The SMAOffsetProtectOptV0 strategy is a trading strategy implemented in a backtesting website. Here's a brief description of what it does:
The strategy calculates various indicators based on the input dataframe, such as exponential moving averages (EMAs), EWO (Elliott Wave Oscillator), and RSI (Relative Strength Index). In the populate_buy_trend function, the strategy defines conditions for entering a buy trade:
The close price is below a moving average (ma_buy) multiplied by a low offset value.
The EWO value is above a certain threshold (ewo_high).
The RSI value is below a specified threshold (rsi_buy).
The volume is greater than zero. Additionally, there is another set of conditions for entering a buy trade: The close price is below a moving average (ma_buy) multiplied by a low offset value. The EWO value is below a certain threshold (ewo_low). The volume is greater than zero. If any of the defined conditions are met, the strategy sets the 'buy' signal to 1 for the corresponding data points. The populate_sell_trend function defines conditions for entering a sell trade: The close price is above a moving average (ma_sell) multiplied by a high offset value. The volume is greater than zero. If the sell conditions are met, the strategy sets the 'sell' signal to 1 for the corresponding data points. Overall, the SMAOffsetProtectOptV0 strategy combines multiple indicators and conditions to generate buy and sell signals based on price movements, moving averages, EWO, RSI, and volume.
The EWO value is above a certain threshold (ewo_high).
The RSI value is below a specified threshold (rsi_buy).
The volume is greater than zero. Additionally, there is another set of conditions for entering a buy trade: The close price is below a moving average (ma_buy) multiplied by a low offset value. The EWO value is below a certain threshold (ewo_low). The volume is greater than zero. If any of the defined conditions are met, the strategy sets the 'buy' signal to 1 for the corresponding data points. The populate_sell_trend function defines conditions for entering a sell trade: The close price is above a moving average (ma_sell) multiplied by a high offset value. The volume is greater than zero. If the sell conditions are met, the strategy sets the 'sell' signal to 1 for the corresponding data points. Overall, the SMAOffsetProtectOptV0 strategy combines multiple indicators and conditions to generate buy and sell signals based on price movements, moving averages, EWO, RSI, and volume.
stoploss: -0.5 timeframe: 5m hash(sha256): 4aa7d798b0efe7a65638621f8af284a7afeecda27f371a75bf703b40cc72c95c indicators: rsi_buy ma_sell_val fast_ewo slow_ewo EWO volume ewo_high low_offset close ewo_low sell_trigger rsi high_offset buy_trigger base_nb_candles_sell base_nb_candles_buy ma_buy_val
Similar Strategies: (based on used indicators)
Strategy: SMAOffsetProtectOptV0, Similarity Score: 94.44%
last change: 2024-04-29 01:27:26