The TestStrategy class is a backtesting strategy that uses various technical indicators to generate buy and sell signals for trading. It has three main functions:
populate_indicators(): This function calculates and adds several technical indicators to the input DataFrame. The indicators include ADX (Average Directional Index), Bollinger Bands, TEMA (Triple Exponential Moving Average), and HT_SINE (Hilbert Transform - Sine Wave).
populate_buy_trend(): This function populates the "buy" column in the DataFrame based on the values of certain indicators.
In this strategy, a buy signal is generated when the ADX is above 30, the TEMA is below the Bollinger Bands middle band, and the TEMA is increasing compared to the previous value.
populate_sell_trend(): This function populates the "sell" column in the DataFrame based on the values of certain indicators. In this strategy, a sell signal is generated when the ADX is above 70, the TEMA is above the Bollinger Bands middle band, and the TEMA is decreasing compared to the previous value. By using these buy and sell signals, the strategy can be backtested to evaluate its performance in historical market data.
populate_buy_trend(): This function populates the "buy" column in the DataFrame based on the values of certain indicators.
In this strategy, a buy signal is generated when the ADX is above 30, the TEMA is below the Bollinger Bands middle band, and the TEMA is increasing compared to the previous value.
populate_sell_trend(): This function populates the "sell" column in the DataFrame based on the values of certain indicators. In this strategy, a sell signal is generated when the ADX is above 70, the TEMA is above the Bollinger Bands middle band, and the TEMA is decreasing compared to the previous value. By using these buy and sell signals, the strategy can be backtested to evaluate its performance in historical market data.
stoploss: -0.1 timeframe: 5m hash(sha256): 403abb57cf268101387010549b44cc162f45507cde83ead37faadf1d77a8217a indicators: upper htsine CDLDRAGONFLYDOJI minus_dm tema plus_dm CDLGRAVESTONEDOJI CDLHANGINGMAN CDLSHOOTINGSTAR close ha_low CDLSPINNINGTOP mfi bb_lowerband ema5 CDLENGULFING fastd_rsi CDL3WHITESOLDIERS fastk macdhist CDLHAMMER htleadsine sma slowd leadsine CDLMORNINGSTAR CDLEVENINGDOJISTAR 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 CDLHARAMI ha_high adx
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last change: 2024-04-28 15:44:25