Not Enough Data to display!
Average Overall
| Not Enough Data! / Avg statistics not populated yet. |
|---|
The STRATEGY_SMOOTHED strategy is a trading strategy that utilizes various technical indicators to generate buy and sell signals. Here is a breakdown of what the strategy does:
populate_indicators: This function calculates and adds several technical indicators to the given DataFrame, including:
ema10: Exponential Moving Average (EMA) with a time period of _total_length. ema10smoothed: A smoothed version of ema10, calculated by taking the average of ema10 values over a certain period.
ap: The sum of the closing, high, and low prices.
esa: EMA of ap with a time period of _total_length.
ci: Commodity Channel Index (CCI) calculated based on the difference between ap and esa. tci: EMA of ci with a time period of _total_length. wt1: A weight indicator based on tci. wt2: EMA of wt1 with a time period of _total_length. Additional columns containing constant values (0, -70, -80, 70, 80). Boolean columns indicating whether the smoothed EMA is increasing (ema_smoothed_goingup) and whether the weight indicator is increasing (wt_goingup). populate_buy_trend: This function determines the buy signals based on the following conditions: The smoothed EMA is not increasing in the previous period (ema_smoothed_goingup shifted by 1 is False). The smoothed EMA is not increasing in the current period. The weight indicator is not increasing in the previous period (wt_goingup shifted by 1 is False). The weight indicator is increasing in the current period. The value of wt2 is less than -75. If all the above conditions are met, the buy column in the DataFrame is set to 1. populate_sell_trend: This function determines the sell signals based on the following conditions: The smoothed EMA is increasing in the previous period (ema_smoothed_goingup shifted by 1 is True). The smoothed EMA is increasing in the current period. The weight indicator is increasing in the previous period (wt_goingup shifted by 1 is True). The weight indicator is not increasing in the current period. The value of wt2 is greater than 75. If all the above conditions are met, the sell column in the DataFrame is set to 1. Overall, the strategy aims to identify potential buying opportunities when the smoothed EMA and weight indicator meet specific criteria and to generate selling signals when those criteria change.
ap: The sum of the closing, high, and low prices.
esa: EMA of ap with a time period of _total_length.
ci: Commodity Channel Index (CCI) calculated based on the difference between ap and esa. tci: EMA of ci with a time period of _total_length. wt1: A weight indicator based on tci. wt2: EMA of wt1 with a time period of _total_length. Additional columns containing constant values (0, -70, -80, 70, 80). Boolean columns indicating whether the smoothed EMA is increasing (ema_smoothed_goingup) and whether the weight indicator is increasing (wt_goingup). populate_buy_trend: This function determines the buy signals based on the following conditions: The smoothed EMA is not increasing in the previous period (ema_smoothed_goingup shifted by 1 is False). The smoothed EMA is not increasing in the current period. The weight indicator is not increasing in the previous period (wt_goingup shifted by 1 is False). The weight indicator is increasing in the current period. The value of wt2 is less than -75. If all the above conditions are met, the buy column in the DataFrame is set to 1. populate_sell_trend: This function determines the sell signals based on the following conditions: The smoothed EMA is increasing in the previous period (ema_smoothed_goingup shifted by 1 is True). The smoothed EMA is increasing in the current period. The weight indicator is increasing in the previous period (wt_goingup shifted by 1 is True). The weight indicator is not increasing in the current period. The value of wt2 is greater than 75. If all the above conditions are met, the sell column in the DataFrame is set to 1. Overall, the strategy aims to identify potential buying opportunities when the smoothed EMA and weight indicator meet specific criteria and to generate selling signals when those criteria change.
stoploss: -0.1 timeframe: 5m hash(sha256): 5f42d77ee895ca5e09184a80c97fc2c63f03087047b856990028b6059b24bf27 indicators: ci high wt1 esa wt2 70 close wt_goingup ap ema_smoothed_goingup ema10 80 tci ema10smoothed
No similar strategies found. (based on used indicators)
last change: 2023-06-30 13:16:13