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The "SAR_and_BB" strategy is a backtesting strategy that combines the use of Parabolic SAR and Bollinger Bands indicators to generate buy and sell signals for trading. In this strategy, the Bollinger Bands are used to identify potential entry and exit points. The upper and lower bands of the Bollinger Bands are calculated based on a 20-day moving average and a standard deviation of 2.
These bands serve as thresholds for determining overbought and oversold conditions.
The Exponential Moving Average (EMA) with a time period of 144 is also calculated as an additional indicator for trend analysis.
The Parabolic SAR indicator is used to identify potential reversals in the price trend. It helps in determining when to enter or exit a trade based on the direction of the SAR dots. The buy signal is generated when the following conditions are met: The price crosses above the SAR dots. The price is above the EMA. Or The price is below the EMA. The price is below 0.99 times the lower Bollinger Band. The volume is below 20 times the rolling average volume of the previous 30 periods. The sell signal is generated when the following conditions are met: The price crosses below the SAR dots. The price is above 1.05 times the middle Bollinger Band. The strategy uses a trailing stop and sets a stop loss of -0.14, which means that if the price drops by 0.14 from the entry point, the position will be closed. The minimal return on investment (ROI) for this strategy is set to 1, indicating that the strategy aims to achieve at least a 1x return. The strategy operates on a 5-minute timeframe and requires a startup candle count of 30, meaning that it needs 30 candles before producing valid signals. Note: The strategy can be further customized and optimized through the configuration file.
These bands serve as thresholds for determining overbought and oversold conditions.
The Exponential Moving Average (EMA) with a time period of 144 is also calculated as an additional indicator for trend analysis.
The Parabolic SAR indicator is used to identify potential reversals in the price trend. It helps in determining when to enter or exit a trade based on the direction of the SAR dots. The buy signal is generated when the following conditions are met: The price crosses above the SAR dots. The price is above the EMA. Or The price is below the EMA. The price is below 0.99 times the lower Bollinger Band. The volume is below 20 times the rolling average volume of the previous 30 periods. The sell signal is generated when the following conditions are met: The price crosses below the SAR dots. The price is above 1.05 times the middle Bollinger Band. The strategy uses a trailing stop and sets a stop loss of -0.14, which means that if the price drops by 0.14 from the entry point, the position will be closed. The minimal return on investment (ROI) for this strategy is set to 1, indicating that the strategy aims to achieve at least a 1x return. The strategy operates on a 5-minute timeframe and requires a startup candle count of 30, meaning that it needs 30 candles before producing valid signals. Note: The strategy can be further customized and optimized through the configuration file.
startup_candle_count : 1000 Recursive Analysis found no issues while using 1000 startup_candle_count
stoploss: -0.14 timeframe: 5m hash(sha256): 03cb5376b6eccae527a8a37cb0c1c6d5c1e27e32453414e6b6ea375d19797198 indicators: upper mid lower ema volume bb_middleband close bb_upperband bb_lowerband sar
No similar strategies found. (based on used indicators)
last change: 2023-06-29 02:55:19