The PmaxStrategy is a trading strategy implemented in Python for backtesting purposes. Here's a brief description of what the strategy does:
The strategy uses various technical indicators from the technical.indicators and talib.abstract libraries to generate trading signals. It calculates the Zero-Lag Exponential Moving Average (ZLEMA) using the zema function and adds it to the input dataframe.
The PMAX function is used to calculate another indicator based on the input dataframe, with parameters such as period, multiplier, length, MAtype, and src.
In the populate_buy_trend method, the strategy generates a "buy" signal when the ZLEMA crosses above the pm_40_3_40_9 indicator.
In the populate_sell_trend method, the strategy generates a "sell" signal when the ZLEMA crosses below the pm_40_3_40_9 indicator. The strategy assigns a value of 1 to the "buy" and "sell" columns of the dataframe to indicate the occurrence of the respective trading signals. Overall, the PmaxStrategy combines the ZLEMA and PMAX indicators to determine the buy and sell signals based on their crossover.
The PMAX function is used to calculate another indicator based on the input dataframe, with parameters such as period, multiplier, length, MAtype, and src.
In the populate_buy_trend method, the strategy generates a "buy" signal when the ZLEMA crosses above the pm_40_3_40_9 indicator.
In the populate_sell_trend method, the strategy generates a "sell" signal when the ZLEMA crosses below the pm_40_3_40_9 indicator. The strategy assigns a value of 1 to the "buy" and "sell" columns of the dataframe to indicate the occurrence of the respective trading signals. Overall, the PmaxStrategy combines the ZLEMA and PMAX indicators to determine the buy and sell signals based on their crossover.
Traceback (most recent call last): File "/home/ftuser/.local/lib/python3.11/site-packages/pandas/core/indexes/base.py", line 3791, in get_loc return self._engine.get_loc(casted_key) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "index.pyx", line 152, in pandas._libs.index.IndexEngine.get_loc File "index.pyx", line 181, in pandas._libs.index.IndexEngine.get_loc File "pandas/_libs/hashtable_class_helper.pxi", line 7080, in pandas._libs.hashtable.PyObjectHashTable.get_item File "pandas/_libs/hashtable_class_helper.pxi", line 7088, in pandas._libs.hashtable.PyObjectHashTable.get_item KeyError: 'pm_40_3_40_9' The above exception was the direct cause of the following exception: 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 1335, in backtest_one_strategy results = self.backtest( ^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/optimize/backtesting.py", line 1213, in backtest data: Dict = self._get_ohlcv_as_lists(processed) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/optimize/backtesting.py", line 381, in _get_ohlcv_as_lists df_analyzed = self.strategy.ft_advise_signals(pair_data, {'pair': pair}) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/strategy/interface.py", line 1391, in ft_advise_signals dataframe = self.advise_entry(dataframe, metadata) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/strategy/interface.py", line 1425, in advise_entry df = self.populate_entry_trend(dataframe, metadata) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/strategy/interface.py", line 225, in populate_entry_trend return self.populate_buy_trend(dataframe, metadata) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/user_data/strategies/new_strat.py", line 33, in populate_buy_trend (qtpylib.crossed_above(dataframe['ZLEMA'], dataframe['pm_40_3_40_9'])) ~~~~~~~~~^^^^^^^^^^^^^^^^ File "/home/ftuser/.local/lib/python3.11/site-packages/pandas/core/frame.py", line 3893, in __getitem__ indexer = self.columns.get_loc(key) ^^^^^^^^^^^^^^^^^^^^^^^^^ File "/home/ftuser/.local/lib/python3.11/site-packages/pandas/core/indexes/base.py", line 3798, in get_loc raise KeyError(key) from err KeyError: 'pm_40_3_40_9'
stoploss: -1 timeframe: 5m hash(sha256): 5b7cafb52f61f34ae8fd585591d69ed9969275054e3dd4fbccb04cc1416ee75c indicators: pm_40_3_40_9 ZLEMA
No similar strategies found. (based on used indicators)
last change: 2024-04-29 02:22:17