The IndicatorforRL strategy is designed to populate a DataFrame with various technical analysis (TA) indicators that are commonly used in trading strategies. These indicators provide insights into market trends, momentum, and other relevant information. Here's a breakdown of what the strategy does:
populate_indicators function:
Adds multiple TA indicators to the given DataFrame.
The indicators include ADX, PLUS_DM, PLUS_DI, MINUS_DM, MINUS_DI, AROON, AROONOSC, Awesome Oscillator (AO), Ultimate Oscillator (UO), CCI, RSI, Fisher RSI, Stochastic Oscillator (slowd and slowk), Stochastic Fast (fastd and fastk), Stochastic RSI (fastd_rsi and fastk_rsi), MACD (macd, macdsignal, and macdhist), MFI, and ROC.
These indicators provide information about trend strength, direction, momentum, and overbought/oversold conditions.
populate_buy_trend function: Based on the TA indicators, determines the buy signal for the given DataFrame. The buy signal is triggered when certain conditions are met, including RSI crossing above 30, tema (Triple Exponential Moving Average) being below the Bollinger Bands middle band, tema showing an upward trend, and non-zero volume. If all these conditions are satisfied, the 'buy' column in the DataFrame is set to 1 for that particular row, indicating a potential buying opportunity. populate_sell_trend function: Based on the TA indicators, determines the sell signal for the given DataFrame. The sell signal is triggered when certain conditions are met, including RSI crossing above 70, tema being above the Bollinger Bands middle band, tema showing a downward trend, and non-zero volume. If all these conditions are satisfied, the 'sell' column in the DataFrame is set to 1 for that particular row, indicating a potential selling opportunity. Overall, the IndicatorforRL strategy aims to generate buy and sell signals based on the analysis of various TA indicators, providing a foundation for further trading strategy development and backtesting.
The indicators include ADX, PLUS_DM, PLUS_DI, MINUS_DM, MINUS_DI, AROON, AROONOSC, Awesome Oscillator (AO), Ultimate Oscillator (UO), CCI, RSI, Fisher RSI, Stochastic Oscillator (slowd and slowk), Stochastic Fast (fastd and fastk), Stochastic RSI (fastd_rsi and fastk_rsi), MACD (macd, macdsignal, and macdhist), MFI, and ROC.
These indicators provide information about trend strength, direction, momentum, and overbought/oversold conditions.
populate_buy_trend function: Based on the TA indicators, determines the buy signal for the given DataFrame. The buy signal is triggered when certain conditions are met, including RSI crossing above 30, tema (Triple Exponential Moving Average) being below the Bollinger Bands middle band, tema showing an upward trend, and non-zero volume. If all these conditions are satisfied, the 'buy' column in the DataFrame is set to 1 for that particular row, indicating a potential buying opportunity. populate_sell_trend function: Based on the TA indicators, determines the sell signal for the given DataFrame. The sell signal is triggered when certain conditions are met, including RSI crossing above 70, tema being above the Bollinger Bands middle band, tema showing a downward trend, and non-zero volume. If all these conditions are satisfied, the 'sell' column in the DataFrame is set to 1 for that particular row, indicating a potential selling opportunity. Overall, the IndicatorforRL strategy aims to generate buy and sell signals based on the analysis of various TA indicators, providing a foundation for further trading strategy development and backtesting.
Traceback (most recent call last): File "/home/ftuser/.local/lib/python3.11/site-packages/pandas/core/indexes/base.py", line 3791, in get_loc return self._engine.get_loc(casted_key) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "index.pyx", line 152, in pandas._libs.index.IndexEngine.get_loc File "index.pyx", line 181, in pandas._libs.index.IndexEngine.get_loc File "pandas/_libs/hashtable_class_helper.pxi", line 7080, in pandas._libs.hashtable.PyObjectHashTable.get_item File "pandas/_libs/hashtable_class_helper.pxi", line 7088, in pandas._libs.hashtable.PyObjectHashTable.get_item KeyError: 'tema' The above exception was the direct cause of the following exception: Traceback (most recent call last): File "/freqtrade/freqtrade/main.py", line 42, in main return_code = args['func'](args) ^^^^^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/commands/optimize_commands.py", line 58, in start_backtesting backtesting.start() File "/freqtrade/freqtrade/optimize/backtesting.py", line 1401, in start min_date, max_date = self.backtest_one_strategy(strat, data, timerange) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/optimize/backtesting.py", line 1335, in backtest_one_strategy results = self.backtest( ^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/optimize/backtesting.py", line 1213, in backtest data: Dict = self._get_ohlcv_as_lists(processed) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/optimize/backtesting.py", line 381, in _get_ohlcv_as_lists df_analyzed = self.strategy.ft_advise_signals(pair_data, {'pair': pair}) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/strategy/interface.py", line 1391, in ft_advise_signals dataframe = self.advise_entry(dataframe, metadata) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/strategy/interface.py", line 1425, in advise_entry df = self.populate_entry_trend(dataframe, metadata) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/strategy/interface.py", line 225, in populate_entry_trend return self.populate_buy_trend(dataframe, metadata) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/user_data/strategies/IndicatorforRL.py", line 270, in populate_buy_trend (dataframe['tema'] <= dataframe['bb_middleband']) & # Guard: tema below BB middle ~~~~~~~~~^^^^^^^^ File "/home/ftuser/.local/lib/python3.11/site-packages/pandas/core/frame.py", line 3893, in __getitem__ indexer = self.columns.get_loc(key) ^^^^^^^^^^^^^^^^^^^^^^^^^ File "/home/ftuser/.local/lib/python3.11/site-packages/pandas/core/indexes/base.py", line 3798, in get_loc raise KeyError(key) from err KeyError: 'tema'
stoploss: -0.1 timeframe: 1m hash(sha256): d597fcf0fa0cb7c22c7c6ce3fd12284aee5bde88261b53b0b390dffc0c51e785 indicators: minus_dm tema plus_dm asks uo mfi aroondown fastd_rsi fastk macdhist slowd volume plus_di fastd best_ask bids slowk macdsignal fisher_rsi fastk_rsi fisher_rsi_norma cci macd best_bid aroonup adx minus_di aroonosc roc bb_middleband rsi ao
Similar Strategies: (based on used indicators)
Strategy: GymStrategy, Similarity Score: 93.94%
Strategy: GymStrategy_2, Similarity Score: 93.94%
Strategy: LoadRLModel, Similarity Score: 87.88%
last change: 2024-04-28 15:01:47