The DefaultStrategy is a trading strategy that performs backtesting using various technical analysis (TA) indicators. The strategy consists of three main functions: populate_indicators, populate_buy_trend, and populate_sell_trend. The populate_indicators function calculates and adds several TA indicators to the input DataFrame.
These indicators include ADX, Awesome Oscillator, MACD, MFI, Minus Directional Movement (-DM), Plus Directional Movement (+DM), RSI, Fisher RSI, Stochastic Oscillator (Slow %K and Slow %D), Bollinger Bands, Exponential Moving Averages (EMA), SAR, Simple Moving Average (SMA), Triple Exponential Moving Average (TEMA), Hilbert Transform - Sine Wave, and Heikin-Ashi candles.
By adding these indicators, the DataFrame is enriched with valuable information for strategy analysis.
The populate_buy_trend function determines the buy signal based on the TA indicators. In this strategy, a buy signal is generated if the RSI and Stochastic %D are below 35, ADX is above 30, and Plus Directional Indicator (+DI) is above 0.5. Additionally, a buy signal is triggered if ADX is above 65 and +DI is above 0.5. When these conditions are met, the 'buy' column of the DataFrame is set to 1. The populate_sell_trend function determines the sell signal based on the TA indicators. A sell signal is generated if the RSI or Stochastic %D cross above 70, ADX is above 10, and Minus Directional Indicator (-DI) is above 0. Additionally, a sell signal is triggered if ADX is above 70 and -DI is above 0.5. When these conditions are met, the DataFrame is not modified, implying a sell signal is not generated explicitly. By combining the calculations of indicators, buy signals, and sell signals, the DefaultStrategy aims to provide a basis for backtesting different trading strategies on the website.
These indicators include ADX, Awesome Oscillator, MACD, MFI, Minus Directional Movement (-DM), Plus Directional Movement (+DM), RSI, Fisher RSI, Stochastic Oscillator (Slow %K and Slow %D), Bollinger Bands, Exponential Moving Averages (EMA), SAR, Simple Moving Average (SMA), Triple Exponential Moving Average (TEMA), Hilbert Transform - Sine Wave, and Heikin-Ashi candles.
By adding these indicators, the DataFrame is enriched with valuable information for strategy analysis.
The populate_buy_trend function determines the buy signal based on the TA indicators. In this strategy, a buy signal is generated if the RSI and Stochastic %D are below 35, ADX is above 30, and Plus Directional Indicator (+DI) is above 0.5. Additionally, a buy signal is triggered if ADX is above 65 and +DI is above 0.5. When these conditions are met, the 'buy' column of the DataFrame is set to 1. The populate_sell_trend function determines the sell signal based on the TA indicators. A sell signal is generated if the RSI or Stochastic %D cross above 70, ADX is above 10, and Minus Directional Indicator (-DI) is above 0. Additionally, a sell signal is triggered if ADX is above 70 and -DI is above 0.5. When these conditions are met, the DataFrame is not modified, implying a sell signal is not generated explicitly. By combining the calculations of indicators, buy signals, and sell signals, the DefaultStrategy aims to provide a basis for backtesting different trading strategies on the website.
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 1318, in backtest_one_strategy preprocessed = self.strategy.advise_all_indicators(data) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/strategy/interface.py", line 1378, in advise_all_indicators return {pair: self.advise_indicators(pair_data.copy(), {'pair': pair}).copy() ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/strategy/interface.py", line 1378, inreturn {pair: self.advise_indicators(pair_data.copy(), {'pair': pair}).copy() ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/strategy/interface.py", line 1410, in advise_indicators return self.populate_indicators(dataframe, metadata) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/user_data/strategies/default_strategy_15.py", line 119, in populate_indicators dataframe['blower'] = ta.BBANDS(dataframe, nbdevup=2, nbdevdn=2)['lowerband'] ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "talib/_abstract.pxi", line 444, in talib._ta_lib.Function.__call__ File "talib/_abstract.pxi", line 294, in talib._ta_lib.Function.set_function_args File "talib/_abstract.pxi", line 513, in talib._ta_lib.Function.__check_opt_input_value TypeError: Invalid parameter value for nbdevup (expected float, got int)
stoploss: -0.1 timeframe: 5m hash(sha256): 27ee9fe3a5f86fb6191340da27b7f053ad3f6450b41365fdbd83d79377ec5821 indicators: lowerband upper htsine minus_dm tema plus_dm CDLDRAGONFLYDOJI CDLHANGINGMAN CDLSHOOTINGSTAR CDLGRAVESTONEDOJI close ha_low CDLSPINNINGTOP mfi bb_lowerband ema5 CDLENGULFING fastd_rsi CDL3WHITESOLDIERS fastk macdhist CDLHAMMER htleadsine sma slowd leadsine CDLMORNINGSTAR CDLEVENINGDOJISTAR blower open plus_di fastd ema10 CDLPIERCING CDLEVENINGSTAR sar ha_open CDL3OUTSIDE high macdsignal slowk mid fisher_rsi fastk_rsi ema100 fisher_rsi_norma cci ha_close macd CDL3INSIDE ema3 CDLINVERTEDHAMMER CDLH
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last change: 2024-04-29 21:31:32