The DefaultStrategy is a trading strategy that utilizes various technical indicators to generate buy and sell signals for a given DataFrame of market data. Here's a breakdown of what the strategy does:
populate_indicators function:
Calculates and adds multiple technical indicators to the DataFrame, including:
ADX (Average Directional Index)
AO (Awesome Oscillator)
MACD (Moving Average Convergence Divergence)
MFI (Money Flow Index)
Minus Directional Movement (minus_dm) and Minus Directional Indicator (minus_di)
Plus Directional Movement (plus_dm) and Plus Directional Indicator (plus_di)
RSI (Relative Strength Index)
Fisher Transform of RSI (fisher_rsi)
Stochastic Oscillator (slowd and slowk)
Fast Stochastic Oscillator (fastd and fastk)
Bollinger Bands (blower, bb_lowerband, bb_middleband, bb_upperband)
Exponential Moving Averages (ema3, ema5, ema10, ema50, ema100)
SAR (Stop and Reverse)
Simple Moving Average (sma)
Triple Exponential Moving Average (tema)
Hilbert Transform - SineWave (htsine and htleadsine)
Heikin Ashi Open, Close, High, Low (ha_open, ha_close, ha_high, ha_low)
Some indicators are commented out, and it's suggested to uncomment only the ones being used to optimize performance. populate_buy_trend function:
Determines the buy signal based on the combination of indicator values in the DataFrame.
Buy conditions include: RSI below 35 Fast Stochastic (fastd) below 35 ADX above 30 Plus Directional Indicator (plus_di) above 0.5 OR ADX above 65 Plus Directional Indicator (plus_di) above 0.5 Sets the 'buy' column to 1 for rows that meet the buy conditions.
populate_sell_trend function: Determines the sell signal based on the combination of indicator values in the DataFrame.
Sell conditions include: RSI or Fast Stochastic (fastd) crossing above 70 ADX above 10 Minus Directional Indicator (minus_di) above 0 OR ADX above 70 Minus Directional Indicator (minus_di) above 0.5 Sets the 'sell' column to 1 for rows that meet the sell conditions. The strategy aims to generate buy signals when certain technical indicators suggest bullish conditions and sell signals when indicators suggest bearish conditions. The specific combination and thresholds of indicators can be customized or optimized for different trading strategies.
Buy conditions include: RSI below 35 Fast Stochastic (fastd) below 35 ADX above 30 Plus Directional Indicator (plus_di) above 0.5 OR ADX above 65 Plus Directional Indicator (plus_di) above 0.5 Sets the 'buy' column to 1 for rows that meet the buy conditions.
populate_sell_trend function: Determines the sell signal based on the combination of indicator values in the DataFrame.
Sell conditions include: RSI or Fast Stochastic (fastd) crossing above 70 ADX above 10 Minus Directional Indicator (minus_di) above 0 OR ADX above 70 Minus Directional Indicator (minus_di) above 0.5 Sets the 'sell' column to 1 for rows that meet the sell conditions. The strategy aims to generate buy signals when certain technical indicators suggest bullish conditions and sell signals when indicators suggest bearish conditions. The specific combination and thresholds of indicators can be customized or optimized for different trading strategies.
stoploss: -0.1 timeframe: 5m hash(sha256): 5df0ae1f8de220a4e6bcb3ee78463317ed280423d686b44ff4fb68cce40bd102 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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Strategy: DefaultStrategy, Similarity Score: 98.15%
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last change: 2024-04-28 08:37:57