The ADX_15M_USDT strategy is a trading strategy designed for backtesting. It operates on 15-minute ticker intervals and uses various technical indicators to make buy and sell decisions. Here's a breakdown of the important components:
ROI table: The strategy has a predefined ROI (Return on Investment) table that specifies the expected returns at different time intervals.
For example, it expects a 26.552% return at time 0, 10.255% return at time 30, 3.545% return at time 210, and 0% return at time 540.
Stoploss: The strategy has a stoploss value of -0.1255, which means that if the price drops below this threshold, the strategy will trigger a sell signal to limit potential losses.
Indicators: The strategy calculates several technical indicators using the TA-Lib library and stores them in the dataframe. The indicators used are ADX (Average Directional Index), PLUS_DI (Plus Directional Indicator), MINUS_DI (Minus Directional Indicator), SAR (Stop and Reverse), and MOM (Momentum). These indicators provide insights into market trends, directional movement, and price momentum. Buy Signal: The populate_buy_trend method determines when to place a buy signal. The conditions for a buy signal include an ADX value greater than 16, a minus DI value greater than 4, and a crossing above of the minus DI and plus DI lines. Sell Signal: The populate_sell_trend method determines when to place a sell signal. The conditions for a sell signal include an ADX value greater than 43, a plus DI value greater than 24, and a crossing above of the sell-plus DI and sell-minus DI lines. By backtesting this strategy on historical data, you can evaluate its performance and potential profitability.