The BatsContest strategy is a trading strategy implemented as a class that inherits from the IStrategy interface. It consists of several methods:
populate_indicators: This method calculates and adds various indicators to the input dataframe, such as ATR (Average True Range) for different time periods, RSI (Relative Strength Index), and rolling maximum values of the close prices. The calculated indicators are then returned as a modified dataframe.
populate_buy_trend: This method populates the buy signal based on specific conditions.
It checks if the close price is equal to the highest close price over a specified period and if the RSI is greater than or equal to a given threshold.
If the conditions are met, the 'buy' column in the dataframe is set to 1. populate_sell_trend: This method initializes the 'sell' column in the dataframe as 0, indicating no sell signal. populate_stop_loss: This method calculates the stop loss price based on the ATR values and multipliers. It determines the stop loss by subtracting a multiple of the ATR from the entry rate. populate_take_profit: This method calculates the take profit price based on the ATR values and multipliers. It determines the take profit by adding a multiple of the ATR to the entry rate. should_exit_trade: This method checks if a trade should be exited based on the current price and profit. It compares the current rate with the stop loss and take profit levels calculated previously. If the current rate falls below the stop loss, it returns 'atr_stoploss' indicating the stop loss was triggered. If the current rate exceeds the take profit, it returns 'atr_roi' indicating the take profit was achieved. Otherwise, it returns None. custom_sell_a and custom_sell_b: These methods handle custom sell logic based on different sell types. confirm_trade_exit: This method confirms the exit of a trade by deleting the trade persistence data and calling the base class's confirm_trade_exit method. Overall, the BatsContest strategy populates indicators, identifies buy signals based on specific conditions, and sets stop loss and take profit levels for trades. It also includes methods for handling trade exits and custom sell logic.
populate_buy_trend: This method populates the buy signal based on specific conditions.
It checks if the close price is equal to the highest close price over a specified period and if the RSI is greater than or equal to a given threshold.
If the conditions are met, the 'buy' column in the dataframe is set to 1. populate_sell_trend: This method initializes the 'sell' column in the dataframe as 0, indicating no sell signal. populate_stop_loss: This method calculates the stop loss price based on the ATR values and multipliers. It determines the stop loss by subtracting a multiple of the ATR from the entry rate. populate_take_profit: This method calculates the take profit price based on the ATR values and multipliers. It determines the take profit by adding a multiple of the ATR to the entry rate. should_exit_trade: This method checks if a trade should be exited based on the current price and profit. It compares the current rate with the stop loss and take profit levels calculated previously. If the current rate falls below the stop loss, it returns 'atr_stoploss' indicating the stop loss was triggered. If the current rate exceeds the take profit, it returns 'atr_roi' indicating the take profit was achieved. Otherwise, it returns None. custom_sell_a and custom_sell_b: These methods handle custom sell logic based on different sell types. confirm_trade_exit: This method confirms the exit of a trade by deleting the trade persistence data and calling the base class's confirm_trade_exit method. Overall, the BatsContest strategy populates indicators, identifies buy signals based on specific conditions, and sets stop loss and take profit levels for trades. It also includes methods for handling trade exits and custom sell logic.
stoploss: -1 timeframe: 4h hash(sha256): 47d4251233d57484971db8526a1cc86f43e1129752dd95dea49ac14d9d4c468a indicators: high sell rsi_i close_high_val roi peak_profit close stoploss a b low roi_atr_i stoploss_atr_i
No similar strategies found. (based on used indicators)
last change: 2024-07-27 15:00:12