Newsiiv

README.md

@@ -16,26 +16,45 @@ Development branch to testing new features. This develop version has a lot of im
 - New indicator StochRSI Cross
 - New indicator Sqzmon - Squeeze Momentum Indicator
 - New option to customize ichimoku strategies and added chikou span
+- New indicator siiv (Signed Increase In Volume) It is a slightly revised version of iiv. It shows the direction of price chage also.
 
 
 ## Installing And Running
 Because this is a development branch you need to build your custom Docker image. The commands listed below are intended to be run in a terminal.
 
 Be sure you have git installed in your system.
 
-1. Clone this repo `git clone https://github.com/CryptoSignal/crypto-signal.git`
+1. Clone this repo `git clone https://github.com/ahmetax/Crypto-Signal.git`
 
-1. Enter to cripto-signal folder `cd crypto-signal`
+2. Enter to cripto-signal folder `cd Crypto-Signal`
 
-1. Switch to develop branch `git checkout develop`
+3. Switch to develop branch `git checkout newsiiv`
 
-1. Create a config.yml file and put it into "app" folder.
+4. Create a config.yml file and put it into "app" folder.
 
-1. Build your own Docker image, for example, `docker build -t dev/crypto-signals:latest .`
+5. Build your own Docker image, for example, `docker build -t dev/crypto-signals:latest .`
 
-1. For testing and debugging run docker with "-t" option `docker run --rm -ti -v  $PWD/app:/app dev/crypto-signals:latest`
+6. For testing and debugging run docker with "-t" option `docker run --rm -ti -v  $PWD/app:/app dev/crypto-signals:latest`
 
-1. For production run in daemon mode using "-d" option `docker run --rm -di -v  $PWD/app:/app dev/crypto-signals:latest`
+7. For production run in daemon mode using "-d" option `docker run --rm -di -v  $PWD/app:/app dev/crypto-signals:latest`
+
+8. If you want to run the script without docker, do the following intesd of items 5, 6, and 7:
+
+9. python3 -m venv env
+
+10. source env/bin/activate
+
+11. pip install --upgrade pip
+
+12. cd app
+
+13. pip install -r requirements-step-1.txt
+
+14. pip install -r requirements-step-2.txt
+
+15. In order to run: python app.py
+
+(Note: Give enough permissions to the chart directory and the files in it. )
 
 
 ### Configuring config.yml
@@ -371,6 +390,50 @@ indicators:
 
 Of course, this indicator can be used in other candle periods, 15m, 1h.. etc.
 
+#### Signed Increase In Volume indicator - siiv
+
+There is a new indicator called "siiv". It is a slightly revised version of "iiv" indicator. The hot value is 10 by default, and cold value is -10. The strength is calculated as IIV, then the direction of changes in price is added as the sign.
+
+The main idea is to try to identify a possible pump or dump.
+
+```
+indicators:
+  siiv:
+    - enabled: false
+      alert_enabled: true
+      alert_frequency: always
+      signal:
+        - siiv
+      hot: 10
+      cold: -10
+      hot_label: ' Increase in Volume Uptrend'
+      cold_label: ' Increase in Volume Downtrend'
+      candle_period: 5m
+      chart: true
+    - enabled: true
+      alert_enabled: true
+      alert_frequency: always
+      signal:
+        - siiv
+      hot: 10
+      cold: -10
+      hot_label: ' Increase in Volume Uptrend'
+      cold_label: ' Increase in Volume Downtrend'
+      candle_period: 15m
+      chart: true
+```
+
+If you don't want to receive such notifications just disable the siiv indicator in your config file.
+
+```
+indicators:
+  siiv:
+    - enabled: false
+      candle_period: 15m
+```
+
+Of course, this indicator can be used in other candle periods, 5m, 1h.. etc.
+
 #### Moving Average Ribbon
 
 First, read the following link to know about what it is: 
@@ -391,7 +454,7 @@ indicators:
           hot: 10
           cold: -10
           hot_label: 'Uptrend is coming'
-          cold_label: 'Downtred is coming'
+          cold_label: 'Downtrend is coming'
           candle_period: 15m
           pval_th: 20
           ma_series: 5, 15, 25, 35, 45
@@ -421,7 +484,7 @@ indicators:
             - open
             - close
           hot_label: 'Uptrend is coming'
-          cold_label: 'Downtred is coming'
+          cold_label: 'Downtrend is coming'
           indicator_label: 'EMA 50/100 Cross'
 ```
 
@@ -496,7 +559,7 @@ indicators:
         - macd
         - signal
       hot_label: 'Uptrend is coming'
-      cold_label: 'Downtred is coming'
+      cold_label: 'Downtrend is coming'
       indicator_label: 'MACD Cross 4h'
       mute_cold: false
 ```
@@ -518,7 +581,7 @@ indicators:
         - smooth_k
         - smooth_d
       hot_label: 'Uptrend is coming'
-      cold_label: 'Downtred is coming'
+      cold_label: 'Downtrend is coming'
       indicator_label: 'StochRSI Cross 4h'
       mute_cold: false
 ```
@@ -604,7 +667,7 @@ indicators:
           hot: true
           cold: true
           hot_label: 'Uptrend is coming'
-          cold_label: 'Downtred is coming'
+          cold_label: 'Downtrend is coming'
           candle_period: 4h
           indicator_label: 'Ichimoku'
 ```
@@ -645,7 +708,7 @@ indicators:
           hot: true
           cold: true
           hot_label: 'Uptrend is coming'
-          cold_label: 'Downtred is coming'
+          cold_label: 'Downtrend is coming'
           candle_period: 4h
           indicator_label: 'Ichimoku'
 ```

app/.gitignore

@@ -2,3 +2,5 @@ config.json
 __pycache__
 *.pyc
 venv
+config.yml
+

app/analysis.py

@@ -41,6 +41,7 @@ def indicator_dispatcher(self):
             'stoch_rsi': stoch_rsi.StochasticRSI().analyze,
             'obv': obv.OBV().analyze,
             'iiv': iiv.IIV().analyze,
+            'siiv': siiv.SIIV().analyze,
             'ma_ribbon': ma_ribbon.MARibbon().analyze,
             'ma_crossover': ma_crossover.MACrossover().analyze,
             'bollinger': bollinger.Bollinger().analyze,

app/analyzers/indicators/__init__.py

@@ -11,6 +11,7 @@
     'mfi',
     'obv',
     'iiv',
+    'siiv',
     'ma_ribbon',
     'ma_crossover',
     'bollinger',

app/analyzers/indicators/siiv.py

@@ -0,0 +1,47 @@
+""" Custom Indicator Increase In  Volume
+"""
+
+import numpy as np
+from scipy import stats
+
+from analyzers.utils import IndicatorUtils
+
+"""
+name: ahmet aksoy
+date: 2022-11-20
+siiv: Signed Increase In Volume
+"""
+class SIIV(IndicatorUtils):
+    def analyze(self, historical_data, signal=['siiv'], hot_thresh=10, cold_thresh=-10):
+        """Performs an analysis about the increase in volumen on the historical data
+
+        Args:
+            historical_data (list): A matrix of historical OHCLV data.
+            signal (list, optional): Defaults to siiv. The indicator line to check hot against.
+            hot_thresh (float, optional): Defaults to 10. 
+            cold_thresh: Unused
+
+
+        Returns:
+            pandas.DataFrame: A dataframe containing the indicator and hot/cold values.
+        """
+
+        dataframe = self.convert_to_dataframe(historical_data)
+
+        z = np.abs(stats.zscore(dataframe['volume']))
+        filtered = dataframe.volume[(z < 3)]
+
+        previous_mean = filtered.mean()
+        price_change = dataframe.close[-1] - dataframe.close[-2]
+
+        if price_change>=0:
+            dataframe[signal[0]] = dataframe['volume'] / previous_mean
+        else:
+            dataframe[signal[0]] = -dataframe['volume'] / previous_mean
+
+        dataframe['is_hot'] = False
+        dataframe['is_cold'] = False
+        dataframe['is_hot'] = dataframe[signal[0]] >= hot_thresh
+        dataframe['is_cold'] = dataframe[signal[0]] <= cold_thresh
+
+        return dataframe

app/defaults.yml

@@ -141,6 +141,29 @@ indicators:
       hot: 5
       cold: 0
       candle_period: 5m
+  siiv:  # working
+    - enabled: false
+      alert_enabled: true
+      alert_frequency: always
+      signal:
+        - siiv
+      hot: 10
+      cold: -10
+      hot_label: ' Increase in Volume Uptrend'
+      cold_label: ' Increase in Volume Downtrend'
+      candle_period: 5m
+      chart: true
+    - enabled: true
+      alert_enabled: true
+      alert_frequency: always
+      signal:
+        - siiv
+      hot: 10
+      cold: -10
+      hot_label: ' Increase in Volume Uptrend'
+      cold_label: ' Increase in Volume Downtrend'
+      candle_period: 15m
+      chart: true
 informants:
   lrsi:
     - enabled: true