From: Jérôme Benoit <jerome.benoit@piment-noir.org>
Date: Thu, 30 Jan 2025 21:28:22 +0000 (+0100)
Subject: feat: add psar and keltner channel width as features
X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=dc593521f7db1782798c1f59d94899767cb87dd3;p=freqai-strategies.git

feat: add psar and keltner channel width as features

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
---

diff --git a/quickadapter/user_data/strategies/QuickAdapterV3.py b/quickadapter/user_data/strategies/QuickAdapterV3.py
index ee4df1b..a8a0370 100644
--- a/quickadapter/user_data/strategies/QuickAdapterV3.py
+++ b/quickadapter/user_data/strategies/QuickAdapterV3.py
@@ -132,6 +132,19 @@ class QuickAdapterV3(IStrategy):
         dataframe["%-raw_volume"] = dataframe["volume"]
         dataframe["%-obv"] = ta.OBV(dataframe)
         # Added
+        psar = ta.SAR(
+            dataframe["high"], dataframe["low"], acceleration=0.02, maximum=0.2
+        )
+        dataframe["%-diff_to_psar"] = dataframe["close"] - psar
+        kc = qtpylib.keltner_channel(
+            qtpylib.typical_price(dataframe), window=14, atrs=2
+        )
+        dataframe["kc_lowerband"] = kc["lower"]
+        dataframe["kc_middleband"] = kc["mid"]
+        dataframe["kc_upperband"] = kc["upper"]
+        dataframe["%-kc_width"] = (
+            dataframe["kc_upperband"] - dataframe["kc_lowerband"]
+        ) / dataframe["kc_middleband"]
         bollinger = qtpylib.bollinger_bands(
             qtpylib.typical_price(dataframe), window=14, stds=2.2
         )