How to count HL2 source in python Binance trading bot?

Question

:))

I've made a crypto trading bot in python connected to my Binance account. My problem is to count HL2 source ((High+Low)/2). I want to make a sma(hl2, 17) but I can't figure out how to do it. If I use simply close (or open, low, high) it works correctly.

My script:

import websocket, json, pprint, talib, numpy
from binance.client import Client
from binance.enums import *
import config

SOCKET = "wss://stream.binance.com:9443/ws/xrpusdt@kline_1m"

#sma-data
SLOWSMA_PERIOD = 6 #source hl2

#trade-data
TRADE_SYMBOL = 'XRPUSDT'
TRADE_QUANTITY = 1

closes = []
lows = []
highs = []

in_positon = False

client = Client(config.API_KEY, config.API_SECRET)

def order(side, quantity, symbol, order_type=ORDER_TYPE_MARKET):
    try:
        print("sending order")
        order = client.create_order(symbol=symbol, side=side, type=order_type, quantity=quantity)
        print(order)
    except Exception as e:
        return False

    return True


def on_open(ws):
    print('opened connection')

def on_close(ws):
    print('closed connection')

def on_message(ws, message):
    global closes; global lows; global highs


    print('received message')
    json_message = json.loads(message)
    pprint.pprint(json_message)

    candle = json_message['k']

    is_candle_closed = candle['x']

    close = candle['c']

    low = candle['l']

    high = candle['h']

    if is_candle_closed:
        print("candle closed at {}".format(close))
        closes.append(float(close))
        print("closes")
        print(closes)

        lows.append(float(low))
        print("lows")
        print(lows)

        highs.append(float(high))
        print("highs")
        print(highs)

        if len(closes) > SLOWSMA_PERIOD:
            np_hl2 = numpy.array((closes+highs)/2)
            slowSma = talib.SMA(np_hl2, SLOWSMA_PERIOD)
            print("slowSma")
            print(slowSma)
            last_slowSma = slowSma[-1]
            print("the currect slowSma is {}".format(last_slowSma))

ws = websocket.WebSocketApp(SOCKET, on_open=on_open, on_close=on_close, on_message=on_message)
ws.run_forever()

-> The important part:

if len(closes) > SLOWSMA_PERIOD:
            np_hl2 = numpy.array((closes+highs)/2)
            slowSma = talib.SMA(np_hl2, SLOWSMA_PERIOD)
            print("slowSma")
            print(slowSma)
            last_slowSma = slowSma[-1]
            print("the currect slowSma is {}".format(last_slowSma))

The script is running but doesn't list 'slowSma'.

----------------------Can anybody help me? :)) ----------------------

I've tried some way and search for soultion in order to get HL2 source, but I didn't find any.

Answer 1

I've found the way finally: :))

Way to calculate HL2:

hl2s.append(numpy.mean([float(high),float(low)]))
        print("hl2s")
        print(hl2s)