The CCIStrategy is a trading strategy that uses several technical indicators to generate buy and sell signals for a given cryptocurrency or financial instrument. Here is a breakdown of what the strategy does:
Populate Indicators: This function calculates various technical indicators such as MACD, CCI (Commodity Channel Index), RSI (Relative Strength Index), MFI (Money Flow Index), and CMF (Chaikin Money Flow). It also calculates Bollinger Bands for graphing purposes.
Populate Buy Trend: This function determines the conditions for generating a buy signal.
The buy signal is triggered when the following conditions are met: CCI_one and CCI_two (two different CCI indicators) are both less than -100.
CMF (Chaikin Money Flow) is less than -0.1. MFI (Money Flow Index) is less than 25. The resampled medium-term moving average (resample_medium) is greater than the resampled short-term moving average (resample_short). The resampled long-term moving average (resample_long) is less than the current closing price. Populate Sell Trend: This function determines the conditions for generating a sell signal. The sell signal is triggered when the following conditions are met: CCI_one and CCI_two are both greater than 100. CMF is greater than 0.3. The resampled simple moving average (resample_sma) is less than the resampled medium-term moving average. The resampled medium-term moving average is less than the resampled short-term moving average. Chaikin MF: This is a helper function that calculates the Chaikin Money Flow (CMF) indicator based on the given dataframe's close price, low price, high price, and volume. Resample: This is a helper function that resamples the given dataframe to a different interval and calculates additional moving averages (resample_sma, resample_medium, resample_short, resample_long). It interpolates missing values and merges the resampled data with the original dataframe. The strategy uses these indicators and conditions to generate buy and sell signals, which can be used for backtesting and executing trades.
Populate Buy Trend: This function determines the conditions for generating a buy signal.
The buy signal is triggered when the following conditions are met: CCI_one and CCI_two (two different CCI indicators) are both less than -100.
CMF (Chaikin Money Flow) is less than -0.1. MFI (Money Flow Index) is less than 25. The resampled medium-term moving average (resample_medium) is greater than the resampled short-term moving average (resample_short). The resampled long-term moving average (resample_long) is less than the current closing price. Populate Sell Trend: This function determines the conditions for generating a sell signal. The sell signal is triggered when the following conditions are met: CCI_one and CCI_two are both greater than 100. CMF is greater than 0.3. The resampled simple moving average (resample_sma) is less than the resampled medium-term moving average. The resampled medium-term moving average is less than the resampled short-term moving average. Chaikin MF: This is a helper function that calculates the Chaikin Money Flow (CMF) indicator based on the given dataframe's close price, low price, high price, and volume. Resample: This is a helper function that resamples the given dataframe to a different interval and calculates additional moving averages (resample_sma, resample_medium, resample_short, resample_long). It interpolates missing values and merges the resampled data with the original dataframe. The strategy uses these indicators and conditions to generate buy and sell signals, which can be used for backtesting and executing trades.
stoploss: -0.02 timeframe: 1m hash(sha256): 3a7ddff31ddb9cc6b81b64bc3ba7796eff8c264863da55cb8fde0a36c47693a1 indicators: resample_medium upper resample_long cci_one close mfi bb_lowerband volume resample_short date high mid cmf open high low close lower cm bb_middleband rsi bb_upperband resample_sma low cci_two
Similar Strategies: (based on used indicators)
Strategy: CCIStrategy_124, Similarity Score: 96.15%
Strategy: CCIStrategy_263, Similarity Score: 96.15%
Strategy: CCIStrategy_3, Similarity Score: 96.15%
Strategy: CCIStrategy_4, Similarity Score: 96.15%
Strategy: CCIStrategy_5, Similarity Score: 96.15%
Strategy: tSmoothScalp20230110, Similarity Score: 96.15%
Strategy: ZBCDstra, Similarity Score: 88.46%
last change: 2024-04-28 16:38:13