The BBMod strategy is a backtesting strategy that uses various indicators to determine buy signals in a trading system. Here is a brief description of what the strategy does:
The populate_indicators function populates the required indicators for the strategy using the input dataframe and metadata. It merges informative data from a 1-hour timeframe and normal timeframe indicators.
The populate_buy_trend function identifies buy conditions based on a set of criteria.
It assigns a 'buy_tag' to the dataframe to mark potential buy signals.
The strategy incorporates multiple conditions to identify potential buy signals, such as: is_local_uptrend: Checks for an uptrend based on exponential moving averages (EMA) and a lower Bollinger Band factor. is_local_dip: Identifies a local dip in the market using EMA, RSI, and other criteria. is_ewo: Uses a combination of RSI, EMA, and Elder's Force Index (EWO) to detect potential buying opportunities. is_clucha: Implements conditions based on the Clucha indicator and Bollinger Bands. is_cofi: Utilizes modified conditions from the Cofi strategy involving EMA, ADX, and other indicators. is_nfi_32, is_nfi_33, is_nfix_5, is_nfix_39, is_nfix_49, is_nfi7_33, is_nfi7_37: Various conditions based on different combinations of indicators and thresholds. These conditions evaluate specific aspects of the market and asset price movements to generate potential buy signals.
The populate_buy_trend function identifies buy conditions based on a set of criteria.
It assigns a 'buy_tag' to the dataframe to mark potential buy signals.
The strategy incorporates multiple conditions to identify potential buy signals, such as: is_local_uptrend: Checks for an uptrend based on exponential moving averages (EMA) and a lower Bollinger Band factor. is_local_dip: Identifies a local dip in the market using EMA, RSI, and other criteria. is_ewo: Uses a combination of RSI, EMA, and Elder's Force Index (EWO) to detect potential buying opportunities. is_clucha: Implements conditions based on the Clucha indicator and Bollinger Bands. is_cofi: Utilizes modified conditions from the Cofi strategy involving EMA, ADX, and other indicators. is_nfi_32, is_nfi_33, is_nfix_5, is_nfix_39, is_nfix_49, is_nfi7_33, is_nfi7_37: Various conditions based on different combinations of indicators and thresholds. These conditions evaluate specific aspects of the market and asset price movements to generate potential buy signals.
startup_candle_count : 120 ema_50_1h: -0.009% ema_100_1h: 0.234% rsi_1h: 0.005% rmi_length_17: 0.002% srsi_fk: 0.409% srsi_fd: 0.410% hma_50: 0.020% ema_26: 0.001% ema_49: 0.028% ema_50: 0.030% ema_100: 0.094% rsi: -0.053% rsi_slow: -0.716% rsi_84: -13.138% ema_slow: 0.031% adx: 0.873% fisher: 0.929%
Traceback (most recent call last): File "/home/ftuser/.local/lib/python3.11/site-packages/urllib3/connectionpool.py", line 467, in _make_request self._validate_conn(conn) File "/home/ftuser/.local/lib/python3.11/site-packages/urllib3/connectionpool.py", line 1099, in _validate_conn conn.connect() File "/home/ftuser/.local/lib/python3.11/site-packages/urllib3/connection.py", line 653, in connect sock_and_verified = _ssl_wrap_socket_and_match_hostname( ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/home/ftuser/.local/lib/python3.11/site-packages/urllib3/connection.py", line 806, in _ssl_wrap_socket_and_match_hostname ssl_sock = ssl_wrap_socket( ^^^^^^^^^^^^^^^^ File "/home/ftuser/.local/lib/python3.11/site-packages/urllib3/util/ssl_.py", line 465, in ssl_wrap_socket ssl_sock = _ssl_wrap_socket_impl(sock, context, tls_in_tls, server_hostname) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/home/ftuser/.local/lib/python3.11/site-packages/urllib3/util/ssl_.py", line 509, in _ssl_wrap_socket_impl return ssl_context.wrap_socket(sock, server_hostname=server_hostname) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/usr/local/lib/python3.11/ssl.py", line 517, in wrap_socket return self.sslsocket_class._create( ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/usr/local/lib/python3.11/ssl.py", line 1104, in _create self.do_handshake() File "/usr/local/lib/python3.11/ssl.py", line 1382, in do_handshake self._sslobj.do_handshake() TimeoutError: _ssl.c:989: The handshake operation timed out The above exception was the direct cause of the following exception: Traceback (most recent call last): File "/home/ftuser/.local/lib/python3.11/site-packages/requests/adapters.py", line 486, in send resp = conn.urlopen( ^^^^^^^^^^^^^ File "/home/ftuser/.local/lib/python3.11/site-packages/urllib3/connectionpool.py", line 847, in urlopen retries = retries.increment( ^^^^^^^^^^^^^^^^^^ File "/home/ftuser/.local/lib/python3.11/site-packages/urllib3/util/retry.py", line 470, in increment raise reraise(type(error), error, _stacktrace) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/home/ftuser/.local/lib/python3.11/site-packages/urllib3/util/util.py", line 39, in reraise raise value File "/home/ftuser/.local/lib/python3.11/site-packages/urllib3/connectionpool.py", line 793, in urlopen response = self._make_request( ^^^^^^^^^^^^^^^^^^^ File "/home/ftuser/.local/lib/python3.11/site-packages/urllib3/connectionpool.py", line 491, in _make_request raise new_e File "/home/ftuser/.local/lib/python3.11/site-packages/urllib3/connectionpool.py", line 469, in _make_request self._raise_timeout(err=e, url=url, timeout_value=conn.timeout) File "/home/ftuser/.local/lib/python3.11/site-packages/urllib3/connectionpool.py", line 370, in _raise_timeout raise ReadTimeoutError( urllib3.exceptions.ReadTimeoutError: HTTPSConnectionPool(host='api.binance.com', port=443): Read timed out. (read timeout=10.0) During handling of the above exception, another exception occurred: Traceback (most recent call last): File "/home/ftuser/.local/lib/python3.11/site-packages/ccxt/base/exchange.py", line 598, in fetch response = self.session.request( ^^^^^^^^^^^^^^^^^^^^^ File "/home/ftuser/.local/lib/python3.11/site-packages/requests/sessions.py", line 589, in request resp = self.send(prep, **send_kwargs) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/home/ftuser/.local/lib/python3.11/site-packages/requests/sessions.py", line 703, in send r = adapter.send(request, **kwargs) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/home/ftuser/.local/lib/python3.11/site-packages/requests/adapters.py", line 532, in send raise ReadTimeout(e, request=request) requests.exceptions.ReadTimeout: HTTPSConnectionPool(host='api.binance.com', port=443): Read timed out. (read timeout=10.0) The above exception was the direct cause of the following exception: Traceback (most recent call last): File "/freqtrade/freqtrade/exchange/exchange.py", line 486, in _load_markets self._markets = self._api.load_markets(params={}) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/home/ftuser/.local/lib/python3.11/site-packages/ccxt/base/exchange.py", line 1474, in load_markets markets = self.fetch_markets(params) ^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/home/ftuser/.local/lib/python3.11/site-packages/ccxt/binance.py", line 2734, in fetch_markets promisesRaw.append(self.publicGetExchangeInfo(params)) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/home/ftuser/.local/lib/python3.11/site-packages/ccxt/base/types.py", line 34, in unbound_method return _self.request(self.path, self.api, self.method, params, config=self.config) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/home/ftuser/.local/lib/python3.11/site-packages/ccxt/binance.py", line 10089, in request response = self.fetch2(path, api, method, params, headers, body, config) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/home/ftuser/.local/lib/python3.11/site-packages/ccxt/base/exchange.py", line 3523, in fetch2 return self.fetch(request['url'], request['method'], request['headers'], request['body']) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/home/ftuser/.local/lib/python3.11/site-packages/ccxt/base/exchange.py", line 628, in fetch raise RequestTimeout(details) from e ccxt.base.errors.RequestTimeout: binance GET https://api.binance.com/api/v3/exchangeInfo
stoploss: -0.99 timeframe: 5m hash(sha256): e2ea71c067dca6931ba9a864468d3dfe1ea24787a699f32995eb405d221319ff indicators: upper close high_offset_2 position_adjustment_enable volume_mean_12 ema_200_1h safe_dump_50 avg_val_20 rsi_fast volume xe1 ema_20 source ha_closedelta momdiv_coh trange bb_upperband2 volume_mean_24 high ema_8 r_480 cci bb_lowerband3 xe6 final_ub low_5 momdiv_col ha_high pm adx ema_12 sma_28 T3Average ema_slow ema_26 bb_lowerband2_40 bb_upperband2_40 basic_ub ema_49 sma_21 momdiv_buy bb_middleband2 closedelta ema_fast sma_15 ha_open volume_mean_4 tcp_percent_4 avg_close_20 ema_24 cmf rmi_length_v
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last change: 2024-05-02 23:39:41