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Rikj000 / MoniGoMani

Isn't that what we all want? Our money to go many? Well that's what this framework/strategy hopes to do for you! By giving you & HyperOpt a lot of signals to alter the weights from.

Home Page:https://monigomani.io

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SAR cross indicator bug

raftersvk opened this issue · comments

commented

It's been a year that I use MGM and I only discover the bug now...
there is a mistake in the way the sar cross is being looked for :
on the buy side instead of

        # Weighted Buy Signal: Price crosses above Parabolic SAR
        'sar_cross': lambda df: (qtpylib.crossed_above(df['sar'],df['close'])),

it should be :

        # Weighted Buy Signal: Price crosses above Parabolic SAR
        'sar_cross': lambda df: (qtpylib.crossed_above(df['close'],df['sar'])),

on the sell side instead of

        # Weighted Sell Signal: Price crosses below Parabolic SAR
        'sar_cross': lambda df: (qtpylib.crossed_below(df['sar'],df['close'])),

it should be :

        # Weighted Sell Signal: Price crosses below Parabolic SAR
        'sar_cross': lambda df: (qtpylib.crossed_below(df['close'],df['sar'])),

here is a sample of how SAR is printed :
image