The Strategy004 class is a trading strategy that performs backtesting. It involves the following steps:
populate_indicators: This method adds several technical analysis (TA) indicators to the given DataFrame. The indicators used in this strategy include ADX (Average Directional Index), Bollinger Bands, CCI (Commodity Channel Index), MACD (Moving Average Convergence Divergence), MFI (Money Flow Index), MINUS_DI (Minus Directional Indicator), RSI (Relative Strength Index), SAR (Stop and Reverse), STOCHF (Stochastic Oscillator Fast), and EMA (Exponential Moving Average).
populate_buy_trend: This method populates the buy signal based on the TA indicators and predefined conditions.
The buy signal is triggered when specific conditions are met, such as ADX values exceeding a threshold, CCI values below a threshold, previous fastk and fastd values being below a threshold, previous slowfastk and slowfastd values being below a threshold, fastk being greater than fastd, and mean volume exceeding a threshold.
populate_sell_trend: This method populates the sell signal based on the TA indicators and predefined conditions. The sell signal is triggered when specific conditions are met, such as slowadx values falling below a threshold, fastk or fastd values exceeding a threshold, previous fastk being below previous fastd, and the closing price being higher than the EMA5 (5-period Exponential Moving Average). The strategy uses technical indicators to identify potential buy and sell signals in the market, allowing for the evaluation of its effectiveness through backtesting.
populate_buy_trend: This method populates the buy signal based on the TA indicators and predefined conditions.
The buy signal is triggered when specific conditions are met, such as ADX values exceeding a threshold, CCI values below a threshold, previous fastk and fastd values being below a threshold, previous slowfastk and slowfastd values being below a threshold, fastk being greater than fastd, and mean volume exceeding a threshold.
populate_sell_trend: This method populates the sell signal based on the TA indicators and predefined conditions. The sell signal is triggered when specific conditions are met, such as slowadx values falling below a threshold, fastk or fastd values exceeding a threshold, previous fastk being below previous fastd, and the closing price being higher than the EMA5 (5-period Exponential Moving Average). The strategy uses technical indicators to identify potential buy and sell signals in the market, allowing for the evaluation of its effectiveness through backtesting.
Traceback (most recent call last): File "/home/ftuser/.local/lib/python3.11/site-packages/pandas/core/indexes/base.py", line 3791, in get_loc return self._engine.get_loc(casted_key) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "index.pyx", line 152, in pandas._libs.index.IndexEngine.get_loc File "index.pyx", line 181, in pandas._libs.index.IndexEngine.get_loc File "pandas/_libs/hashtable_class_helper.pxi", line 7080, in pandas._libs.hashtable.PyObjectHashTable.get_item File "pandas/_libs/hashtable_class_helper.pxi", line 7088, in pandas._libs.hashtable.PyObjectHashTable.get_item KeyError: 'mean-volume' The above exception was the direct cause of the following exception: Traceback (most recent call last): File "/freqtrade/freqtrade/main.py", line 42, in main return_code = args['func'](args) ^^^^^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/commands/optimize_commands.py", line 58, in start_backtesting backtesting.start() File "/freqtrade/freqtrade/optimize/backtesting.py", line 1401, in start min_date, max_date = self.backtest_one_strategy(strat, data, timerange) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/optimize/backtesting.py", line 1335, in backtest_one_strategy results = self.backtest( ^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/optimize/backtesting.py", line 1213, in backtest data: Dict = self._get_ohlcv_as_lists(processed) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/optimize/backtesting.py", line 381, in _get_ohlcv_as_lists df_analyzed = self.strategy.ft_advise_signals(pair_data, {'pair': pair}) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/strategy/interface.py", line 1391, in ft_advise_signals dataframe = self.advise_entry(dataframe, metadata) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/strategy/interface.py", line 1425, in advise_entry df = self.populate_entry_trend(dataframe, metadata) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/strategy/interface.py", line 225, in populate_entry_trend return self.populate_buy_trend(dataframe, metadata) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/user_data/strategies/Strategy004_395.py", line 174, in populate_buy_trend conditions.append((dataframe['mean-volume'] > self.buy_mean_volume.value)) ~~~~~~~~~^^^^^^^^^^^^^^^ File "/home/ftuser/.local/lib/python3.11/site-packages/pandas/core/frame.py", line 3893, in __getitem__ indexer = self.columns.get_loc(key) ^^^^^^^^^^^^^^^^^^^^^^^^^ File "/home/ftuser/.local/lib/python3.11/site-packages/pandas/core/indexes/base.py", line 3798, in get_loc raise KeyError(key) from err KeyError: 'mean-volume'
stoploss: -0.1 timeframe: 5m hash(sha256): 93e9dce33e14ee8ae94ffaecfd7e0714f6552c6dbf1af3524c77038beac81b6c indicators: meanvolume slowfastdprevious upper close bb_lowerband mfi fastkprevious ema5 fastk fastdprevious slowfastkprevious fastd sar macdsignal cci macd slowfastd adx lower minus_di slowadx rsi bb_upperband slowfastk
No similar strategies found. (based on used indicators)
last change: 2024-04-28 14:59:32