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The Supertrend strategy is a trading strategy that utilizes the Supertrend indicator to generate buy and sell signals. The strategy is implemented as a class called Supertrend, which inherits from the IStrategy class. The strategy consists of three main components: indicator population, buy signal generation, and sell signal generation.
In the indicator population step, the Supertrend indicator is calculated and added to the dataframe.
The indicator is calculated for different periods and multipliers, and the resulting values are stored in columns labeled 'supertrend_1', 'supertrend_2', and 'supertrend_3'.
In the buy signal generation step, the strategy looks for specific conditions to generate a buy signal. The buy signal is generated when all three supertrend indicators are in an 'up' state for the current candle, and there is at least some trading volume. If these conditions are met, a 'buy' value of 1 is assigned to the corresponding row. In the sell signal generation step, the strategy looks for specific conditions to generate a sell signal. The sell signal is generated when all three supertrend indicators are in a 'down' state for the current candle, and there is at least some trading volume. If these conditions are met, a 'sell' value of 1 is assigned to the corresponding row. The Supertrend indicator itself is calculated using the high, low, close, and volume data of the asset being traded. The calculation involves several intermediate steps, including the calculation of the True Range (TR) and Average True Range (ATR). The Supertrend indicator is then derived based on the ATR, period, and multiplier values. Overall, the Supertrend strategy aims to generate buy and sell signals based on the trend indicated by the Supertrend indicator, taking into account trading volume and specific conditions for signal generation.
In the indicator population step, the Supertrend indicator is calculated and added to the dataframe.
The indicator is calculated for different periods and multipliers, and the resulting values are stored in columns labeled 'supertrend_1', 'supertrend_2', and 'supertrend_3'.
In the buy signal generation step, the strategy looks for specific conditions to generate a buy signal. The buy signal is generated when all three supertrend indicators are in an 'up' state for the current candle, and there is at least some trading volume. If these conditions are met, a 'buy' value of 1 is assigned to the corresponding row. In the sell signal generation step, the strategy looks for specific conditions to generate a sell signal. The sell signal is generated when all three supertrend indicators are in a 'down' state for the current candle, and there is at least some trading volume. If these conditions are met, a 'sell' value of 1 is assigned to the corresponding row. The Supertrend indicator itself is calculated using the high, low, close, and volume data of the asset being traded. The calculation involves several intermediate steps, including the calculation of the True Range (TR) and Average True Range (ATR). The Supertrend indicator is then derived based on the ATR, period, and multiplier values. Overall, the Supertrend strategy aims to generate buy and sell signals based on the trend indicated by the Supertrend indicator, taking into account trading volume and specific conditions for signal generation.
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stoploss: -0.265 timeframe: 1h hash(sha256): 06b1944cb13fa426842abb562c8da6cd6cd6005566a7377a62ce16ab07e1b87f indicators: high supertrend_1 basic_lb volume basic_ub TR ATR final_lb close supertrend_2 STX low basic_ub basic_lb final_ub final_lb final_ub supertrend_3
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last change: 2024-07-27 09:31:10