The EllijahStrategy is a trading strategy that uses technical analysis indicators to make buy and sell decisions. It implements the IStrategy interface. The strategy has two main functions: populate_indicators() and populate_buy_trend().
In the populate_indicators() function, the strategy calculates various technical indicators, such as Exponential Moving Averages (EMA), for different time periods.
These indicators are added as columns to the input DataFrame.
The populate_buy_trend() function populates the buy signal based on the calculated indicators. It checks for specific conditions, such as the crossing of EMA lines and volume being greater than zero, to generate a buy signal. If the conditions are met, the 'buy' column in the DataFrame is set to 1. Similarly, the populate_sell_trend() function populates the sell signal based on the indicators. It checks for conditions like EMA lines crossing and volume being greater than zero to generate a sell signal. If the conditions are met, the 'sell' column in the DataFrame is set to 1. Overall, the strategy aims to generate buy and sell signals based on the calculated technical indicators, which can be used for backtesting trading strategies.
In the populate_indicators() function, the strategy calculates various technical indicators, such as Exponential Moving Averages (EMA), for different time periods.
These indicators are added as columns to the input DataFrame.
The populate_buy_trend() function populates the buy signal based on the calculated indicators. It checks for specific conditions, such as the crossing of EMA lines and volume being greater than zero, to generate a buy signal. If the conditions are met, the 'buy' column in the DataFrame is set to 1. Similarly, the populate_sell_trend() function populates the sell signal based on the indicators. It checks for conditions like EMA lines crossing and volume being greater than zero to generate a sell signal. If the conditions are met, the 'sell' column in the DataFrame is set to 1. Overall, the strategy aims to generate buy and sell signals based on the calculated technical indicators, which can be used for backtesting trading strategies.
stoploss: -0.1 timeframe: 5m hash(sha256): 657b1606b9d383221368eaedaa91b5609a18351fc46b9602e94f56ef2784b02c indicators: bids ema_8s_val ema_21s_val volume ema_21b_val asks ema_8b_val ema_13s_val ema_13b_val ema_55b_val ema_55s_val best_ask best_bid
No similar strategies found. (based on used indicators)
last change: 2024-04-27 22:42:39