The strategy implemented in the code is called "CombinedBinHAndClucV6H." It combines different buy signals based on various indicators and conditions. Here is a short description of what the strategy does:
It starts by populating indicators using the provided dataframe and metadata. It checks the run mode and timeframe requirements for backtesting.
It merges informative indicators with the main indicators in the dataframe.
Next, it populates the buy trend by setting conditions for different buy signals.
The "buy_cond_bin" condition considers the close price, exponential moving averages (EMA), Bollinger Bands, and other parameters. The "buy_cond_cluc" condition considers the close price, EMAs, volume, and Bollinger Bands. The "buy_cond_long" condition considers the close price, simple moving average (SMA), SSL direction, RSI, and other parameters. The strategy counts the number of conditions met for each candle. It applies additional conditions for buy signals, such as minimum conditions and volume greater than zero. If all conditions are met, the strategy marks the candle as a "buy" signal. It then populates the sell trend by setting conditions for the sell signal. The condition checks if the close price crosses above the upper Bollinger Band with volume greater than zero. If the condition is met, the strategy marks the candle as a "sell" signal. The strategy includes a custom stop loss condition based on the current profit and bail time. If the current profit is below a certain threshold and the trade has been open for a specific time, it sets a custom stop loss value. It includes a trade exit confirmation section. It retrieves the analyzed dataframe for the given pair and timeframe. It obtains the last candle's data and checks for specific sell reasons. If the sell reason is "force_sell," it returns True to confirm the trade exit. If the sell reason is "roi" (return on investment), it checks the RSI value against a threshold. If the RSI is above the threshold, it returns False to continue the trade. Otherwise, it returns True to confirm the trade exit. The strategy also includes code for SSL Channels with ATR (Average True Range). It calculates the ATR and uses it to calculate the upper and lower channels. It determines the High/Low/Void (HLV) value based on whether the close price is above the upper channel, below the lower channel, or in between. It calculates the SSL (Squeeze Super Trend) values based on the HLV value. This description provides an overview of the strategy's main components and how it determines buy and sell signals based on the provided indicators and conditions.
It merges informative indicators with the main indicators in the dataframe.
Next, it populates the buy trend by setting conditions for different buy signals.
The "buy_cond_bin" condition considers the close price, exponential moving averages (EMA), Bollinger Bands, and other parameters. The "buy_cond_cluc" condition considers the close price, EMAs, volume, and Bollinger Bands. The "buy_cond_long" condition considers the close price, simple moving average (SMA), SSL direction, RSI, and other parameters. The strategy counts the number of conditions met for each candle. It applies additional conditions for buy signals, such as minimum conditions and volume greater than zero. If all conditions are met, the strategy marks the candle as a "buy" signal. It then populates the sell trend by setting conditions for the sell signal. The condition checks if the close price crosses above the upper Bollinger Band with volume greater than zero. If the condition is met, the strategy marks the candle as a "sell" signal. The strategy includes a custom stop loss condition based on the current profit and bail time. If the current profit is below a certain threshold and the trade has been open for a specific time, it sets a custom stop loss value. It includes a trade exit confirmation section. It retrieves the analyzed dataframe for the given pair and timeframe. It obtains the last candle's data and checks for specific sell reasons. If the sell reason is "force_sell," it returns True to confirm the trade exit. If the sell reason is "roi" (return on investment), it checks the RSI value against a threshold. If the RSI is above the threshold, it returns False to continue the trade. Otherwise, it returns True to confirm the trade exit. The strategy also includes code for SSL Channels with ATR (Average True Range). It calculates the ATR and uses it to calculate the upper and lower channels. It determines the High/Low/Void (HLV) value based on whether the close price is above the upper channel, below the lower channel, or in between. It calculates the SSL (Squeeze Super Trend) values based on the HLV value. This description provides an overview of the strategy's main components and how it determines buy and sell signals based on the provided indicators and conditions.
stoploss: -0.99 timeframe: 5m hash(sha256): 1636d30143caa0a406335bc17b0aeb260371f046669a08cc8bcd70967fa6654d indicators: upper ema_200 buy_bin_tail_bbdelta ema_50 close sma_5 buy_long_rsi_dif tail ssldir_1h bb_lowerband ema_200_1h buy_bin_closedelta_close bbdelta buy_cluc_enable buy_bin_enable buy_cond_cluc volume smaHigh ATR closedelta sslDown date conditions_count buy_bin_bbdelta_close hlv volume_mean_slow sslup ema_50_1h smaLow buy_bin_guard ssldir high buy_cond_bin mid sslUp buy_cond_long buy buy_minimum_conditions rsi_1h cstp_bail_time buy_cluc_volume sell_roi_override_rsi_threshold cstp_loss_threshold ssldow
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last change: 2024-04-28 23:24:11