https://github.com/yswa-var/ivto_assg_yashaswa

https://github.com/yswa-var/ivto_assg_yashaswa

Last synced: 6 days ago
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• Host: GitHub
• URL: https://github.com/yswa-var/ivto_assg_yashaswa
• Owner: yswa-var
• Created: 2023-07-30T15:18:18.000Z (over 1 year ago)
• Default Branch: main
• Last Pushed: 2023-07-30T15:57:37.000Z (over 1 year ago)
• Last Synced: 2024-11-19T10:12:08.796Z (2 months ago)
• Language: Python
• Size: 195 KB
• Stars: 0
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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README

        

strategy used : "On Balance Volume ema's diffrance"

on days where price went up, that day's volume is added to the cumulative OBV total. If price went down, then that day's volume is subtracted from the OBV total.

Simple but effective gives good results and also work as conformation sign, Along with exit strategy gives better results.

codes:

- database: database.py

- backtest & strategy code: strategy_lib.py

- testing: test.py

outputs:

backtest:

![image](https://github.com/bbmusa/ivto_assg_yashaswa/assets/65719349/ad7e879e-06d9-4562-bb19-2aec2f6d239d)

testing

![image](https://github.com/bbmusa/ivto_assg_yashaswa/assets/65719349/43668ae0-9366-4948-aed8-e807bc0181c2)