The "SmoothOperator" strategy is a trading strategy that utilizes various technical indicators to make buy and sell decisions in the market. Here is a brief description of what the strategy does:
In the "populate_indicators" method:
The strategy resamples the input data based on the specified ticker interval and resample factor. It calculates several technical indicators, including CCI (Commodity Channel Index), RSI (Relative Strength Index), ADX (Average Directional Index), MFI (Money Flow Index), and their exponential moving averages (EMA).
Bollinger Bands are calculated using the close price with a window of 20 and standard deviation of 2.
MACD (Moving Average Convergence Divergence) and its components (macd, macdsignal, macdhist) are calculated.
Another set of Bollinger Bands is calculated with a smaller standard deviation of 1.6 for entry signals. Some additional derived indicators are calculated, such as "bpercent," "bsharp," and their smoothed versions. A combined indicator called "mfi_rsi_cci_smooth" is calculated using a weighted average of RSI, MFI, and CCI, followed by a triple exponential moving average (TEMA) smoothing. Candle size and average price are computed as well. Simple moving averages (SMA) are calculated for different periods (200, 100, 50) using the closing price. In the "populate_buy_trend" method: The strategy identifies buy signals based on several conditions: Sequential five-day increase in the average price. The current day's low price below the middle Bollinger Band. CCI and RSI below certain threshold levels. OR: The current day's low price below the middle Bollinger Band, with CCI, RSI, and MFI below certain threshold levels. OR: MFI below a low threshold, CCI below a moderate threshold, and RSI below the MFI value. When these conditions are met, a "buy" signal is generated. In the "populate_sell_trend" method: The strategy identifies sell signals based on several conditions: The "mfi_rsi_cci_smooth" indicator crossing above 100 and then decreasing for the next two days. Eight consecutive bullish candles (green candles). CCI and RSI above certain threshold levels. When these conditions are met, a "sell" signal is generated. The strategy also includes a separate "StrategyHelper" class that provides additional utility functions or helper methods, which are not described in the provided code snippet.
Bollinger Bands are calculated using the close price with a window of 20 and standard deviation of 2.
MACD (Moving Average Convergence Divergence) and its components (macd, macdsignal, macdhist) are calculated.
Another set of Bollinger Bands is calculated with a smaller standard deviation of 1.6 for entry signals. Some additional derived indicators are calculated, such as "bpercent," "bsharp," and their smoothed versions. A combined indicator called "mfi_rsi_cci_smooth" is calculated using a weighted average of RSI, MFI, and CCI, followed by a triple exponential moving average (TEMA) smoothing. Candle size and average price are computed as well. Simple moving averages (SMA) are calculated for different periods (200, 100, 50) using the closing price. In the "populate_buy_trend" method: The strategy identifies buy signals based on several conditions: Sequential five-day increase in the average price. The current day's low price below the middle Bollinger Band. CCI and RSI below certain threshold levels. OR: The current day's low price below the middle Bollinger Band, with CCI, RSI, and MFI below certain threshold levels. OR: MFI below a low threshold, CCI below a moderate threshold, and RSI below the MFI value. When these conditions are met, a "buy" signal is generated. In the "populate_sell_trend" method: The strategy identifies sell signals based on several conditions: The "mfi_rsi_cci_smooth" indicator crossing above 100 and then decreasing for the next two days. Eight consecutive bullish candles (green candles). CCI and RSI above certain threshold levels. When these conditions are met, a "sell" signal is generated. The strategy also includes a separate "StrategyHelper" class that provides additional utility functions or helper methods, which are not described in the provided code snippet.
stoploss: -0.05 timeframe: 5m hash(sha256): 341f8cade1f484ae969d6cbfe27004c9ecc94f49ecc722bcdb14ae5b11f0c867 indicators: mfi_rsi_cci_smooth mfi_smooth upper close entry_bb_middleband mfi bb_lowerband macdhist bsharp_medium entry_bb_upperband bsharp sma_slow average date sma_fast open bsharp_slow entry_bb_lowerband high macdsignal cci_smooth mid rsi_smooth cci sma_medium macd bsharp_fast open high low close candle_size adx lower bpercent bb_middleband rsi bb_upperband low resample_sma
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last change: 2024-04-29 19:12:54