The RSIDivTirail strategy is a trading strategy that uses the RSI (Relative Strength Index) indicator and price pivots to identify buying and selling opportunities. Here's a breakdown of what the strategy does:
In the populate_indicators method:
The RSI period is set to 14. The RSI is calculated using the closing prices of the dataframe and stored in a column called 'osc'.
A rolling minimum and maximum of the closing prices are calculated using a lookback period of 5 and stored in columns 'min' and 'max', respectively.
Previous pivot values are determined based on whether the current minimum or maximum is higher or lower than the previous value.
Flags ('plFound' and 'phFound') are set to 1 whenever a new pivot is found. The 'oscHL' column is set to 1 when the RSI value is greater than the RSI value at the previous pivot and the previous pivot is within a specified range. The 'priceLL' column is set to 1 when the low price is lower than the low price at the previous pivot. The 'bullCond' column is set to 1 when all the conditions for a bullish signal are met. In the populate_buy_trend method: If the 'bullCond' column is greater than 0 and the volume is positive, the 'buy' column is set to 1 to indicate a buying opportunity. In the populate_sell_trend method: The dataframe is saved to a CSV file. If the volume is negative, the 'sell' column is set to 1 to indicate a selling opportunity. Overall, the strategy uses RSI and price pivots to identify bullish signals for buying and negative volume for selling.
A rolling minimum and maximum of the closing prices are calculated using a lookback period of 5 and stored in columns 'min' and 'max', respectively.
Previous pivot values are determined based on whether the current minimum or maximum is higher or lower than the previous value.
Flags ('plFound' and 'phFound') are set to 1 whenever a new pivot is found. The 'oscHL' column is set to 1 when the RSI value is greater than the RSI value at the previous pivot and the previous pivot is within a specified range. The 'priceLL' column is set to 1 when the low price is lower than the low price at the previous pivot. The 'bullCond' column is set to 1 when all the conditions for a bullish signal are met. In the populate_buy_trend method: If the 'bullCond' column is greater than 0 and the volume is positive, the 'buy' column is set to 1 to indicate a buying opportunity. In the populate_sell_trend method: The dataframe is saved to a CSV file. If the volume is negative, the 'sell' column is set to 1 to indicate a selling opportunity. Overall, the strategy uses RSI and price pivots to identify bullish signals for buying and negative volume for selling.
Traceback (most recent call last): File "/home/ftuser/.local/lib/python3.11/site-packages/pandas/core/indexes/range.py", line 414, in get_loc return self._range.index(new_key) ^^^^^^^^^^^^^^^^^^^^^^^^^^ ValueError: -11 is not in range The above exception was the direct cause of the following exception: 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 1401, in start min_date, max_date = self.backtest_one_strategy(strat, data, timerange) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/optimize/backtesting.py", line 1318, in backtest_one_strategy preprocessed = self.strategy.advise_all_indicators(data) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/strategy/interface.py", line 1378, in advise_all_indicators return {pair: self.advise_indicators(pair_data.copy(), {'pair': pair}).copy() ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/strategy/interface.py", line 1378, inreturn {pair: self.advise_indicators(pair_data.copy(), {'pair': pair}).copy() ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/strategy/interface.py", line 1410, in advise_indicators return self.populate_indicators(dataframe, metadata) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/user_data/strategies/Discord_1_RSIDivTirail.py", line 170, in populate_indicators (dataframe['osc'] > valuewhen(dataframe['plFound'], dataframe['osc'], 1)) & ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/user_data/strategies/Discord_1_RSIDivTirail.py", line 55, in valuewhen res = source[-(since+1)] ~~~~~~^^^^^^^^^^^^ File "/home/ftuser/.local/lib/python3.11/site-packages/pandas/core/series.py", line 1040, in __getitem__ return self._get_value(key) ^^^^^^^^^^^^^^^^^^^^ File "/home/ftuser/.local/lib/python3.11/site-packages/pandas/core/series.py", line 1156, in _get_value loc = self.index.get_loc(label) ^^^^^^^^^^^^^^^^^^^^^^^^^ File "/home/ftuser/.local/lib/python3.11/site-packages/pandas/core/indexes/range.py", line 416, in get_loc raise KeyError(key) from err KeyError: -11
stoploss: -0.1 timeframe: 5m hash(sha256): 0fed46820268e07027859038a15f5ee58696e431fe453569cb63e5cbc8e97435 indicators: min volume phFound bullCond close plFound priceLL max low oscHL osc prevMin prevMax
No similar strategies found. (based on used indicators)
last change: 2024-07-27 04:22:04