The "OptimizedSupertrend" strategy is a pattern recognition strategy used for backtesting trading strategies. Here are the important components of the strategy:
ROI table: The minimal return on investment (ROI) for this strategy is set to 100%. Stoploss: The stoploss is set to -0.1, which means if the price goes down by 10%, the position will be closed.
Trailing stop: The trailing stop is disabled in this strategy.
Timeframe: The optimal timeframe for this strategy is set to 4 hours.
The strategy uses the Supertrend indicator to generate buy and sell signals. The Supertrend indicator is calculated using the high, low, and close prices of the asset being traded. It calculates a trend line that acts as a support or resistance level. The strategy has three main functions: populate_indicators: This function populates the buy and sell signals based on the Supertrend strategy. It calls the supertrend_strategy function, which returns the buy and sell signals as boolean arrays. These signals are stored in the 'buy' and 'sell' columns of the dataframe. populate_entry_trend: This function populates the 'enter_long' column of the dataframe with a value of 1 when a buy signal is generated. populate_exit_trend: This function populates the 'exit_long' column of the dataframe with a value of 1 when a sell signal is generated. The Supertrend strategy is implemented using the talib library, which provides technical analysis indicators. The supertrend_strategy function calculates the Supertrend using the high, low, and close prices of the asset. It then converts the calculated values into buy and sell signals by comparing them to zero. Positive values indicate a buy signal, and negative values indicate a sell signal. Overall, the strategy aims to capture trends in the market by generating buy and sell signals based on the Supertrend indicator.
Trailing stop: The trailing stop is disabled in this strategy.
Timeframe: The optimal timeframe for this strategy is set to 4 hours.
The strategy uses the Supertrend indicator to generate buy and sell signals. The Supertrend indicator is calculated using the high, low, and close prices of the asset being traded. It calculates a trend line that acts as a support or resistance level. The strategy has three main functions: populate_indicators: This function populates the buy and sell signals based on the Supertrend strategy. It calls the supertrend_strategy function, which returns the buy and sell signals as boolean arrays. These signals are stored in the 'buy' and 'sell' columns of the dataframe. populate_entry_trend: This function populates the 'enter_long' column of the dataframe with a value of 1 when a buy signal is generated. populate_exit_trend: This function populates the 'exit_long' column of the dataframe with a value of 1 when a sell signal is generated. The Supertrend strategy is implemented using the talib library, which provides technical analysis indicators. The supertrend_strategy function calculates the Supertrend using the high, low, and close prices of the asset. It then converts the calculated values into buy and sell signals by comparing them to zero. Positive values indicate a buy signal, and negative values indicate a sell signal. Overall, the strategy aims to capture trends in the market by generating buy and sell signals based on the Supertrend indicator.
stoploss: -0.1 timeframe: 4h hash(sha256): f66036390340e41f85de33fa1298f00fc0fa6f1b955c917fdad44613a664ba78 indicators: sell buy
No similar strategies found. (based on used indicators)
last change: 2024-04-29 02:15:33