Strategy005 is a trading strategy that utilizes various technical analysis (TA) indicators to generate buy and sell signals for a given dataset. In the populate_indicators method, the strategy adds the following TA indicators to the DataFrame:
MACD (Moving Average Convergence Divergence): Calculates the MACD line and the MACD signal line. MINUS_DI: Calculates the Minus Directional Indicator.
RSI (Relative Strength Index): Calculates the RSI value.
Fisher RSI: Calculates the Fisher-transformed RSI.
STOCHF (Stochastic Fast): Calculates the fast stochastic %D and %K values. SAR (Parabolic SAR): Calculates the Parabolic SAR values. SMA (Simple Moving Average): Calculates the Simple Moving Average with a time period of 40. The populate_buy_trend method populates the buy signal based on the conditions: The closing price is greater than 0.00000200. The volume is greater than 4 times the 200-period rolling average volume. The closing price is lower than the SMA. The fast %D value is greater than the fast %K value. The RSI value is greater than 0. The fast %D value is greater than 0. The normalized Fisher RSI value is less than 38.900000000000006. The populate_sell_trend method populates the sell signal based on the conditions: The RSI value crosses above 50. The MACD value is less than 0. The Minus Directional Indicator value is greater than 0. OR The Parabolic SAR value is greater than the closing price. The Fisher RSI value is greater than 0.3. The strategy assigns a value of 1 to the 'buy' column when the buy conditions are met and a value of 1 to the 'sell' column when the sell conditions are met in the DataFrame.
RSI (Relative Strength Index): Calculates the RSI value.
Fisher RSI: Calculates the Fisher-transformed RSI.
STOCHF (Stochastic Fast): Calculates the fast stochastic %D and %K values. SAR (Parabolic SAR): Calculates the Parabolic SAR values. SMA (Simple Moving Average): Calculates the Simple Moving Average with a time period of 40. The populate_buy_trend method populates the buy signal based on the conditions: The closing price is greater than 0.00000200. The volume is greater than 4 times the 200-period rolling average volume. The closing price is lower than the SMA. The fast %D value is greater than the fast %K value. The RSI value is greater than 0. The fast %D value is greater than 0. The normalized Fisher RSI value is less than 38.900000000000006. The populate_sell_trend method populates the sell signal based on the conditions: The RSI value crosses above 50. The MACD value is less than 0. The Minus Directional Indicator value is greater than 0. OR The Parabolic SAR value is greater than the closing price. The Fisher RSI value is greater than 0.3. The strategy assigns a value of 1 to the 'buy' column when the buy conditions are met and a value of 1 to the 'sell' column when the sell conditions are met in the DataFrame.
stoploss: -0.1 timeframe: 5m hash(sha256): 4600e2dc298e5ffc468ce94b2a2dade3b1426182160730269d315a1eb17ec9b5
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last change: 2024-04-29 19:25:04