The CHTP_vtest strategy is a trading strategy that aims to identify buying opportunities in the market. Here is a breakdown of what the strategy does:
Timeframe and Data:
The strategy operates on the 5-minute timeframe. It requires at least 200 startup candles for calculation.
It processes only new candles.
Indicators:
RSI (Relative Strength Index): Calculates the RSI indicator with a time period of 14.
Bollinger Bands: Calculates the Bollinger Bands indicator using a window of 20 and standard deviations of 2. Informative Pair:
The strategy uses the "BTC/USDT" pair on the 5-minute timeframe as an informative pair. It retrieves data for the informative pair using the DataProvider. It calculates various indicators for the informative pair, such as PLUS_DI, MINUS_DI, Chaikin Money Flow (CMF), SMA50 (Simple Moving Average with a period of 50), SMA200 (Simple Moving Average with a period of 200), and percentage change (pct). Buy Signal:
The strategy generates a buy signal when the following conditions are met:
btc_sma_delta is greater than -2. cmf_5m is less than -0.25. minus_di_5m is greater than plus_di_5m. close_5m is less than sma50_5m. btc_bear is True (sma200_5m is less than sma200_5m.shift(10)). rsi is less than 30. pct is greater than -0.05. close is less than or equal to 0.975 times bb_lowerband. body_pct is greater than 70. OR
pct is less than -0.05. close is less than or equal to 0.70 times bb_lowerband. close is less than the previous close. volume is greater than 0. Sell Signal:
The strategy does not generate sell signals as the sell part is deactivated. Chaikin Money Flow (CMF):
The strategy calculates the Chaikin Money Flow indicator, which measures the money flow volume over a given period. CMF is calculated using the close, low, high, and volume values. CMF is used in the buy signal calculation. The strategy defines a minimal ROI (Return on Investment) and a stop loss, and also includes a trailing stop feature. Please note that this is a brief summary of the strategy. For a more detailed understanding, it is recommended to review the code and familiarize yourself with the individual indicators and their parameters.
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 1391, in start
self.load_bt_data_detail()
File "/freqtrade/freqtrade/optimize/backtesting.py", line 270, in load_bt_data_detail
self.detail_data = history.load_data(
^^^^^^^^^^^^^^^^^^
File "/freqtrade/freqtrade/data/history/history_utils.py", line 99, in load_data
hist = load_pair_history(pair=pair, timeframe=timeframe,
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/freqtrade/freqtrade/data/history/history_utils.py", line 57, in load_pair_history
return data_handler.ohlcv_load(pair=pair,
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/freqtrade/freqtrade/data/history/idatahandler.py", line 320, in ohlcv_load
pairdf = self._ohlcv_load(
^^^^^^^^^^^^^^^^^
File "/freqtrade/freqtrade/data/history/featherdatahandler.py", line 62, in _ohlcv_load
pairdata = read_feather(filename)
^^^^^^^^^^^^^^^^^^^^^^
File "/home/ftuser/.local/lib/python3.11/site-packages/pandas/io/feather_format.py", line 129, in read_feather
return feather.read_feather(
^^^^^^^^^^^^^^^^^^^^^
File "/home/ftuser/.local/lib/python3.11/site-packages/pyarrow/feather.py", line 226, in read_feather
return (read_table(
^^^^^^^^^^^
File "/home/ftuser/.local/lib/python3.11/site-packages/pyarrow/feather.py", line 252, in read_table
reader = _feather.FeatherReader(
^^^^^^^^^^^^^^^^^^^^^^^
File "pyarrow/_feather.pyx", line 79, in pyarrow._feather.FeatherReader.__cinit__
File "pyarrow/error.pxi", line 154, in pyarrow.lib.pyarrow_internal_check_status
File "pyarrow/error.pxi", line 91, in pyarrow.lib.check_status
pyarrow.lib.ArrowInvalid: Not an Arrow file