The SqueezeOff strategy is a trading strategy that uses various technical indicators to generate buy and sell signals. Here is a breakdown of what the strategy does:
In the populate_indicators function, several technical indicators are calculated and added to the DataFrame:
Simple Moving Average (SMA)
Exponential Moving Average (EMA)
Triple Exponential Moving Average (TEMA)
EMA with a time period of 3
EMA with a time period of 5
Moving Average Convergence Divergence (MACD) and its components (macd, macdsignal, macdhist)
Money Flow Index (MFI)
Average Directional Index (ADX)
PLUS Directional Movement (+DM) and MINUS Directional Movement (-DM)
Difference between +DM and -DM (dm_delta)
Stop and Reverse (SAR)
Relative Strength Index (RSI)
Fisher Transform of RSI (fisher_rsi)
Bollinger Bands (bb_upperband, bb_mid, bb_lowerband)
Keltner Channel (kc_upper, kc_lower, kc_middle)
Donchian Channel (dc_upper, dc_lower, dc_mid, dc_dist, dc_hf, dc_chf, dc_clf, dc_lf)
Squeeze indicators (sqz_upper, sqz_lower, sqz_on, sqz_off)
Squeeze average (sqz_ave)
Delta of close price and squeeze average (sqz_delta)
Linear regression of sqz_delta (sqz_val)
In the populate_entry_trend function, the strategy determines the conditions for a buy signal based on the populated indicators. The conditions include:
sqz_val is less than 0
If enabled, ADX is greater than or equal to a specified threshold
If enabled, the difference between +DM and -DM is greater than 0
If enabled, MFI is greater than a specified threshold
If enabled, the close price is below the SAR indicator
If enabled, MACD is greater than the MACD signal
If enabled, the Fisher RSI is less than a specified threshold
If enabled, the Bollinger Bands gain is greater than or equal to a specified threshold
The squeeze transitioned from "off" to "on"
In the populate_exit_trend function, the strategy determines the conditions for a sell signal.
The conditions include: If enabled, a sell signal is generated when the close price crosses below the lower Bollinger Band or Keltner Channel and remains below them If enabled, a sell signal is generated when the close price is below both the lower Bollinger Band and Keltner Channel The strategy calculates these buy and sell signals and adds them to the DataFrame.
The conditions include: If enabled, a sell signal is generated when the close price crosses below the lower Bollinger Band or Keltner Channel and remains below them If enabled, a sell signal is generated when the close price is below both the lower Bollinger Band and Keltner Channel The strategy calculates these buy and sell signals and adds them to the DataFrame.
stoploss: 0 timeframe: 5m hash(sha256): ef9111fd3696391e588627706c042249df176300f9663d2919075dc90b808515 indicators: upper sqz_off dc_lf tema sqz_on kc_lower close dm_delta dc_h mfi bb_lowerband ema5 sqz_lower bb_gain dc_hf macdhist sma sqz_delta dc_cl dm_plus sar sqz_val high macdsignal ema mid fisher_rsi dc_upper dc_lower dc_clf macd dc_ch dc_mid ema3 dc_dist dc_chf adx lower kc_middle kc_upper dc_l rsi bb_upperband low sqz_of dm_minus sqz_ave bb_mid sqz_upper
Similar Strategies: (based on used indicators)
Strategy: SqueezeMomentum_2, Similarity Score: 98%
Strategy: SqueezeMomentum_3, Similarity Score: 98%
Strategy: SqueezeOff, Similarity Score: 98%
Strategy: Squeeze002, Similarity Score: 96%
Strategy: Squeeze002_2, Similarity Score: 96%
Strategy: Squeeze001, Similarity Score: 76%
Strategy: Squeeze001_2, Similarity Score: 76%
last change: 2024-04-28 23:54:53