CODEWITHSUNDEEP
pythonpine-scriptbinance-api-client
Mohamed Nagy
Mohamed Nagy

Reputation: 176

Convert tradingview's pine script to python

I want to convert the following Pine script to python to calculate the value for vwap1 variable without plotting the results, I just want to calculate the value for vwap1:

wapScore(pds) =>
    mean = sum(volume*close,pds)/sum(volume,pds)
    vwapsd = sqrt(sma(pow(close-mean, 2), pds) )
    (close-mean)/vwapsd

vwap1 = input(48)
plot(vwapScore(vwap1),title="ZVWAP2-48",color=#35e8ff, linewidth=2,transp=0.75)

I have tried the following:

def calculate_SMA(ser, days):
    sma = ser.rolling(window=days).mean()
    return sma


def calculate_Zscore(pds, volume, close):
    mean = sum(volume * close, pds) / sum(volume, pds)
    vwapsd = np.sqrt(calculate_SMA(pow(close - mean, 2), pds))
    return (close - mean) / vwapsd

And I am using calculate_Zscore function to calculate the value and add it to pandas dataframe but it gives me different values rather than the values on trading view

candles["Zscroe-48"] = zscore.calculate_Zscore(48,candles["Volume"], candles["Close"])

Could someone please tell me what I am doing wrong or what I am missing ?

Upvotes: 0

Views: 2136

Answers (1)

ALILO
ALILO

Reputation: 11

I think problem is in mean. Try this:

def calculate_SMA(ser, pds):

    sma = ser.rolling(window=pds).mean()
    return sma

def calculate_Zscore(pds,df):

    df['mean'] = ((df['Close']*df['Volume']).rolling(pds).sum())/df['Volume'].rolling(pds).sum()
    #mean = sum(volume * close, pds) / sum(volume, pds)
    df['vwapsd'] = np.sqrt(calculate_SMA(pow(df['Close'] - df['mean'], 2), pds))
    #df['z-scoor'] = (df['Close'] - df['mean']) / df['vwapsd']
    return (df['Close'] - df['mean']) / df['vwapsd']

Upvotes: 1

Related Questions