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

Module contents