v2.15 - MA Reversals improved for enhanced trend following

pranjal-joshi · Nov 23, 2023 · 5d25fbb · 5d25fbb
1 parent 425b1b3
commit 5d25fbb
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Showing 3 changed files with 8 additions and 2 deletions.
diff --git a/src/classes/Changelog.py b/src/classes/Changelog.py
@@ -7,7 +7,7 @@
 
 from classes.ColorText import colorText
 
-VERSION = "2.14"
+VERSION = "2.15"
 
 changelog = colorText.BOLD + '[ChangeLog]\n' + colorText.END + colorText.BLUE + '''
 [1.00 - Beta]
@@ -268,4 +268,7 @@
 [2.14]
 1. Dropdowns added for duration and period in configration tab
 
+[2.15]
+1. MA Reversal improved for trend following (Inspired from Siddhart Bhanushali's 44 SMA)
+
 ''' + colorText.END
diff --git a/src/classes/Screener.py b/src/classes/Screener.py
@@ -414,6 +414,9 @@ def findReversalMA(self, data, screenDict, saveDict, maLength, percentage=0.015)
         data.insert(10,'maRev',maRev)
         data = data[::-1].head(3)
         if data.equals(data[(data.Close >= (data.maRev - (data.maRev*percentage))) & (data.Close <= (data.maRev + (data.maRev*percentage)))]) and data.head(1)['Close'].iloc[0] >= data.head(1)['maRev'].iloc[0]:
+            if self.configManager.stageTwo:
+                if data.head(1)['maRev'].iloc[0] < data.head(2)['maRev'].iloc[1] or data.head(2)['maRev'].iloc[1] < data.head(3)['maRev'].iloc[2] or data.head(1)['SMA'].iloc[0] < data.head(1)['LMA'].iloc[0]:
+                    return False
             screenDict['MA-Signal'] = colorText.BOLD + colorText.GREEN + f'Reversal-{maLength}MA' + colorText.END
             saveDict['MA-Signal'] = f'Reversal-{maLength}MA'
             return True

diff --git a/src/streamlit_app.py b/src/streamlit_app.py
@@ -210,7 +210,7 @@ def get_extra_inputs(tickerOption, executeOption, c_index=None, c_criteria=None,
                             ]
                         ).split(' ')[0])
         if select_reversal == 4:
-            ma_length = c2.number_input('MA Length', value=50, step=1, format="%d")
+            ma_length = c2.number_input('MA Length', value=44, step=1, format="%d")
             execute_inputs = [tickerOption, executeOption, select_reversal, ma_length, 'N']
         elif select_reversal == 6:
             range = c2.number_input('NR(x)',min_value=1, max_value=14, value=4, step=1, format="%d")