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The MultiMA_TSLk strategy is a trading strategy that uses multiple indicators to determine buy signals in a backtesting context. Here's a breakdown of its important components:
Indicators Calculation:
Exponential Weighted Oscillator (ewo) is calculated using fast_ewo and slow_ewo values. Relative Strength Index (rsi) is calculated with a time period of 14.
Additional variations of RSI are calculated with time periods of 4, 84, and 112.
Squuze Momentum Indicator (sqzmi) is calculated.
Heikin-Ashi candles are derived from the original OHLC data. Parabolic Maximum (pm) and pmx are calculated using various parameters. 'source' is calculated as the average of high, low, open, and close prices. 'pmax_thresh' is the exponential moving average (EMA) of 'source' with a time period of 9. The original OHLC data is converted to Heikin-Ashi candles using the HA function. Buy Trend Population: Buy conditions are populated based on various indicators and offsets. Exponential Moving Averages (ema_offset_buy, ema_offset_buy2) are calculated with different time periods and multiplied by offset values. TRIMA (trima_offset_buy, trima_offset_buy2) is calculated with different time periods and multiplied by offset values. ZEMA (zema_offset_buy, zema_offset_buy2) is calculated with different time periods and multiplied by offset values. Hull Moving Average (hma_offset_buy, hma_offset_buy2) is calculated with different time periods and multiplied by offset values. Other conditions involving 'close', 'pm', 'pmax_thresh', 'ewo', 'rsi', 'rsi_fast', 'rsi_84', 'rsi_112', 'sqzmi', and volume are checked. If any of the conditions are met, 'buy_tag', 'buy_copy', and 'buy' columns are updated. Sell Trend Population: The 'sell' column is initialized as 0, indicating no sell signals are generated. Additional Functions: A function named 'sma_diff' calculates the difference between two Simple Moving Averages (sma1 and sma2) divided by the closing price, expressed as a percentage. A function named 'pmax' calculates Parabolic Maximum values based on specified parameters. Overall, the strategy combines various indicators and conditions to generate buy signals based on specific offsets and thresholds, while the sell signals are not implemented in this strategy.
Additional variations of RSI are calculated with time periods of 4, 84, and 112.
Squuze Momentum Indicator (sqzmi) is calculated.
Heikin-Ashi candles are derived from the original OHLC data. Parabolic Maximum (pm) and pmx are calculated using various parameters. 'source' is calculated as the average of high, low, open, and close prices. 'pmax_thresh' is the exponential moving average (EMA) of 'source' with a time period of 9. The original OHLC data is converted to Heikin-Ashi candles using the HA function. Buy Trend Population: Buy conditions are populated based on various indicators and offsets. Exponential Moving Averages (ema_offset_buy, ema_offset_buy2) are calculated with different time periods and multiplied by offset values. TRIMA (trima_offset_buy, trima_offset_buy2) is calculated with different time periods and multiplied by offset values. ZEMA (zema_offset_buy, zema_offset_buy2) is calculated with different time periods and multiplied by offset values. Hull Moving Average (hma_offset_buy, hma_offset_buy2) is calculated with different time periods and multiplied by offset values. Other conditions involving 'close', 'pm', 'pmax_thresh', 'ewo', 'rsi', 'rsi_fast', 'rsi_84', 'rsi_112', 'sqzmi', and volume are checked. If any of the conditions are met, 'buy_tag', 'buy_copy', and 'buy' columns are updated. Sell Trend Population: The 'sell' column is initialized as 0, indicating no sell signals are generated. Additional Functions: A function named 'sma_diff' calculates the difference between two Simple Moving Averages (sma1 and sma2) divided by the closing price, expressed as a percentage. A function named 'pmax' calculates Parabolic Maximum values based on specified parameters. Overall, the strategy combines various indicators and conditions to generate buy signals based on specific offsets and thresholds, while the sell signals are not implemented in this strategy.
stoploss: -0.15 timeframe: 5m hash(sha256): df6bfcdad1c7097721d1564a5e504f9d1384c0db22a9d9f07fd528d80077313e
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last change: 2022-10-04 03:15:32