CloudLevelManager

A Pythonic way to maintain and generate cloud levels for the EdgeProX and MotiveWave trading platforms.

• No need to cut and paste lines of CSV
• Control draw order
• Templating
• Automation

The Basics

It's not a package -- just one file. Place CloudLevelManager.py in your working path and import the module:

from CloudLevelManager import CloudLevels

The most basic example -- we'll talk about the structure a little bit later:

levels = {
    'support/resistance': [
        {'Price': 4309.50},
        {'Price': 4282.25},
        {'Price': 4249.50},
        ],
    }
# Create a CloudLevels object and write the CSV file
cl = CloudLevels('ES', levels, tick_size=0.25)
cl.to_csv('my_cloud_levels.csv')

This will create three grey lines when loaded into EdgeProX/MotiveWave. The top level key -- 'support/resistance' in this case -- is the template name. CloudLevelManager applied a built-in default template since we did not define one.

We can do better, and there are two ways to do that:

• With templates
• Explicitely for each level

Templates

Templates define the default Cloud Level attributes for each style. It is a nested dictionary with the top keys being the template name followed by key:value pairs of attributes such as the text label and band offset (or diameter). CloudLevelManager has defaults for any attributes that you do not explicitely declare in your template.

Let's make a template:

my_templates = {
    'support/resistance': {
        'Label': 'S/R Zone',
        'Text Color': '#FFFFFF', 'Line Color': '#800080', 'Band Color': '#800080',
        'Band Offset': 6,
        'Show Label': 'Y',
        'Show Price': 'Y',
        'Priority': 0,
        },
    'pivot': {
        'Label': 'Pivot',
        'Text Color': '#FFFFFF', 'Line Color': '#800080', 'Band Color': '#800080',
        'Band Offset': 6,
        'Show Label': 'Y',
        'Show Price': 'Y',
        'Priority': 0,
        },
}

CloudLevelManager requires a dictionary of templates. Assuming you are familiar with cloud levels, all those attributes should make sense except for...

'Priority': This attribute is an integer value used for graphical ordering. Higher numbers print on top of lower numbers.

Now specify the template dict and you will have some nice purple s/r zones

cl = CloudLevels('ES', levels, templates=my_templates, tick_size=0.25)
cl.to_csv('my_cloud_levels.csv')

Let's use multiple templates in our levels

levels = {
    'pivot': [
        {'Price': 4282.25},
        ],
    'support/resistance': [
        {'Price': 4309.50},
        {'Price': 4249.50},
        ],
    }
cl = CloudLevels('ES', levels, templates=my_templates, tick_size=0.25)
cl.to_csv('my_cloud_levels.csv')

Overrides

Now, the other way to control the attributes: Specify them in the levels dict. Attributes specified in the levels dictionary take precedence over template settings.

levels = {
    'pivot': [
        {'Price': 4282.25, 'Label': 'Central Pivot', 'Band Offset': 0},
        ],
    'support/resistance': [
        {'Price': 4309.50, 'Label': 'R1'},
        {'Price': 4249.50, 'Label': 'R2'},
        ],
    }

cl = CloudLevels('ES', levels, templates=my_templates, tick_size=0.25)
cl.to_csv('my_cloud_levels.csv')

Now you should have the basics of templating and levels

Price Ranges

CloudLevelManager will also accept price ranges and calculate the band offset for you. Let's add to 'my_templates' and add some single prints as an example:

my_templates['single print'] = {'Label': 'Single Print',
        'Text Color': '#FFFFFF', 'Line Color': '#FFAAE2', 'Band Color': '#FFAAE2',
        'Priority': -8,}
levels = {
    'single print': [
        {'Price Range': [4251.00, 4249.25]}, # order does not matter
        {'Price Range': [4240.00, 4243.50]}, # high/low or low/high
        {'Price Range': [4067.25, 4064.50]},
        ],
    }
cl = CloudLevels('ES', levels, templates=my_templates, tick_size=0.25)
cl.to_csv('my_cloud_levels.csv')

Note that the 'tick_size' attribute is important here, as the band offset is in ticks, not real numbers. That limitation will also make some bands be off by half a tick. Nothing we can do about that.

Multiple Dictionaries

So far, our levels have all been in a single dict object. No problem if you manage your level groups separately -- you can hand CloudLevelManager a list of dicts:

tech_levels = {
    'pivot': [
        {'Price': 4282.25, 'Label': 'Central Pivot', 'Band Offset': 0},
        ],
    'support/resistance': [
        {'Price': 4309.50, 'Label': 'R1'},
        {'Price': 4249.50, 'Label': 'R2'},
        ],
    }
tpo_levels = {
    'single print': [
        {'Price Range': [4251.00, 4249.25]}, # order does not matter
        {'Price Range': [4240.00, 4243.50]}, # high/low or low/high
        {'Price Range': [4067.25, 4064.50]},
        ],
    }
cl = CloudLevels('ES', [tech_levels, tpo_levels], templates=my_templates, tick_size=0.25)
cl.to_csv('my_cloud_levels.csv')

Next steps

Hopefully templating gives you a more flexible and manageable way to maintain your cloud levels; but why stop there? You can automate, or add some IO for other file formats, or whatever. Here's an idea to extend our support/resistance levels created above:

levels['support/resistance'].extend([{'Price':i, 'Label': 'Century'} for i in range(3500, 5100, 100)])

There you go, all the century marks in one line of code!