The DefaultStrategy class is a trading strategy that performs backtesting on financial data. It implements the IStrategy interface. The strategy uses various technical analysis (TA) indicators to make buy and sell decisions.
The populate_indicators() method adds several TA indicators to the given DataFrame.
These indicators include ADX (Average Directional Index), AO (Awesome Oscillator), MACD (Moving Average Convergence Divergence), MFI (Money Flow Index), stochastic indicators (slowd and slowk), RSI (Relative Strength Index), Fisher RSI, Bollinger Bands, EMA (Exponential Moving Average), SAR (Stop and Reverse), SMA (Simple Moving Average), TEMA (Triple Exponential Moving Average), and HT_SINE (Hilbert Transform - Sine Wave).
Some indicators are commented out to save memory and CPU usage. The populate_buy_trend() method populates the buy signal based on the TA indicators. The conditions for a buy signal include RSI being below 35, fastd (stochastic indicator) being below 35, ADX being above 30, and plus_di (plus directional indicator) being above 0.5. Additionally, if ADX is above 65 and plus_di is above 0.5, a buy signal is generated. The populate_sell_trend() method populates the sell signal based on the TA indicators. The conditions for a sell signal include RSI or fastd crossing above 70, ADX being above 10, and minus_di (minus directional indicator) being above 0. If ADX is above 70 and minus_di is above 0.5, a sell signal is generated. Overall, the DefaultStrategy class combines multiple TA indicators to generate buy and sell signals for backtesting trading strategies.
The populate_indicators() method adds several TA indicators to the given DataFrame.
These indicators include ADX (Average Directional Index), AO (Awesome Oscillator), MACD (Moving Average Convergence Divergence), MFI (Money Flow Index), stochastic indicators (slowd and slowk), RSI (Relative Strength Index), Fisher RSI, Bollinger Bands, EMA (Exponential Moving Average), SAR (Stop and Reverse), SMA (Simple Moving Average), TEMA (Triple Exponential Moving Average), and HT_SINE (Hilbert Transform - Sine Wave).
Some indicators are commented out to save memory and CPU usage. The populate_buy_trend() method populates the buy signal based on the TA indicators. The conditions for a buy signal include RSI being below 35, fastd (stochastic indicator) being below 35, ADX being above 30, and plus_di (plus directional indicator) being above 0.5. Additionally, if ADX is above 65 and plus_di is above 0.5, a buy signal is generated. The populate_sell_trend() method populates the sell signal based on the TA indicators. The conditions for a sell signal include RSI or fastd crossing above 70, ADX being above 10, and minus_di (minus directional indicator) being above 0. If ADX is above 70 and minus_di is above 0.5, a sell signal is generated. Overall, the DefaultStrategy class combines multiple TA indicators to generate buy and sell signals for backtesting trading strategies.
stoploss: -0.1 timeframe: 5m hash(sha256): 90873c7c6f128503375abb710cee8fc414e54cff5e25d53a681c4fe122140119 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
Similar Strategies: (based on used indicators)
Strategy: DefaultStrategy, Similarity Score: 98.15%
Strategy: DefaultStrategy_0, Similarity Score: 98.15%
Strategy: default_strategy, Similarity Score: 98.15%
Strategy: default_strategy_111, Similarity Score: 98.15%
Strategy: default_strategy_132, Similarity Score: 98.15%
Strategy: default_strategy_15, Similarity Score: 98.15%
Strategy: default_strategy_189, Similarity Score: 98.15%
Strategy: default_strategy_2, Similarity Score: 98.15%
Strategy: default_strategy_23, Similarity Score: 98.15%
Strategy: default_strategy_3, Similarity Score: 98.15%
Strategy: default_strategy_5, Similarity Score: 98.15%
Strategy: default_strategy_51, Similarity Score: 98.15%
Strategy: default_strategy_7, Similarity Score: 98.15%
Strategy: default_strategy_8, Similarity Score: 98.15%
Strategy: default_strategy_9, Similarity Score: 98.15%
Strategy: legacy_strategy, Similarity Score: 96.3%
Strategy: legacy_strategy_28, Similarity Score: 96.3%
Strategy: test_strategy, Similarity Score: 96.3%
Strategy: test_strategy_163, Similarity Score: 96.3%
Strategy: test_strategy_193, Similarity Score: 96.3%
Strategy: test_strategy_194, Similarity Score: 96.3%
Strategy: test_strategy_302, Similarity Score: 96.3%
Strategy: test_strategy_471, Similarity Score: 96.3%
Strategy: test_strategy_5, Similarity Score: 96.3%
Strategy: sample_strategy, Similarity Score: 94.44%
Strategy: Strategy1HBTC, Similarity Score: 92.59%
Strategy: Ichimoku, Similarity Score: 79.63%
Strategy: ichimoku, Similarity Score: 79.63%
Strategy: FrayLIVEBTC15m, Similarity Score: 77.78%
last change: 2024-04-28 23:23:06