LongIslandIcedTea.py

# longIslandIcedTea.py
# btc_usd on bitfinex
# Mike Mahon
# [email protected]
# 07/02/2017

# Interval Tests - 01-01-2016 to 06-02-2017 - Beg. Bal: $50
#  1 min interval - End Bal: 
# 15 min interval - End Bal: $223.32
# 30 min interval - End Bal: $206.58 

import datetime

def initialize():
    storage.invested = False
    storage.previous_value = 0
    storage.min_profit_pct = 0.0225
    storage.payday_inv_made = False

def tick():
    
    short_term = data.btc_usd.ma(30)
    long_term = data.btc_usd.ma(100)
    profit_loss_pct = calc_pl(data.btc_usd.close)  

    if(data.btc_usd.datetime.day == 1 or data.btc_usd.datetime.day == 15) and storage.payday_inv_made == False:
        portfolio.usd = portfolio.usd + 50
        storage.payday_inv_made = True
    elif(data.btc_usd.datetime.day == 2 or data.btc_usd.datetime.day == 16) and storage.payday_inv_made == True:
        storage.payday_inv_made = False
    
    portfolio.update()

    if(info.tick == 0) :
        storage.previous_value = 0
        
    if (short_term > long_term) and not storage.invested:
            log('Buy BTC')
            buy(pairs.btc_usd)
            storage.invested = True
            storage.previous_value = data.btc_usd.close

    if storage.invested:
        if(profit_loss_pct > storage.min_profit_pct) and (short_term < long_term):
            log('P\L Pct: {0}'.format(profit_loss_pct))
            sell(pairs.btc_usd)
            storage.invested = False
            
def calc_pl(current_value):
        return (current_value - storage.previous_value) / current_value

def stop():
    if storage.invested:
        log('Clearing our position by selling all BTC holdings')
        sell(pairs.btc_usd)