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The CCIStrategy is a trading strategy that uses various technical indicators to generate buy and sell signals. Here's a breakdown of what the strategy does:
Indicator Calculation:
The strategy first resamples the input dataframe to a specified timeframe (e.g., 1 minute) and performs some calculations based on this resampled data. It calculates two Commodity Channel Index (CCI) values with different time periods (170 and 34).
It calculates the Relative Strength Index (RSI) and the Money Flow Index (MFI) using the resampled data.
It calculates the Chaikin Money Flow (CMF) indicator using the high, low, close, and volume values from the input dataframe.
Buy Signal Generation: The strategy generates a buy signal when the following conditions are met: Both CCI values are below -100. CMF is below -0.1. MFI is below 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 close price. Sell Signal Generation: The strategy generates a sell signal when the following conditions are met: Both CCI values are above 100. CMF is above 0.3. The resampled simple moving average (resample_sma) is less than the resampled medium-term moving average (resample_medium). The resampled medium-term moving average (resample_medium) is less than the resampled short-term moving average (resample_short). Note: The strategy also defines a few additional attributes such as minimal_roi (minimal return on investment), stoploss (optimal stop-loss value), and timeframe (optimal timeframe for the strategy). Overall, the CCIStrategy combines multiple indicators to identify potential buying and selling opportunities in the market based on specific conditions.
It calculates the Relative Strength Index (RSI) and the Money Flow Index (MFI) using the resampled data.
It calculates the Chaikin Money Flow (CMF) indicator using the high, low, close, and volume values from the input dataframe.
Buy Signal Generation: The strategy generates a buy signal when the following conditions are met: Both CCI values are below -100. CMF is below -0.1. MFI is below 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 close price. Sell Signal Generation: The strategy generates a sell signal when the following conditions are met: Both CCI values are above 100. CMF is above 0.3. The resampled simple moving average (resample_sma) is less than the resampled medium-term moving average (resample_medium). The resampled medium-term moving average (resample_medium) is less than the resampled short-term moving average (resample_short). Note: The strategy also defines a few additional attributes such as minimal_roi (minimal return on investment), stoploss (optimal stop-loss value), and timeframe (optimal timeframe for the strategy). Overall, the CCIStrategy combines multiple indicators to identify potential buying and selling opportunities in the market based on specific conditions.
Biased Indicators
resample_sma, resample_medium, resample_short, resample_long
stoploss: -0.02 timeframe: 1m hash(sha256): 898d191777885001c4fa91f55efb7793436221a0acf087b183b25d018b2a8c07 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_2, 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: 2023-07-05 13:16:09