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The "vulcan" strategy is a backtesting strategy designed for trading on 4-hour timeframe data. It uses various indicators to make buy and sell decisions. Indicators:
RSI (Relative Strength Index): Calculates the RSI value for the given time period (14) and adds it to the dataframe.
RSI_SMA (Simple Moving Average of RSI): Calculates the 50-period SMA of the RSI and adds it to the dataframe.
SMA (Simple Moving Average): Calculates the 23-period SMA and adds it to the dataframe.
growing_SMA: Checks if the SMA is growing over the past three periods and marks it as True or False. Buy Conditions: The strategy generates a buy signal when the following conditions are met: The closing price is above the SMA. The SMA is growing. The RSI value is above the RSI_SMA. The RSI value is above 66. Sell Conditions: The strategy generates a sell signal when either of the following conditions is met: The stochastic oscillator (slowk and slowd) crosses above 75 and then crosses below. The closing price falls below the lowest low of the previous 100 periods. Stop Loss: The strategy has a fixed stop loss of -0.32 (32% loss). Profit Target: The strategy has a minimal ROI (Return on Investment) target of 100% for each trade. Plotting: The strategy provides a visualization of the SMA, RSI, and their respective SMAs on the main plot. It also shows the slowk and slowd values of the stochastic oscillator on a subplot. Note: The strategy uses various libraries such as talib, freqtrade, pandas, numpy, and pandas_ta for calculating indicators and performing cross-checks.
RSI_SMA (Simple Moving Average of RSI): Calculates the 50-period SMA of the RSI and adds it to the dataframe.
SMA (Simple Moving Average): Calculates the 23-period SMA and adds it to the dataframe.
growing_SMA: Checks if the SMA is growing over the past three periods and marks it as True or False. Buy Conditions: The strategy generates a buy signal when the following conditions are met: The closing price is above the SMA. The SMA is growing. The RSI value is above the RSI_SMA. The RSI value is above 66. Sell Conditions: The strategy generates a sell signal when either of the following conditions is met: The stochastic oscillator (slowk and slowd) crosses above 75 and then crosses below. The closing price falls below the lowest low of the previous 100 periods. Stop Loss: The strategy has a fixed stop loss of -0.32 (32% loss). Profit Target: The strategy has a minimal ROI (Return on Investment) target of 100% for each trade. Plotting: The strategy provides a visualization of the SMA, RSI, and their respective SMAs on the main plot. It also shows the slowk and slowd values of the stochastic oscillator on a subplot. Note: The strategy uses various libraries such as talib, freqtrade, pandas, numpy, and pandas_ta for calculating indicators and performing cross-checks.
stoploss: -0.32 timeframe: 5m hash(sha256): 24c6edbb53f2ba36d9bd70cfc796ee5feb47c076b33f41072598d228c7909b4b indicators: slowd slowk SMA stoch_sell_cross last_lowest lower_low close growing_SMA RSI_SMA RSI
No similar strategies found. (based on used indicators)
last change: 2023-07-01 13:24:55