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The FrostAuraM31hStrategy is a trading strategy that makes purchase and sell decisions based on several indicators, including Bollinger Bands (BB), Relative Strength Index (RSI), and Stochastic. The strategy aims to achieve high returns by identifying specific conditions in the market. It has been optimized for the last 115+ days with a 1-hour timeframe.
The optimization results in a high Sharpe Ratio of 8.39422 and a profit of 1285.74%.
In terms of indicators, the strategy uses the following: RSI: Calculates the Relative Strength Index.
Stochastic Slow: Computes the slow %K and %D values of the Stochastic oscillator. Bollinger Bands: Calculates multiple sets of Bollinger Bands with different standard deviations (1, 2, 3, and 4). The strategy's minimal return on investment (ROI) targets are defined for different periods. For example, after holding a position for 312 hours, a minimum ROI of 0.16026 is expected. The stop-loss value for this strategy is set at -0.44439, and there is no trailing stop-loss. The strategy requires a startup candle count of 30 before producing valid signals. It also provides options to customize order types and time in force. The "populate_indicators()" function populates the necessary indicators based on the input dataframe. It calculates RSI, Stochastic Slow, and multiple sets of Bollinger Bands. The "populate_buy_trend()" function determines when to buy based on various conditions, such as RSI being greater than 10, the Stochastic %K being lower than %D, and the closing price being below the lower Bollinger Band with 3 standard deviations. The "populate_sell_trend()" function determines when to sell based on conditions such as the Stochastic %K being lower than %D, RSI being greater than 70, and the closing price being above the middle Bollinger Band. The strategy provides a plot configuration for visualizing the indicators, including Bollinger Bands, Moving Average Convergence Divergence (MACD), and RSI. Overall, FrostAuraM31hStrategy combines multiple indicators to generate buy and sell signals, aiming for high returns and using specific conditions in the market to make informed trading decisions.
The optimization results in a high Sharpe Ratio of 8.39422 and a profit of 1285.74%.
In terms of indicators, the strategy uses the following: RSI: Calculates the Relative Strength Index.
Stochastic Slow: Computes the slow %K and %D values of the Stochastic oscillator. Bollinger Bands: Calculates multiple sets of Bollinger Bands with different standard deviations (1, 2, 3, and 4). The strategy's minimal return on investment (ROI) targets are defined for different periods. For example, after holding a position for 312 hours, a minimum ROI of 0.16026 is expected. The stop-loss value for this strategy is set at -0.44439, and there is no trailing stop-loss. The strategy requires a startup candle count of 30 before producing valid signals. It also provides options to customize order types and time in force. The "populate_indicators()" function populates the necessary indicators based on the input dataframe. It calculates RSI, Stochastic Slow, and multiple sets of Bollinger Bands. The "populate_buy_trend()" function determines when to buy based on various conditions, such as RSI being greater than 10, the Stochastic %K being lower than %D, and the closing price being below the lower Bollinger Band with 3 standard deviations. The "populate_sell_trend()" function determines when to sell based on conditions such as the Stochastic %K being lower than %D, RSI being greater than 70, and the closing price being above the middle Bollinger Band. The strategy provides a plot configuration for visualizing the indicators, including Bollinger Bands, Moving Average Convergence Divergence (MACD), and RSI. Overall, FrostAuraM31hStrategy combines multiple indicators to generate buy and sell signals, aiming for high returns and using specific conditions in the market to make informed trading decisions.
startup_candle_count : 30 rsi: 3.324%
stoploss: -0.444 timeframe: 1h hash(sha256): 25602b75c66854a48af03f4b89c5a10224829c9f03b9027097c515e856db972d indicators: upper bb_middleband3 bb_upperband3 close slowd bb_middleband2 bb_upperband4 bb_upperband2 slowk bb_upperband1 mid bb_lowerband4 bb_lowerband3 lower bb_lowerband1 bb_middleband4 rsi bb_middleband1 bb_lowerband2
Similar Strategies: (based on used indicators)
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Strategy: FrostAuraM315mStrategy, Similarity Score: 95%
last change: 2023-06-28 05:53:42