The MACDStrategy is a trading strategy that uses technical indicators to identify uptrends and downtrends in the market. The strategy is implemented in Python using the Freqtrade library. Here's a breakdown of how the strategy works:
Uptrend definition:
MACD (Moving Average Convergence Divergence) is above the MACD signal.
Commodity Channel Index (CCI) is less than -50.
Downtrend definition: MACD is below the zero line and below the MACD signal.
CCI is greater than 100. The strategy aims to achieve a certain return on investment (ROI) and has predefined values for minimal ROI at different time intervals. These values can be adjusted in the configuration file. Additionally, the strategy specifies an optimal stop loss value of -0.3, which means that if the trade goes against the expected direction by more than 30%, it will be closed. The ticker interval used for this strategy is 5 minutes, meaning that it operates on price data at 5-minute intervals. To execute the strategy, the populate_indicators function is used to calculate the required technical indicators (MACD and CCI) and add them to the input dataframe. The populate_buy_trend function populates the "buy" signal column in the dataframe based on the defined conditions for an uptrend. The populate_sell_trend function populates the "sell" signal column in the dataframe based on the defined conditions for a downtrend. Overall, the MACDStrategy aims to capture profitable trading opportunities by identifying and acting upon market trends indicated by the MACD and CCI indicators.
Commodity Channel Index (CCI) is less than -50.
Downtrend definition: MACD is below the zero line and below the MACD signal.
CCI is greater than 100. The strategy aims to achieve a certain return on investment (ROI) and has predefined values for minimal ROI at different time intervals. These values can be adjusted in the configuration file. Additionally, the strategy specifies an optimal stop loss value of -0.3, which means that if the trade goes against the expected direction by more than 30%, it will be closed. The ticker interval used for this strategy is 5 minutes, meaning that it operates on price data at 5-minute intervals. To execute the strategy, the populate_indicators function is used to calculate the required technical indicators (MACD and CCI) and add them to the input dataframe. The populate_buy_trend function populates the "buy" signal column in the dataframe based on the defined conditions for an uptrend. The populate_sell_trend function populates the "sell" signal column in the dataframe based on the defined conditions for a downtrend. Overall, the MACDStrategy aims to capture profitable trading opportunities by identifying and acting upon market trends indicated by the MACD and CCI indicators.
stoploss: -0.3 timeframe: 5m hash(sha256): 8f8d065fbd7fecdc843a28fa75103d21620cbe89e7f095f1ffa356a39e5223c8 indicators: macdsignal macd cci macdhist
No similar strategies found. (based on used indicators)
last change: 2024-04-28 05:35:54