The "SmoothOperator" strategy is a trading strategy that uses various technical indicators to generate buy and sell signals for trading. Here's a breakdown of what the strategy does:
Indicator Calculation:
The strategy calculates several technical indicators such as CCI (Commodity Channel Index), RSI (Relative Strength Index), ADX (Average Directional Index), MFI (Money Flow Index), and various moving averages. Bollinger Bands are calculated twice with different parameters for entry and exit signals.
MACD (Moving Average Convergence Divergence) is also calculated.
Data Manipulation: The strategy calculates additional derived features such as percentage deviation from Bollinger Bands, Bollinger Band width, and candle size.
It calculates the average price as the mean of close, open, high, and low prices. It calculates three different simple moving averages (SMAs) with different time periods. Buy Signal Generation: The strategy generates buy signals based on multiple conditions: A sequence of five consecutive decreasing average prices followed by a lower close. When the low price is below the middle Bollinger Band, CCI is below -100, and RSI is below 30. When the low price is below the middle Bollinger Band, CCI is below -200, RSI is below 30, and MFI is below 30. When MFI is below 10, CCI is below -150, and RSI is below MFI. Sell Signal Generation: The strategy generates sell signals based on multiple conditions: When the TEMA (Triple Exponential Moving Average) of the combined MFI, RSI, and CCI values is above 100 and has a decreasing trend. When eight consecutive green candles are observed. When CCI is above 200 and RSI is above 70. Strategy Helper: The strategy includes a helper class called "StrategyHelper" that provides additional functions for calculating green candles and resampling data. Overall, the SmoothOperator strategy combines various technical indicators and their derived features to generate buy and sell signals for trading.
MACD (Moving Average Convergence Divergence) is also calculated.
Data Manipulation: The strategy calculates additional derived features such as percentage deviation from Bollinger Bands, Bollinger Band width, and candle size.
It calculates the average price as the mean of close, open, high, and low prices. It calculates three different simple moving averages (SMAs) with different time periods. Buy Signal Generation: The strategy generates buy signals based on multiple conditions: A sequence of five consecutive decreasing average prices followed by a lower close. When the low price is below the middle Bollinger Band, CCI is below -100, and RSI is below 30. When the low price is below the middle Bollinger Band, CCI is below -200, RSI is below 30, and MFI is below 30. When MFI is below 10, CCI is below -150, and RSI is below MFI. Sell Signal Generation: The strategy generates sell signals based on multiple conditions: When the TEMA (Triple Exponential Moving Average) of the combined MFI, RSI, and CCI values is above 100 and has a decreasing trend. When eight consecutive green candles are observed. When CCI is above 200 and RSI is above 70. Strategy Helper: The strategy includes a helper class called "StrategyHelper" that provides additional functions for calculating green candles and resampling data. Overall, the SmoothOperator strategy combines various technical indicators and their derived features to generate buy and sell signals for trading.
stoploss: -0.05 timeframe: 5m hash(sha256): 96e35ee72ff6422946be03618b17a6639455e88697c65c7221b6d10ef5d12f45 indicators: mfi_rsi_cci_smooth mfi_smooth upper close entry_bb_middleband mfi bb_lowerband macdhist bsharp_medium entry_bb_upperband bsharp sma_slow average date sma_fast open bsharp_slow entry_bb_lowerband high macdsignal cci_smooth mid rsi_smooth cci sma_medium macd bsharp_fast open high low close candle_size adx lower bpercent bb_middleband rsi bb_upperband low resample_sma
Similar Strategies: (based on used indicators)
Strategy: SmoothOperator, Similarity Score: 97.56%
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last change: 2024-04-29 19:49:11