The strategy, named "CombinedBinHAndClucV6H_OPT_02," is a trading strategy that combines different buy signals and sell signals to make trading decisions. Here is a brief description of what the strategy does:
Indicators Population:
The strategy populates the necessary indicators based on the provided dataframe and metadata. It ensures that the strategy is run in a timeframe of 5 minutes or less for backtesting purposes.
It merges informative indicators with the main indicators.
Buy Signal:
The strategy identifies buy conditions based on various criteria.
For the "buy_cond_bin" condition:
It checks if the close price is above the 200-period exponential moving average (ema_200_1h) on the 1-hour timeframe. It checks if the 50-period exponential moving average (ema_50) is above the 200-period exponential moving average (ema_200). It checks if the 50-period exponential moving average (ema_50_1h) is above the 200-period exponential moving average (ema_200_1h) on the 1-hour timeframe. It considers a binary guard condition. It checks additional conditions related to lower, bbdelta, closedelta, tail, and close prices. For the "buy_cond_cluc" condition:
It checks if the close price is above the 200-period exponential moving average (ema_200) and ema_200_1h. It considers a binary guard condition. It checks additional conditions related to the close price, ema_50, bb_lowerband, and volume. For the "buy_cond_long" condition:
It checks if the close price is below the 5-period simple moving average (sma_5). It checks the direction of the ssl-dir_1h indicator. It checks if ema_50 and ema_50_1h are above ema_200 and ema_200_1h, respectively. It checks if the RSI is below the RSI_1h value minus a specified difference. The strategy counts the number of fulfilled buy conditions and assigns it to the "conditions_count" column. It sets a "buy" signal if the conditions meet the specified requirements. Sell Signal:
The strategy identifies sell conditions based on the close price and the upper Bollinger Band (bb_upperband). It sets a "sell" signal if the conditions are met. Custom Stop Loss:
The strategy determines whether to trigger a custom stop loss. It checks if the current profit is below a specified threshold and if a certain amount of time has passed since the trade was opened. It returns a stop loss value if the conditions are met, otherwise, it returns the default stop loss value. Trade Exit Confirmation:
The strategy confirms the exit from a trade based on various conditions. It checks if the exit reason is a "force_sell" or if the current candle's RSI is above a specified threshold. It returns True to exit the trade if the conditions are met, otherwise, it returns False. SSL Channels with ATR:
The strategy calculates SSL (Squeeze Momentum Indicator) channels using the Average True Range (ATR) indicator. It computes the SSL Down and SSL Up values based on the rolling means of the high and low prices and the ATR. It returns the SSL Down and SSL Up values. Please note that this description provides a general overview of the strategy's functionality based on the code provided. The specific