The "Hammer" strategy is a trading strategy that involves the use of various technical indicators to generate buy and sell signals. Here's a breakdown of what the strategy does:
In the populate_indicators method, the strategy adds several technical indicators to the input DataFrame. These indicators include:
MFI (Money Flow Index)
Stochastic Fast %D and %K
RSI (Relative Strength Index)
Fisher RSI
Bollinger Bands (upper and lower bands, as well as the percentage gain)
EMA (Exponential Moving Average) with periods of 5 and 10
SAR (Parabolic SAR)
SMA (Simple Moving Average) with a period of 40
Candlestick patterns: HAMMER, INVERTED HAMMER, HANGING MAN, and SHOOTING STAR
Various calculations related to candlestick properties (height, body, top, bottom, upper shadow, lower shadow, upper ratio, lower ratio)
The populate_entry_trend method populates the buy signal based on the indicators.
The conditions for generating a buy signal include: Volume is greater than 0 If the buy_sma_enabled flag is true, the close price is lower than the SMA (Simple Moving Average) If the buy_mfi_enabled flag is true, the MFI (Money Flow Index) is less than or equal to the specified threshold (buy_mfi) If the buy_ema_enabled flag is true, the close price is less than or equal to the EMA (Exponential Moving Average) with a period of 10 If the buy_bb_enabled flag is true, the Bollinger Bands gain is greater than or equal to the specified threshold (buy_bb_gain) The candlestick body height is greater than 0.01 Either the upper ratio or lower ratio is greater than 2 The populate_exit_trend method populates the sell signal based on the indicators.
The conditions for generating a sell signal include: If the sell_hold_enabled flag is true, no sell signal is generated (hold position) Volume is greater than 0 The close price is greater than or equal to the EMA with a period of 10 The candlestick body height is greater than 0.01 The upper ratio is greater than 2 The strategy uses these conditions to determine the buy and sell signals in the given DataFrame, which can then be used for backtesting purposes.
The conditions for generating a buy signal include: Volume is greater than 0 If the buy_sma_enabled flag is true, the close price is lower than the SMA (Simple Moving Average) If the buy_mfi_enabled flag is true, the MFI (Money Flow Index) is less than or equal to the specified threshold (buy_mfi) If the buy_ema_enabled flag is true, the close price is less than or equal to the EMA (Exponential Moving Average) with a period of 10 If the buy_bb_enabled flag is true, the Bollinger Bands gain is greater than or equal to the specified threshold (buy_bb_gain) The candlestick body height is greater than 0.01 Either the upper ratio or lower ratio is greater than 2 The populate_exit_trend method populates the sell signal based on the indicators.
The conditions for generating a sell signal include: If the sell_hold_enabled flag is true, no sell signal is generated (hold position) Volume is greater than 0 The close price is greater than or equal to the EMA with a period of 10 The candlestick body height is greater than 0.01 The upper ratio is greater than 2 The strategy uses these conditions to determine the buy and sell signals in the given DataFrame, which can then be used for backtesting purposes.
stoploss: 0 timeframe: 5m hash(sha256): efd90fc03bd2ca4116117e8678ff3243300ba014adbb9bf2ad231330981e0918
Was not able to fetch indicators from Strategyfile.
last change: 2024-04-29 02:36:52