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from concurrent.futures import thread
from zlib import Z_BEST_COMPRESSION, Z_BEST_SPEED, Z_BLOCK
import requests
from tradingview_ta import TA_Handler, Interval
import time
from datetime import datetime
import requests
import pandas as pd
import threading
import plotly.graph_objects as go # pip install plotly==5.10.0
import vectorbt as vbt
import pandas_ta as ta
import webbrowser
import numpy as np
import math
from prophet import Prophet
from prophet.plot import plot_plotly, plot_components_plotly
import matplotlib.pyplot as plt
import matplotlib.image as mpimg
import mplfinance as mpf
import yfinance as yf
import pytz
print("Başlıyoruz...")
pd.set_option('display.max_rows', None)
now = datetime.now()
zaman = now.strftime("%d-%m-%y %H:%M:%S")
url = "https://fapi.binance.com/fapi/v1/ticker/24hr"
r = requests.get(url)
result = r.json()
symbols = []
for i in result:
vol = i['volume']
sembol = i['symbol']
symbols.append(sembol)
while True:
print("DENİZHAN TOY COİN TARAMA PROGRAMINA HOŞ GELDİNİZ MENU YU KULLANMAK İÇİN NUMARA GİRMELİSİNİZ",
"\n MENU 0 == exit"
"\n MENU 1 == 5 DK RSI TARAMA "
"\n MENU 2 == ADX TARAMA"
"\n MENU 3 == 1 Dk ARTIŞ TARAMA"
"\n MENU 4 == COİN SORGULA"
"\n MENU 5 == GENEL SORGULAMA"
"\n MENU 6 == 4 SAATLİK RSI + MA + DESTEK DİRENÇ"
"\n MENU 7 == GRAFİK BAKAR"
"\n MENU 8 == RSI modul"
"\n MENU 9 == BACKTEST modul")
menu = input('Yapmak istediğiniz işlemi seçiniz:')
def rsiscan():
yuksek = []
alcak = []
for i in symbols:
tesla = TA_Handler()
tesla.set_symbol_as(i)
tesla.set_exchange_as_crypto_or_stock("BINANCE")
tesla.set_screener_as_crypto()
tesla.set_interval_as(Interval.INTERVAL_5_MINUTES)
try:
analiz = tesla.get_analysis()
ta = tesla.get_indicators()
#print(i,analiz.indicators['change'])
except Exception as e:
continue
if (ta['RSI'] <= 30) & (ta['RSI[1]'] >= 30):
yuksek.append({"symbols":i,"PRİCE": ta['close'],"SMA10" : ta['SMA10'], "SMA20": ta['SMA20'],"BOL": ta['BB.upper'],"RSI":ta['RSI'],"ADX+DI":ta['ADX+DI'],"ADX-DI":ta['ADX-DI'],"support":ta['Pivot.M.Fibonacci.S1'],"resisdant":ta['Pivot.M.Fibonacci.R1']})
if (ta['RSI'] > 70) & (ta['RSI[1]'] < 70):
alcak.append({"symbols":i,"PRİCE": ta['close'],"SMA10" : ta['SMA10'], "SMA20": ta['SMA20'],"BOL": ta['BB.upper'],"RSI":ta['RSI'],"ADX+DI":ta['ADX+DI'],"ADX-DI":ta['ADX-DI'],"support":ta['Pivot.M.Fibonacci.S1'],"resisdant":ta['Pivot.M.Fibonacci.R1']})
elif "":
print("Başka yok... Dönüyoruz")
dfy = pd.DataFrame.from_dict(yuksek)
dfa = pd.DataFrame.from_dict(alcak)
data = pd.DataFrame(dfy)
data2 = pd.DataFrame(dfa)
dfy = pd.DataFrame.from_dict(yuksek)
dfa = pd.DataFrame.from_dict(alcak)
data = pd.DataFrame(dfy)
data2 = pd.DataFrame(dfa)
print("AL")
print(data.to_markdown())
print("SAT")
print(data2.to_markdown())
def artis1():
for i in symbols:
tesla = TA_Handler()
tesla.set_symbol_as(i)
tesla.set_exchange_as_crypto_or_stock("BINANCE")
tesla.set_screener_as_crypto()
tesla.set_interval_as(Interval.INTERVAL_1_MINUTE)
try:
analiz = tesla.get_analysis()
ta = tesla.get_indicators()
#print(i,analiz.indicators['change'])
except Exception as e:
continue
if ta['change'] > 1:
print(i,ta['change'])
print(f" 5 dakikalık {i}",{"symbols":i,"PRİCE": ta['close'],"SMA10" : ta['SMA10'], "SMA20": ta['SMA20'],"BOL": ta['BB.upper'],"RSI":ta['RSI'],"ADX+DI":ta['ADX+DI'],"ADX-DI":ta['ADX-DI'],"support":ta['Pivot.M.Fibonacci.S1'],"resisdant":ta['Pivot.M.Fibonacci.R1']})
if ta['change'] < -1:
print(i,ta['change'])
print(f"5 dakikalık {i}",{"symbols":i,"PRİCE": ta['close'],"SMA10" : ta['SMA10'], "SMA20": ta['SMA20'],"BOL": ta['BB.upper'],"RSI":ta['RSI'],"ADX+DI":ta['ADX+DI'],"ADX-DI":ta['ADX-DI'],"support":ta['Pivot.M.Fibonacci.S1'],"resisdant":ta['Pivot.M.Fibonacci.R1']})
def artis5():
yuksek = []
alcak = []
for i in symbols:
tesla = TA_Handler()
tesla.set_symbol_as(i)
tesla.set_exchange_as_crypto_or_stock("BINANCE")
tesla.set_screener_as_crypto()
tesla.set_interval_as(Interval.INTERVAL_5_MINUTES)
try:
analiz = tesla.get_analysis()
ta = tesla.get_indicators()
except Exception as e:
continue
if (ta['ADX+DI'] > ta['ADX-DI']) & (ta['ADX+DI[1]'] < ta['ADX-DI[1]']):
yuksek.append({"symbols":i,"PRİCE": ta['close'],"SMA10" : ta['SMA10'], "SMA20": ta['SMA20'],"BOL": ta['BB.upper'],"RSI":ta['RSI'],"ADX+DI":ta['ADX+DI'],"ADX-DI":ta['ADX-DI'],"support":ta['Pivot.M.Fibonacci.S1'],"resisdant":ta['Pivot.M.Fibonacci.R1']})
if (ta['ADX+DI'] < ta['ADX-DI']) & (ta['ADX+DI[1]'] > ta['ADX-DI[1]']):
alcak.append({"symbols":i,"PRİCE": ta['close'],"SMA10" : ta['SMA10'], "SMA20": ta['SMA20'],"BOL": ta['BB.upper'],"RSI":ta['RSI'],"ADX+DI":ta['ADX+DI'],"ADX-DI":ta['ADX-DI'],"support":ta['Pivot.M.Fibonacci.S1'],"resisdant":ta['Pivot.M.Fibonacci.R1']})
elif "":
print("Başka yok... Dönüyoruz")
dfy = pd.DataFrame.from_dict(yuksek)
dfa = pd.DataFrame.from_dict(alcak)
data = pd.DataFrame(dfy)
data2 = pd.DataFrame(dfa)
dfy = pd.DataFrame.from_dict(yuksek)
dfa = pd.DataFrame.from_dict(alcak)
data = pd.DataFrame(dfy)
data2 = pd.DataFrame(dfa)
print("AL")
print(data.to_markdown())
print("SAT")
print(data2.to_markdown())
def sorgu():
sembol = input('SORMAK İSTEDİĞİN COİN? :').upper()+"USDT"
yuksek = []
alcak = []
day = TA_Handler(symbol=sembol,screener="crypto",exchange="BINANCE",interval=Interval.INTERVAL_1_DAY)
four = TA_Handler(symbol=sembol,screener="crypto",exchange="BINANCE",interval=Interval.INTERVAL_4_HOURS)
hour = TA_Handler(symbol=sembol,screener="crypto",exchange="BINANCE",interval=Interval.INTERVAL_1_HOUR)
fiveteen = TA_Handler(symbol=sembol,screener="crypto",exchange="BINANCE",interval=Interval.INTERVAL_15_MINUTES)
five = TA_Handler(symbol=sembol,screener="crypto",exchange="BINANCE",interval=Interval.INTERVAL_5_MINUTES)
try:
recoday = day.get_analysis().summary["RECOMMENDATION"]
recofour = four.get_analysis().summary["RECOMMENDATION"]
recohour = hour.get_analysis().summary["RECOMMENDATION"]
recofiveteen = fiveteen.get_analysis().summary["RECOMMENDATION"]
recofive = five.get_analysis().summary["RECOMMENDATION"]
ta = five.get_indicators()
destek1 = ta['Pivot.M.Fibonacci.S1']
destek2 = ta['Pivot.M.Fibonacci.S2']
destek3 = ta['Pivot.M.Fibonacci.S3']
orta = ta['Pivot.M.Fibonacci.Middle']
direnc1 = ta['Pivot.M.Fibonacci.R1']
direnc2 = ta['Pivot.M.Fibonacci.R2']
direnc3 = ta['Pivot.M.Fibonacci.R3']
except Exception as e:
pass
# print({"SYMBOL":i,"FİYAT":ta['close'],"REC5M":reco})
if "BUY" in recoday:
yuksek.append({"SYMBOL":sembol,"FİYAT":ta['close'],"REC5M":recofive,"REC15M":recofiveteen,"REC1H":recohour,"REC4H":recofour,"destek1":destek1,"destek2":destek2,"destek3":destek3,"orta":orta,"direnc1":direnc1,"direnc2":direnc2,"direnc3":direnc3})
if "SELL" in recoday :
# print({"SYMBOL":i,"FİYAT":ta['close'],"REC5M":reco})
alcak.append({"SYMBOL":sembol,"FİYAT":ta['close'],"REC5M":recofive,"REC15M":recofiveteen,"REC1H":recohour,"REC4H":recofour,"destek1":destek1,"destek2":destek2,"destek3":destek3,"orta":orta,"direnc1":direnc1,"direnc2":direnc2,"direnc3":direnc3})
elif "":
print("Başka yok... Dönüyoruz")
dfy = pd.DataFrame.from_dict(yuksek)
dfa = pd.DataFrame.from_dict(alcak)
data = pd.DataFrame(dfy)
data2 = pd.DataFrame(dfa)
dfy = pd.DataFrame.from_dict(yuksek)
dfa = pd.DataFrame.from_dict(alcak)
data = pd.DataFrame(dfy)
data2 = pd.DataFrame(dfa)
print(data.to_markdown())
print(data2.to_markdown())
def genel():
yuksek = []
alcak = []
for i in symbols:
day = TA_Handler(symbol=i,screener="crypto",exchange="BINANCE",interval=Interval.INTERVAL_1_DAY)
four = TA_Handler(symbol=i,screener="crypto",exchange="BINANCE",interval=Interval.INTERVAL_4_HOURS)
hour = TA_Handler(symbol=i,screener="crypto",exchange="BINANCE",interval=Interval.INTERVAL_1_HOUR)
fiveteen = TA_Handler(symbol=i,screener="crypto",exchange="BINANCE",interval=Interval.INTERVAL_15_MINUTES)
five = TA_Handler(symbol=i,screener="crypto",exchange="BINANCE",interval=Interval.INTERVAL_5_MINUTES)
try:
recoday = day.get_analysis().summary["RECOMMENDATION"]
recofour = four.get_analysis().summary["RECOMMENDATION"]
recohour = hour.get_analysis().summary["RECOMMENDATION"]
recofiveteen = fiveteen.get_analysis().summary["RECOMMENDATION"]
recofive = five.get_analysis().summary["RECOMMENDATION"]
ta = five.get_indicators()
destek1 = ta['Pivot.M.Fibonacci.S1']
destek2 = ta['Pivot.M.Fibonacci.S2']
destek3 = ta['Pivot.M.Fibonacci.S3']
orta = ta['Pivot.M.Fibonacci.Middle']
direnc1 = ta['Pivot.M.Fibonacci.R1']
direnc2 = ta['Pivot.M.Fibonacci.R2']
direnc3 = ta['Pivot.M.Fibonacci.R3']
except Exception as e:
continue
if recoday == "STRONG_BUY":
# print({"SYMBOL":i,"FİYAT":ta['close'],"REC5M":reco})
yuksek.append({"SYMBOL":i,"FİYAT":ta['close'],"REC5M":recofive,"REC15M":recofiveteen,"REC1H":recohour,"REC4H":recofour,"destek1":destek1,"destek2":destek2,"destek3":destek3,"orta":orta,"direnc1":direnc1,"direnc2":direnc2,"direnc3":direnc3})
if recoday == "STRONG_SELL":
# print({"SYMBOL":i,"FİYAT":ta['close'],"REC5M":reco})
yuksek.append({"SYMBOL":i,"FİYAT":ta['close'],"REC5M":recofive,"REC15M":recofiveteen,"REC1H":recohour,"REC4H":recofour,"destek1":destek1,"destek2":destek2,"destek3":destek3,"orta":orta,"direnc1":direnc1,"direnc2":direnc2,"direnc3":direnc3})
elif "":
print("Başka yok... Dönüyoruz")
dfy = pd.DataFrame.from_dict(yuksek)
dfa = pd.DataFrame.from_dict(alcak)
data = pd.DataFrame(dfy)
data2 = pd.DataFrame(dfa)
dfy = pd.DataFrame.from_dict(yuksek)
dfa = pd.DataFrame.from_dict(alcak)
data = pd.DataFrame(dfy)
data2 = pd.DataFrame(dfa)
print("AL")
print(data.to_markdown())
print("SAT")
print(data2.to_markdown())
def grafik():
chart = input('Sembol giriniz:').upper()+"USDT"
print("ZAMAN DİLİMİ")
print("örnek olarak",
"\n 1m,2m,5m,15m,30m,60m,90m,1h,1d,5d,1wk,1mo,3mo")
interva = input('zaman dilimi giriniz:')
limits = '1000'
url2 = 'https://api.binance.com/api/v3/klines?symbol='+chart+'&interval='+interva+'&limit='+limits
r = requests.get(url2)
results = r.json()
df = pd.DataFrame(results, columns=['dateTime', 'open', 'high', 'low', 'close', 'volume', 'closeTime', 'quoteAssetVolume', 'numberOfTrades', 'takerBuyBaseVol', 'takerBuyQuoteVol', 'ignore'])
df.dateTime = pd.to_datetime(df.dateTime, unit='ms')
df.closeTime = pd.to_datetime(df.closeTime, unit='ms')
def calculate_window(df):
window = 0
previous_color = None
for i in range(len(df)):
df['open'] = pd.to_numeric(df['open'], errors='coerce')
df['close'] = pd.to_numeric(df['close'], errors='coerce')
df['high'] = pd.to_numeric(df['high'], errors='coerce')
df['low'] = pd.to_numeric(df['low'], errors='coerce')
heikin_ashi_candle = (df['open'][i] + df['close'][i] + df['high'][i] + df['low'][i]) / 4
if i == 0:
df.loc[i, 'ha_close'] = df['close'][i]
df.loc[i, 'ha_open'] = df['open'][i]
else:
df.loc[i, 'ha_close'] = (df['close'][i] + df['close'][i - 1] + df['open'][i - 1] + df['open'][i]) / 4
df.loc[i, 'ha_open'] = (df['open'][i - 1] + df['ha_close'][i]) / 2
df.loc[i, 'ha_high'] = max(df['high'][i], df['ha_open'][i], df['ha_close'][i])
df.loc[i, 'ha_low'] = min(df['low'][i], df['ha_open'][i], df['ha_close'][i])
if df.loc[i, 'ha_close'] > df.loc[i, 'ha_open']:
df.loc[i, 'heikin_ashi'] = 'green'
else:
df.loc[i, 'heikin_ashi'] = 'red'
for i in range(1, len(df)):
if df['heikin_ashi'][i] == 'green' and previous_color == 'red':
window += 1
previous_color = df['heikin_ashi'][i]
return window
window = calculate_window(df)
def find_support_resistance(df, window=window,pct_change =0.05):
rolling_max = df['high'].rolling(window=window).max()
rolling_min = df['low'].rolling(window=window).min()
df['support'] = rolling_min
df['resistance'] = rolling_max
df['new_resistance'] = df['resistance'].shift(1)
df.loc[df['resistance']<df['new_resistance'], 'new_resistance'] = df['resistance']
return df
df = find_support_resistance(df, window=window,pct_change = 0.05)
plt.plot(df['dateTime'], df['high'], color='red')
plt.plot(df['dateTime'], df['low'], color='green')
plt.plot(df['dateTime'], df['close'], color='purple')
plt.plot(df['dateTime'], df['open'], color='green')
plt.plot(df['dateTime'], df['support'], color='green')
plt.plot(df['dateTime'], df['resistance'], color='red')
plt.xlabel('Tarih')
plt.ylabel('Fiyat')
plt.title('Destek ve Direnç Noktaları')
plt.show()
sor = input('GRAFİK AÇILSINMI? E/H ?:').upper()
if sor == "E":
url = 'https://www.binance.com/en/futures/'+chart
print(url)
webbrowser.open(url)
else:
"Grafik açıldı kapanıyor."
def destek():
yuksek = []
alcak = []
indicators = []
for i in symbols:
tesla = TA_Handler()
tesla.set_symbol_as(i)
tesla.set_exchange_as_crypto_or_stock("BINANCE")
tesla.set_screener_as_crypto()
tesla.set_interval_as(Interval.INTERVAL_4_HOURS)
try:
analiz = tesla.get_analysis()
ta = tesla.get_indicators()
destek1 = ta['Pivot.M.Fibonacci.S1']
destek2 = ta['Pivot.M.Fibonacci.S2']
destek3 = ta['Pivot.M.Fibonacci.S3']
orta = ta['Pivot.M.Fibonacci.Middle']
direnc1 = ta['Pivot.M.Fibonacci.R1']
direnc2 = ta['Pivot.M.Fibonacci.R2']
direnc3 = ta['Pivot.M.Fibonacci.R3']
fiyat = ta['close']
except Exception as e:
continue
if ta['RSI'] > 70:
yuksek.append({"symbol": i,"Price":fiyat, "RSI":ta['RSI'],"MA10":ta['SMA10'],"MA20":ta['SMA20'],"MA30":ta['SMA30'],"MA50": ta['SMA50'], "MA100":ta['SMA100'],"Destek1":destek1,"Direnç1":direnc1})
if ta['RSI'] < 30:
alcak.append({"symbol": i,"Price":fiyat, "RSI":ta['RSI'],"MA10":ta['SMA10'],"MA20":ta['SMA20'],"MA30":ta['SMA30'],"MA50": ta['SMA50'], "MA100":ta['SMA100'],"Destek1" :destek1,"Direnç1":direnc1})
bouth = pd.DataFrame.from_dict(yuksek)
sold = pd.DataFrame.from_dict(alcak)
markbouth = bouth.to_markdown(tablefmt="grid")
marksold = sold.to_markdown(tablefmt="grid")
print("YÜKSEKLER:")
print(bouth)
print("ALÇAKLAR")
print(sold)
def rsimodul():
print("RSİ MODULU ÇALIŞTIRILIYOR")
while True:
print("DENİZHAN TOY COİN TARAMA PROGRAMINA HOŞ GELDİNİZ MENU YU KULLANMAK İÇİN NUMARA GİRMELİSİNİZ",
"\n MENU 0 == BACK"
"\n MENU 1 == 5 DK RSI 70 ÜSTÜ "
"\n MENU 2 == 5 Dk RSI 30 ALTI"
"\n MENU 3 == 15 DK RSI 70 ÜSTÜ"
"\n MENU 4 == 15 Dk RSI 30 ALTICOİN SORGULA"
"\n MENU 5 == TEKNİĞİ İYİ OLANLAR"
"\n MENU 6 == YUKSELENLER"
"\n MENU 7 == 1 SAATLİK DESTEKDE"
"\n MENU 8 == 1 SAATLİK DİRENCDE"
"\n MENU 9 == GÜVENİLİR OLANLAR"
"\n MENU E == EXİT")
menu = input('Yapmak istediğiniz işlemi seçiniz:')
url = "https://quantifycrypto.com/api/v1.0/common/init-table?currency=USD&fields=qc_key,price_usd,price5min,rsi5min,rsi15min,atr5min,atr15min,&exchange=binance"
result = requests.get(url).json()
df = pd.DataFrame.from_dict(result['data'])
new_cols = ["qc_key","price_usd","rsi5min","rsi15min","atr5min","atr15min"]
df=df.reindex(columns=new_cols)
# df = df.apply(pd.to_numeric, errors='coerce').round(2)
def guven():
print("YUKSEK GUVENLİLER")
url = "https://quantifycrypto.com/api/v1.0/common/init-table?currency=USD&fields=qc_key,safe_score,price5min,rsi5min,rsi15min,atr5min,atr15min,&exchange=binance"
result = requests.get(url).json()
df = pd.DataFrame.from_dict(result['data'])
new_cols = ["qc_key","price_usd","rsi5min","rsi15min","safe_score","atr5min","atr15min"]
df=df.reindex(columns=new_cols)
print(df.loc[df['safe_score'] > 65])
def rsi5minover():
print("OVERBOTH")
print("rsi5min")
print(df.loc[df['rsi5min'] > 70])
def rsi5minsold():
print("OVERBOTH")
print("rsi5min")
print(df.loc[df['rsi5min'] < 30])
def rsi15minover():
print("OVERBOTH")
print("rsi15min")
print(df.loc[df['rsi15min'] > 70])
def rsi15minsold():
print("OVERBOTH")
print("rsi15min")
print(df.loc[df['rsi15min'] < 30])
def teknik():
print("teknikskor")
print("YUKSEK OLANLAR")
print(df.loc[df['technical_score'] > 75])
def price():
print("YUKSELENLER")
print(df.loc[df['price5min'] > 0.001])
def destek():
print("Destekde olanlar")
filtered_df = df[df['price_usd'] == df['support1h']]
print(filtered_df)
def direnc():
print("direnc de olanlar")
filtered_df = df[df['price_usd'] == df['resistance1h']]
print(filtered_df)
if menu == "1":
print(rsi5minover())
if menu == "2":
print("RSI 30 ALTI")
print(rsi5minsold())
if menu == "3":
print("RSİ 15 70 üSTÜ")
print(rsi15minover())
if menu == "4":
print("RSİ 15 30 ALTI")
print(rsi15minsold())
if menu == "5":
print(teknik())
if menu == "6":
print(price())
if menu == "7":
print(destek())
if menu == "8":
print(direnc())
if menu == "9":
print(guven())
if menu == "0":
print("DENİZHAN TOY COİN TARAMA PROGRAMINA HOŞ GELDİNİZ MENU YU KULLANMAK İÇİN NUMARA GİRMELİSİNİZ",)
print(
"\n MENU 0 == exit"
"\n MENU 1 == 5 DK RSI TARAMA "
"\n MENU 2 == ADX TARAMA"
"\n MENU 3 == 1 Dk ARTIŞ TARAMA"
"\n MENU 4 == COİN SORGULA"
"\n MENU 5 == GENEL SORGULAMA"
"\n MENU 6 == 4 SAATLİK RSI + MA + DESTEK DİRENÇ"
"\n MENU 7 == GRAFİK BAKAR"
"\n MENU 8 == rsi modul"
"\n MENU 9 == BACKTEST modul")
break
def backtest():
while True:
print("SUPER TREND BACKTESTER")
print("5 DAKİKALIKDA 1 GÜN ÖNCEYE GÖRE EN İYİ PAREMETLER İÇİN")
symbol = input('Sembol gir:').upper()
if symbol == "0":
print("\n MENU 0 == exit"
"\n MENU 1 == 5 DK RSI TARAMA "
"\n MENU 2 == ADX TARAMA"
"\n MENU 3 == 1 Dk ARTIŞ TARAMA"
"\n MENU 4 == COİN SORGULA"
"\n MENU 5 == GENEL SORGULAMA"
"\n MENU 6 == 4 SAATLİK RSI + MA + DESTEK DİRENÇ"
"\n MENU 7 == GRAFİK BAKAR"
"\n MENU 8 == rsi modul"
"\n MENU 9 == BACKTEST modul")
break
stock_list = symbol+"USDT"
day = input('Kaç günlük?:')
interva = input('zaman dilimi giriniz:')
binance_data = vbt.BinanceData.download(stock_list,
start=day+'day ago UTC',
end='now UTC',
interval=interva)
binance_data = binance_data.update()
df = binance_data.get()
def Supertrend(df, atr_period, multiplier):
high = df['High']
low = df['Low']
close = df['Close']
# calculate ATR
price_diffs = [high - low,
high - close.shift(),
close.shift() - low]
true_range = pd.concat(price_diffs, axis=1)
true_range = true_range.abs().max(axis=1)
# default ATR calculation in supertrend indicator
atr = true_range.ewm(alpha=1/atr_period,min_periods=atr_period).mean()
# df['atr'] = df['tr'].rolling(atr_period).mean()
# HL2 is simply the average of high and low prices
hl2 = (high + low) / 2
# upperband and lowerband calculation
# notice that final bands are set to be equal to the respective bands
final_upperband = upperband = hl2 + (multiplier * atr)
final_lowerband = lowerband = hl2 - (multiplier * atr)
# initialize Supertrend column to True
supertrend = [True] * len(df)
for i in range(1, len(df.index)):
curr, prev = i, i-1
# if current close price crosses above upperband
if close[curr] > final_upperband[prev]:
supertrend[curr] = True
# if current close price crosses below lowerband
elif close[curr] < final_lowerband[prev]:
supertrend[curr] = False
# else, the trend continues
else:
supertrend[curr] = supertrend[prev]
# adjustment to the final bands
if supertrend[curr] == True and final_lowerband[curr] < final_lowerband[prev]:
final_lowerband[curr] = final_lowerband[prev]
if supertrend[curr] == False and final_upperband[curr] > final_upperband[prev]:
final_upperband[curr] = final_upperband[prev]
# to remove bands according to the trend direction
if supertrend[curr] == True:
final_upperband[curr] = np.nan
else:
final_lowerband[curr] = np.nan
return pd.DataFrame({
'Supertrend': supertrend,
'Final Lowerband': final_lowerband,
'Final Upperband': final_upperband
}, index=df.index)
atr_period = 10
atr_multiplier = 3.0
supertrend = Supertrend(df, atr_period, atr_multiplier)
df = df.join(supertrend)
print(df.tail(5))
def backtest_supertrend(df, investment):
is_uptrend = df['Supertrend']
close = df['Close']
# initial condition
in_position = False
equity = investment
commission = 5
share = 0
entry = []
exit = []
for i in range(2, len(df)):
# if not in position & price is on uptrend -> buy
if not in_position and is_uptrend[i]:
share = math.floor(equity / close[i] / 100) * 100
equity -= share * close[i]
entry.append((i, close[i]))
in_position = True
# print(f'Buy {share} shares at {round(close[i],2)} on {df.index[i].strftime("%Y/%m/%d")}')
# if in position & price is not on uptrend -> sell
elif in_position and not is_uptrend[i]:
equity += share * close[i] - commission
exit.append((i, close[i]))
in_position = False
# print(f'Sell at {round(close[i],2)} on {df.index[i].strftime("%Y/%m/%d")}')
# if still in position -> sell all share
if in_position:
equity += share * close[i] - commission
earning = equity - investment
roi = round(earning/investment*100,2)
print(f'Earning from investing $100k is ${round(earning,2)} (ROI = {roi}%)')
return entry, exit, roi
entry, exit, roi = backtest_supertrend(df, 100000)
def find_optimal_parameter(df):
# predefine several parameter sets
atr_period = [2, 4, 6, 8,10]
atr_multiplier = [1.0, 1.5, 2.0, 2.5, 3.0,3.2,3.4,3.5]
roi_list = []
# for each period and multiplier, perform backtest
for period, multiplier in [(x,y) for x in atr_period for y in atr_multiplier]:
new_df = df
supertrend = Supertrend(df, period, multiplier)
supertrend.columns = ["Supertrend2", "Final Lowerband2", "Final Upperband2"]
new_df = df.join(supertrend)
new_df = new_df[period:]
entry, exit, roi = backtest_supertrend(new_df, 100000)
roi_list.append((period, multiplier, roi))
print(pd.DataFrame(roi_list, columns=['ATR_period','Multiplier','ROI']))
# return the best parameter set
return max(roi_list, key=lambda x:x[2])
optimal_param = find_optimal_parameter(df)
print(f'EN İYİ: ATR Period={optimal_param[0]}, Multiplier={optimal_param[1]}, ROI={optimal_param[2]}')
time.sleep(2)
binance_data = binance_data.update()
df = binance_data.get()
atr_period = 7
multiplier = 2.5
pd.set_option('display.max_rows', None)
def Supertrend(df, atr_period, multiplier):
high = df['High']
low = df['Low']
close = df['Close']
# calculate ATR
price_diffs = [high - low,
high - close.shift(),
close.shift() - low]
true_range = pd.concat(price_diffs, axis=1)
true_range = true_range.abs().max(axis=1)
# default ATR calculation in supertrend indicator
atr = true_range.ewm(alpha=1/atr_period,min_periods=atr_period).mean()
# df['atr'] = df['tr'].rolling(atr_period).mean()
# HL2 is simply the average of high and low prices
hl2 = (high + low) / 2
# upperband and lowerband calculation
# notice that final bands are set to be equal to the respective bands
final_upperband = upperband = hl2 + (multiplier * atr)
final_lowerband = lowerband = hl2 - (multiplier * atr)
# initialize Supertrend column to True
supertrend = [True] * len(df)
for i in range(1, len(df.index)):
curr, prev = i, i-1
# if current close price crosses above upperband
if close[curr] > final_upperband[prev]:
supertrend[curr] = True
# if current close price crosses below lowerband
elif close[curr] < final_lowerband[prev]:
supertrend[curr] = False
# else, the trend continues
else:
supertrend[curr] = supertrend[prev]
# adjustment to the final bands
if supertrend[curr] == True and final_lowerband[curr] < final_lowerband[prev]:
final_lowerband[curr] = final_lowerband[prev]
if supertrend[curr] == False and final_upperband[curr] > final_upperband[prev]:
final_upperband[curr] = final_upperband[prev]
# to remove bands according to the trend direction
if supertrend[curr] == True:
final_upperband[curr] = np.nan
else:
final_lowerband[curr] = np.nan
return pd.DataFrame({
'Supertrend': supertrend,
'Final Lowerband': final_lowerband,
'Final Upperband': final_upperband
}, index=df.index)
def find_optimal_parameteturn (df):
# predefine several parameter sets
atr_period = [2,4,6,7, 8, 9, 10,12,14,16]
atr_multiplier = [1.0, 1.5, 2.0, 2.5, 3.0]
roi_list = []
# for each period and multiplier, perform backtest
for period, multiplier in [(x,y) for x in atr_period for y in atr_multiplier]:
new_df = df
supertrend = Supertrend(df, period, multiplier)
new_df = df.join(supertrend)
new_df = new_df[period:]
entry, exit, roi = backtest_supertrend(new_df, 100000)
roi_list.append((period, multiplier, roi))
print(pd.DataFrame(roi_list, columns=['ATR_period','Multiplier','ROI']))
# return the best parameter set
return max(roi_list, key=lambda x:x[2])
print(f'Best parameter set: ATR Period={optimal_param[0]}, Multiplier={optimal_param[1]}, ROI={optimal_param[2]}')
print(find_optimal_parameter(df))
return backtest()
if menu == "1":
t1 = threading.Thread(target=rsiscan(), daemon=True)
t1.start()
t1.join()
print(rsiscan())
if menu == "2":
t2 = threading.Thread(target=artis5(), daemon=True)
t2.start()
t2.join()
print(artis5())
if menu == "3":
t3 = threading.Thread(target=artis1(), daemon=True)
t3.start()
t3.join()
print(artis1())
if menu == "4":
t4 = threading.Thread(target=sorgu(), daemon=True)
t4.start()
t4.join()
print(sorgu())
if menu == "5":
t5 = threading.Thread(target=genel(), daemon=True)
t5.start()
t5.join()
print(genel())
if menu == "6":
t6 = threading.Thread(target=destek(), daemon=True)
t6.start()
t6.join()
print(destek())
if menu == "7":
t7 = threading.Thread(target=grafik(), daemon=True)
t7.start()
t7.join()
print(grafik())
if menu == "8":
t8 = threading.Thread(target=rsimodul(), daemon=True)
t8.start()
t8.join()
print(rsimodul())
if menu == "9":
t9 = threading.Thread(target=backtest(), daemon=True)
t9.start()
t9.join()
print(backtest())
if menu == "0":
print("PROGRAM KAPATILIYOR")
break
if menu == "":
print("DENİZHAN TOY COİN TARAMA PROGRAMINA HOŞ GELDİNİZ MENU YU KULLANMAK İÇİN NUMARA GİRMELİSİNİZ",
"\n MENU 0 == exit"
"\n MENU 1 == 5 DK RSI TARAMA "
"\n MENU 2 == ADX TARAMA"
"\n MENU 3 == 1 Dk ARTIŞ TARAMA"
"\n MENU 4 == COİN SORGULA"
"\n MENU 5 == GENEL SORGULAMA"
"\n MENU 6 == 4 SAATLİK RSI + MA + DESTEK DİRENÇ"
"\n MENU 7 == GRAFİK BAKAR"
"\n MENU 8 == rsi modul"
"\n MENU 9 == BACKTEST modul")