You will be redirected to the original Strategy in 15 seconds.
The strato strategy is a backtesting trading strategy that uses technical indicators to generate buy and sell signals. Here's a breakdown of what the strategy does:
Timeframe: The strategy operates on 1-minute candlestick data. Indicators: The strategy uses the Relative Strength Index (RSI) indicator to identify overbought and oversold conditions.
The RSI is calculated with a time period of 14.
Calculation of Stochastic RSI (SRSI): The strategy calculates a Stochastic RSI by normalizing the RSI values over a rolling window of 14 periods.
The SRSI is calculated using the formula: (RSI - RSI_min) / (RSI_max - RSI_min). The rolling window for SRSI is set to 3 periods. Calculation of %K and %D: The strategy calculates the %K line as the average of the SRSI values over a rolling window of 3 periods, multiplied by 100. The %D line is calculated as the average of the %K values over a rolling window of 3 periods. Buy Signal: The strategy generates a buy signal when the %K line is below 18 and greater than or equal to the %D line. Sell Signal: The strategy generates a sell signal when the %K line is above 80 and the %D line is greater than or equal to the %K line. Risk Management: The strategy sets a stop-loss level at -0.1, which means that if the trade goes against the strategy by 10%, it will be closed automatically. Profit-taking: The strategy sets a minimal return on investment (ROI) target of 1.2% for each trade. Order Types: The strategy uses market orders for buying and selling. Informative Pairs: The strategy does not use any additional informative pairs. Startup Candle Count: The strategy requires 20 historical candles to populate the indicators. Order Time in Force: The strategy uses the Good 'Til Cancelled (GTC) time in force for both buy and sell orders. Overall, the strategy aims to identify short-term buying opportunities when the market is oversold and sell when the market is overbought, using the RSI and Stochastic RSI indicators as signals.
The RSI is calculated with a time period of 14.
Calculation of Stochastic RSI (SRSI): The strategy calculates a Stochastic RSI by normalizing the RSI values over a rolling window of 14 periods.
The SRSI is calculated using the formula: (RSI - RSI_min) / (RSI_max - RSI_min). The rolling window for SRSI is set to 3 periods. Calculation of %K and %D: The strategy calculates the %K line as the average of the SRSI values over a rolling window of 3 periods, multiplied by 100. The %D line is calculated as the average of the %K values over a rolling window of 3 periods. Buy Signal: The strategy generates a buy signal when the %K line is below 18 and greater than or equal to the %D line. Sell Signal: The strategy generates a sell signal when the %K line is above 80 and the %D line is greater than or equal to the %K line. Risk Management: The strategy sets a stop-loss level at -0.1, which means that if the trade goes against the strategy by 10%, it will be closed automatically. Profit-taking: The strategy sets a minimal return on investment (ROI) target of 1.2% for each trade. Order Types: The strategy uses market orders for buying and selling. Informative Pairs: The strategy does not use any additional informative pairs. Startup Candle Count: The strategy requires 20 historical candles to populate the indicators. Order Time in Force: The strategy uses the Good 'Til Cancelled (GTC) time in force for both buy and sell orders. Overall, the strategy aims to identify short-term buying opportunities when the market is oversold and sell when the market is overbought, using the RSI and Stochastic RSI indicators as signals.
stoploss: -0.1 timeframe: 1m hash(sha256): 334bbfffa3124339c13125bebb42c9875d0c7f89ae3f86d24b9acf3d4afee583
Was not able to fetch indicators from Strategyfile.
last change: 2022-07-02 19:54:08