The MultiRsiVfi strategy is a trading strategy that combines multiple technical indicators to generate buy and sell signals. Here is a brief explanation of what the strategy does:
Indicator Calculation:
The strategy calculates the 5-day and 200-day Simple Moving Averages (SMA) of the price data. It resamples the data to shorter and longer time intervals (2 times and 8 times the ticker interval, respectively).
It calculates the Relative Strength Index (RSI) for both the short and long intervals.
It calculates the Chaikin Money Flow (CMF) indicator for the short and long intervals.
It calculates an oscillator indicator for the short interval. Indicator Merging: The strategy merges the resampled dataframes back together. Volume Flow Index (VFI) Calculation: The strategy calculates the Volume Flow Index (VFI), VFIMA, and VFI Histogram based on the price and volume data. Buy Signal Generation: The strategy generates a buy signal when the following conditions are met: VFI is greater than or equal to VFIMA. RSI is less than the RSI of the long interval minus 20. CMF of the long interval is greater than 0. Sell Signal Generation: The strategy generates a sell signal when the following conditions are met: VFI is less than VFIMA. RSI is greater than the RSI of the short interval and the RSI of the long interval. Note: Some parts of the code are commented out and not active in the strategy.
It calculates the Relative Strength Index (RSI) for both the short and long intervals.
It calculates the Chaikin Money Flow (CMF) indicator for the short and long intervals.
It calculates an oscillator indicator for the short interval. Indicator Merging: The strategy merges the resampled dataframes back together. Volume Flow Index (VFI) Calculation: The strategy calculates the Volume Flow Index (VFI), VFIMA, and VFI Histogram based on the price and volume data. Buy Signal Generation: The strategy generates a buy signal when the following conditions are met: VFI is greater than or equal to VFIMA. RSI is less than the RSI of the long interval minus 20. CMF of the long interval is greater than 0. Sell Signal Generation: The strategy generates a sell signal when the following conditions are met: VFI is less than VFIMA. RSI is greater than the RSI of the short interval and the RSI of the long interval. Note: Some parts of the code are commented out and not active in the strategy.
stoploss: -0.05 timeframe: 15m hash(sha256): bb935f295aafc41870f74ee462e41c4ecf26ecbb580ec4a8e6bf615653a370b1 indicators: sma5 vfi vfi_hist _shortosc cm _long vfima _short _shortrsi rsi _longrsi _shortcmf _longcmf _longosc osc sma200
No similar strategies found. (based on used indicators)
last change: 2024-04-29 20:36:55