turtle_trading.entries package
Submodules
turtle_trading.entries.add_units module
adding units
- turtle_trading.entries.add_units.addunits(orig_breakout: float, orig_n: float, number_of_units: int | None = 4)
adding units to existing positions
turtle_trading.entries.last_breakout module
last breakouts and profitability
- turtle_trading.entries.last_breakout.get_last_breakout(dataframe: DataFrameLoader, days: int, skip: int | None = 1) Tuple[date, bool]
get the last breakout date and direction
- turtle_trading.entries.last_breakout.get_last_breakout_profitability(dataframe: DataFrameLoader, stand_devs: float, breakout_tuple: Tuple[date, int, bool]) bool
get the last breakout profitability
turtle_trading.entries.system module
entry systems - results come as booleans: True for a long breakout, False for a short breakout, None for no breakout
- class turtle_trading.entries.system.EntrySignal(dataframe: DataFrameLoader, system: int)
Bases:
object
this class represents an entry signal, true for a valid long entry, false for valid short entry, none for invalid.
- get_breakout_tuple() tuple
get breakout numbers
- system_one(breakout_tuple)
use system one
- system_two(breakout_tuple)
use system two
- turtle_trading.entries.system.getentry(dataframe: DataFrameLoader, system: int) bool
shortcut function for class: EntrySignal