
      conda-build==3.0.27
      conda-verify==2.0.0
      configparser==3.5.0
      contextlib2==0.5.5
      cryptography==2.0.3
      cycler==0.10.0
      Cython==0.26.1
      cytoolz==0.8.2
      dask==0.15.3
      datashape==0.5.4
      decorator==4.1.2
      distributed==1.19.1
      docutils==0.14
      entrypoints==0.2.3
      enum34==1.1.6
      et-xmlfile==1.0.1
      fastcache==1.0.2
      filelock==2.0.12
      Flask==0.12.2
      Flask-Cors==3.0.3
      funcsigs==1.0.2
      functools32==3.2.3.post2
      futures==3.1.1
      gevent==1.2.2
      glob2==0.5
      gmpy2==2.0.8
      greenlet==0.4.12
      grin==1.2.1
      h5py==2.7.0
      heapdict==1.0.0
      html5lib==0.999999999
      idna==2.6
      imageio==2.2.0
      imagesize==0.7.1
      ipaddress==1.0.18
      ipykernel==4.6.1
      ipython==5.4.1
      ipython-genutils==0.2.0
      ipywidgets==7.0.0
      isort==4.2.15
      itsdangerous==0.24
      jdcal==1.3
      jedi==0.10.2
      Jinja2==2.9.6
      jsonschema==2.6.0
      jupyter-client==5.1.0
      jupyter-console==5.2.0
      jupyter-core==4.3.0
      jupyterlab==0.27.0
      jupyterlab-launcher==0.4.0
      lazy-object-proxy==1.3.1
      llvmlite==0.20.0
      locket==0.2.0
      lxml==4.1.0
      MarkupSafe==1.0
      matplotlib==2.1.0
      mccabe==0.6.1
      mistune==0.7.4
      mpmath==0.19
      msgpack-python==0.4.8
      multipledispatch==0.4.9
      navigator-updater==0.1.0
      nbconvert==5.3.1
      nbformat==4.4.0
      networkx==2.0
      nltk==3.2.4
      nose==1.3.7
      notebook==5.0.0
      numba==0.35.0+10.g143f70e90.dirty
      numexpr==2.6.2
      numpy==1.13.3
      numpydoc==0.7.0
      odo==0.5.1
      olefile==0.44
      openpyxl==2.4.8
      packaging==16.8
      pandas==0.20.3
      pandocfilters==1.4.2
      partd==0.3.8
      path.py==10.3.1
      pathlib2==2.3.0
      patsy==0.4.1
      pep8==1.7.0
      pexpect==4.2.1
      pickleshare==0.7.4
      Pillow==4.2.1
      pkginfo==1.4.1
      ply==3.10
      prompt-toolkit==1.0.15
      psutil==5.4.0
      ptyprocess==0.5.2
      py==1.4.34
      pycairo==1.13.3
      pycodestyle==2.3.1
      pycosat==0.6.2
      pycparser==2.18
      pycrypto==2.6.1
      pycurl==7.43.0
      pyflakes==1.6.0
      Pygments==2.2.0
      pylint==1.7.4
      pyodbc==4.0.17
      pyOpenSSL==17.2.0
      pyparsing==2.2.0
      PySocks==1.6.7
      pytest==3.2.1
      python-dateutil==2.6.1
      pytz==2017.2
      PyWavelets==0.5.2
      PyYAML==3.12
      pyzmq==16.0.2
      QtAwesome==0.4.4
      qtconsole==4.3.1
      QtPy==1.3.1
      requests==2.18.4
      rope==0.10.5
      ruamel-yaml==0.11.14
      scandir==1.6
      scikit-image==0.13.0
      scikit-learn==0.19.1
      scipy==0.19.1
      seaborn==0.8
      simplegeneric==0.8.1
      singledispatch==3.4.0.3
      six==1.11.0
      snowballstemmer==1.2.1
      sortedcollections==0.5.3
      sortedcontainers==1.5.7
      Sphinx==1.6.3
      sphinxcontrib-websupport==1.0.1
      spyder==3.2.4
      SQLAlchemy==1.1.13
      statsmodels==0.8.0
      subprocess32==3.2.7
      sympy==1.1.1
      TA-Lib==0.4.16
      tables==3.4.2
      tblib==1.3.2
      terminado==0.6
      testpath==0.3.1
      toolz==0.8.2
      tornado==4.5.2
      traitlets==4.3.2
      typing==3.6.2
      unicodecsv==0.14.1
      urllib3==1.22
      wcwidth==0.1.7
      webencodings==0.5.1
      Werkzeug==0.12.2
      widgetsnbextension==3.0.2
      wrapt==1.10.11
      xlrd==1.1.0
      XlsxWriter==1.0.2
      xlwt==1.3.0
      zict==0.1.3

      also when i run

      python -V

      Python 2.7.14 :: Anaconda, Inc.

      any way to debug it?

      posted in Indicators/Strategies/Analyzers
      A
      Anil Bhatt
    • Unable to load talib module.

      File "backTest.py", line 9, in <module>
      from upstox_api.api import *
      File "/root/miniconda3/lib/python2.7/site-packages/myapi/api.py", line 21, in <module>
      install_aliases()
      File "/root/miniconda3/lib/python2.7/site-packages/future/standard_library/init.py", line 483, in install_aliases
      import test
      File "/var/www/algo_trading/test.py", line 2, in <module>
      self.psar = bt.talib.SAR(self.datas[0].high, self.datas[0].low)
      AttributeError: 'module' object has no attribute 'SAR'

      posted in Indicators/Strategies/Analyzers
      A
      Anil Bhatt
    • Calculating Stochastic Momentum Index

      Hi Fellas,

      Does anyone help me calculate Stochastic Momentum Index(SMI)
      https://wiki.timetotrade.com/Stochastic_Momentum_Index

      Or can share any example code for same.

      Thanks
      Anil

      posted in Indicators/Strategies/Analyzers
      A
      Anil Bhatt