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import pandas as pd import numpy as np

def fvg_strategy(df, timeframe, symbol): """ استراتژی FVG در FVG

آرگومان ها: df: دیتافریم قیمت timeframe: تایم فریم symbol: نماد

برمی گرداند: لیست سیگنال های معاملاتی """

محاسبه FVG

df['fvg'] = np.where((df['High'] - df['Low']) > (df['Open'] - df['Close']), True, False)

فیلتر کردن FVG ها

df = df[df['fvg']]

سیگنال های معاملاتی

signals = []

for i in range(len(df)): if df['fvg'].iloc[i]: # معامله در لبه FVG if i > 0 and df['Close'].iloc[i] > df['Close'].iloc[i-1]: signals.append({'type': 'buy', 'price': df['Open'].iloc[i], 'timeframe': timeframe, 'symbol': symbol}) elif i > 0 and df['Close'].iloc[i] < df['Close'].iloc[i-1]: signals.append({'type': 'sell', 'price': df['Open'].iloc[i], 'timeframe': timeframe, 'symbol': symbol})

return signals

مثال استفاده

df = pd.read_csv('data.csv', index_col='Date')

signals = fvg_strategy(df, timeframe='1H', symbol='EURUSD')

print(signals)

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