bollinger_rsi

algorithms/custom_bollinger_rsi.py

@@ -0,0 +1,20 @@
+from bollinger_bands import algorithm as bollinger_bands
+from rsi import algorithm as rsi
+
+def algorithm(prices, rsi_window=13, bollinger_window=30):
+  upper_band, lower_band, middle_band = bollinger_bands(prices, window_size=bollinger_window)
+  rsi_line = rsi(prices, window_size=rsi_window)
+
+  return upper_band, lower_band, middle_band, rsi_line
+
+def signal(prices, data):
+  price = prices[-1]
+  upper_band, lower_band, middle_band , rsi_line = data
+
+  if price >= lower_band[-1] and 30 >= rsi_line[-1]:
+    return 'buy', 0.5
+
+  if price >= upper_band[-1] and rsi_line[-1] >= 70:
+    return 'sell', 1
+
+