The "TaSearch5m" strategy is a trading strategy designed for backtesting on a 5-minute timeframe. It uses technical analysis indicators to identify buying and selling opportunities in the market. The strategy calculates the MACD (Moving Average Convergence Divergence) indicator and checks for specific conditions to generate trading signals.
When the MACD histogram value is negative and below a specified threshold (-p), and the MACD line is below the signal line, a "buy" signal is generated.
Conversely, when the MACD histogram value is positive and above the threshold, and the MACD line is above the signal line, a "sell" signal is generated.
The strategy also implements risk management rules. It sets a stop loss level at -15% and defines a minimum return on investment (ROI) of 10% for each trade. Additionally, it includes a trade exit confirmation function that rejects force-sells with a negative profit ratio. The strategy utilizes a separate "TaSearch" class for finding extremes in the price data, which is used to populate indicators for generating signals. Overall, the "TaSearch5m" strategy aims to capture short-term price movements based on the MACD indicator and predefined thresholds, while also incorporating risk management rules for trade exits.
When the MACD histogram value is negative and below a specified threshold (-p), and the MACD line is below the signal line, a "buy" signal is generated.
Conversely, when the MACD histogram value is positive and above the threshold, and the MACD line is above the signal line, a "sell" signal is generated.
The strategy also implements risk management rules. It sets a stop loss level at -15% and defines a minimum return on investment (ROI) of 10% for each trade. Additionally, it includes a trade exit confirmation function that rejects force-sells with a negative profit ratio. The strategy utilizes a separate "TaSearch" class for finding extremes in the price data, which is used to populate indicators for generating signals. Overall, the "TaSearch5m" strategy aims to capture short-term price movements based on the MACD indicator and predefined thresholds, while also incorporating risk management rules for trade exits.
stoploss: -0.15 timeframe: 5m hash(sha256): 52492e353b6014e2be431c191a85eea78f0d0b534cc45d7025643b8fc28c21e8
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last change: 2024-05-03 23:33:04