v2.22 - RSI Crossing with 9 SMA of RSI

[Screenipy Test] New Features Added - Test Passed - Merge OK

.github/workflows/workflow-test.yml

@@ -40,7 +40,7 @@ jobs:
         python -m pip install --upgrade pip
         pip install flake8 pytest pytest-mock
         pip install -r requirements.txt
-        pip install --no-deps advanced-ta
+        # pip install --no-deps advanced-ta
 
     - name: Lint with flake8
       run: |

requirements.txt

@@ -68,3 +68,4 @@ tensorflow
 chromadb==0.4.10
 mplfinance==0.12.9-beta.7
 num2words
+advanced-ta

src/classes/Changelog.py

@@ -7,7 +7,7 @@
 
 from classes.ColorText import colorText
 
-VERSION = "2.21"
+VERSION = "2.22"
 
 changelog = colorText.BOLD + '[ChangeLog]\n' + colorText.END + colorText.BLUE + '''
 [1.00 - Beta]
@@ -290,4 +290,7 @@
 
 [2.21]
 1. Dependency updated - `advanced-ta` lib for bugfixes and performance improvement in Lorentzian Classifier
+
+[2.22]
+1. RSI and 9 SMA of RSI based reversal added - Momentum based execution strategy.
 ''' + colorText.END

src/classes/ParallelProcessing.py

@@ -61,7 +61,7 @@ def run(self):
             sys.exit(0)
 
     def screenStocks(self, tickerOption, executeOption, reversalOption, maLength, daysForLowestVolume, minRSI, maxRSI, respChartPattern, insideBarToLookback, totalSymbols,
-                     configManager, fetcher, screener, candlePatterns, stock, newlyListedOnly, downloadOnly, vectorSearch, isDevVersion, backtestDate, printCounter=False):
+                     configManager, fetcher, screener:Screener.tools, candlePatterns, stock, newlyListedOnly, downloadOnly, vectorSearch, isDevVersion, backtestDate, printCounter=False):
         screenResults = pd.DataFrame(columns=[
             'Stock', 'Consolidating', 'Breaking-Out', 'MA-Signal', 'Volume', 'LTP', 'RSI', 'Trend', 'Pattern'])
         screeningDictionary = {'Stock': "", 'Consolidating': "",  'Breaking-Out': "",
@@ -192,6 +192,8 @@ def screenStocks(self, tickerOption, executeOption, reversalOption, maLength, da
                     isVSA = screener.validateVolumeSpreadAnalysis(processedData, screeningDictionary, saveDictionary)
                 if maLength is not None and executeOption == 6 and reversalOption == 4:
                     isMaSupport = screener.findReversalMA(fullData, screeningDictionary, saveDictionary, maLength)
+                if executeOption == 6 and reversalOption == 8:
+                    isRsiReversal = screener.findRSICrossingMA(fullData, screeningDictionary, saveDictionary)
 
                 isVCP = False
                 if respChartPattern == 4:
@@ -253,6 +255,9 @@ def screenStocks(self, tickerOption, executeOption, reversalOption, maLength, da
                         elif reversalOption == 7 and isLorentzian:
                             self.screenResultsCounter.value += 1
                             return screeningDictionary, saveDictionary
+                        elif reversalOption == 8 and isRsiReversal:
+                            self.screenResultsCounter.value += 1
+                            return screeningDictionary, saveDictionary
                     if executeOption == 7 and isLtpValid:
                         if respChartPattern < 3 and isInsideBar:
                             self.screenResultsCounter.value += 1

src/classes/Screener.py

@@ -421,6 +421,23 @@ def findReversalMA(self, data, screenDict, saveDict, maLength, percentage=0.015)
             saveDict['MA-Signal'] = f'Reversal-{maLength}MA'
             return True
         return False
+
+    # Find stock showing RSI crossing with RSI 9 SMA
+    def findRSICrossingMA(self, data, screenDict, saveDict, maLength=9):
+        data = data[::-1]
+        maRsi = ScreenerTA.MA(data['RSI'], timeperiod=maLength)
+        data.insert(10,'maRsi',maRsi)
+        data = data[::-1].head(3)
+        if data['maRsi'].iloc[0] <= data['RSI'].iloc[0] and data['maRsi'].iloc[1] > data['RSI'].iloc[1]:
+            screenDict['MA-Signal'] = colorText.BOLD + colorText.GREEN + f'RSI-MA-Buy' + colorText.END
+            saveDict['MA-Signal'] = f'RSI-MA-Buy'
+            return True
+        elif data['maRsi'].iloc[0] >= data['RSI'].iloc[0] and data['maRsi'].iloc[1] < data['RSI'].iloc[1]:
+            screenDict['MA-Signal'] = colorText.BOLD + colorText.GREEN + f'RSI-MA-Sell' + colorText.END
+            saveDict['MA-Signal'] = f'RSI-MA-Sell'
+            return True
+        return False
+
 
     # Find IPO base
     def validateIpoBase(self, stock, data, screenDict, saveDict, percentage=0.3):

src/classes/Utility.py

@@ -236,9 +236,10 @@ def promptReversalScreening():
     5 > Screen for Volume Spread Analysis (Bullish VSA Reversal)
     6 > Screen for Narrow Range (NRx) Reversal
     7 > Screen for Reversal using Lorentzian Classifier (Machine Learning based indicator)
+    8 > Screen for Reversal using RSI MA Crossing
     0 > Cancel
 [+] Select option: """ + colorText.END))
-            if resp >= 0 and resp <= 7:
+            if resp >= 0 and resp <= 8:
                 if resp == 4:
                     try:
                         maLength = int(input(colorText.BOLD + colorText.WARN +
@@ -262,6 +263,9 @@ def promptReversalScreening():
                     except ValueError:
                         print(colorText.BOLD + colorText.FAIL + '\n[!] Invalid Input! Select valid Signal Type!\n' + colorText.END)
                         raise ValueError
+                elif resp == 8:
+                    maLength = 9
+                    return resp, maLength
                 return resp, None
             raise ValueError
         except ValueError:

src/release.md

@@ -7,13 +7,14 @@ Screeni-py is now on **YouTube** for additional help! - Thank You for your suppo
 
 ⚠️ **Executable files (.exe, .bin and .run) are now DEPRECATED! Please Switch to Docker**
 
-1. **NSE Indices** added to find Sectoral opportunities - Try Index `16 > Sectoral Indices` 
-2. **Backtesting Reports** Added for Screening Patterns to Develope and Test Strategies!
-3. **Position Size Calculator** tab added for Better and Quick Risk Management!
-4. **Lorentzian Classification** (invented by Justin Dehorty) added for enhanced accuracy for your trades - - Try `Option > 6 > 7` 🤯
-5. **Artificial Intelligence v3 for Nifty 50 Prediction** - Predict Next day Gap-up/down using Nifty, Gold and Crude prices! - Try `Select Index for Screening > N`
-6. **Search Similar Stocks** Added using Vector Similarity search - Try `Search Similar Stocks`.
-7. New Screener **Buy at Trendline** added for Swing/Mid/Long term traders - Try `Option > 7 > 5`.
+1. **RSI** based **Reversal** using *9 SMA* of RSI - Try `Option > 6 > 8`
+2. **NSE Indices** added to find Sectoral opportunities - Try Index `16 > Sectoral Indices` 
+3. **Backtesting Reports** Added for Screening Patterns to Develope and Test Strategies!
+4. **Position Size Calculator** tab added for Better and Quick Risk Management!
+5. **Lorentzian Classification** (invented by Justin Dehorty) added for enhanced accuracy for your trades - - Try `Option > 6 > 7` 🤯
+6. **Artificial Intelligence v3 for Nifty 50 Prediction** - Predict Next day Gap-up/down using Nifty, Gold and Crude prices! - Try `Select Index for Screening > N`
+7. **Search Similar Stocks** Added using Vector Similarity search - Try `Search Similar Stocks`.
+8. New Screener **Buy at Trendline** added for Swing/Mid/Long term traders - Try `Option > 7 > 5`.
 
 ## Installation Guide
 

src/streamlit_app.py

@@ -225,7 +225,8 @@ def get_extra_inputs(tickerOption, executeOption, c_index=None, c_criteria=None,
                                 '4 > Reversal at Moving Average (Bullish Reversal)',
                                 '5 > Volume Spread Analysis (Bullish VSA Reversal)',
                                 '6 > Narrow Range (NRx) Reversal',
-                                '7 > Lorentzian Classifier (Machine Learning based indicator)'
+                                '7 > Lorentzian Classifier (Machine Learning based indicator)',
+                                '8 > RSI Crossing with 9 SMA of RSI itself'
                             ]
                         ).split(' ')[0])
         if select_reversal == 4: