The BTCJump strategy is a trading strategy implemented as a class called BTCJump, which inherits from the IStrategy class. It consists of three main functions: populate_indicators, populate_buy_trend, and populate_sell_trend. populate_indicators:
This function adds various technical analysis (TA) indicators to the input DataFrame.
The indicators used include: 'btc_gain': Percentage gain of BTC price within a 5-minute timeframe.
'btc_zgain': Difference between 'btc_gain' and a user-defined value called 'buy_btc_jump'.
'adx': Average Directional Index. 'dm_plus' and 'dm_minus': Plus and minus directional movement indicators. 'di_plus' and 'di_minus': Plus and minus directional indicators. 'dm_delta': Difference between 'dm_plus' and 'dm_minus'. 'di_delta': Difference between 'di_plus' and 'di_minus'. 'mfi': Money Flow Index. 'sma': Simple Moving Average with a time period of 40. 'macd': Moving Average Convergence Divergence. 'macdsignal': Signal line of the MACD. 'fastd' and 'fastk': Fast stochastic indicators. 'rsi': Relative Strength Index. 'fisher_rsi': Fisher Transform of the RSI. 'bb_upperband', 'bb_middleband', and 'bb_lowerband': Bollinger Bands. 'bb_gain': Percentage difference between the upper Bollinger Band and the closing price. 'ema5', 'ema10', 'ema50', and 'ema100': Exponential Moving Averages with different time periods. 'sar': Parabolic SAR. populate_buy_trend: This function populates the 'buy' column of the DataFrame based on certain conditions. The conditions include: 'fisher_rsi' being less than or equal to a user-defined value called 'buy_fisher'. 'bb_gain' being greater than or equal to a user-defined value called 'buy_bb_gain'. Cross above zero for the 'btc_zgain' indicator. populate_sell_trend: This function populates the 'sell' column of the DataFrame. Currently, it sets the 'sell' value to 0 for all rows where the 'close' price is greater than or equal to zero. Overall, the BTCJump strategy combines multiple TA indicators to generate buy signals based on specified conditions, while the sell signals are not explicitly defined in the provided code snippet.
The indicators used include: 'btc_gain': Percentage gain of BTC price within a 5-minute timeframe.
'btc_zgain': Difference between 'btc_gain' and a user-defined value called 'buy_btc_jump'.
'adx': Average Directional Index. 'dm_plus' and 'dm_minus': Plus and minus directional movement indicators. 'di_plus' and 'di_minus': Plus and minus directional indicators. 'dm_delta': Difference between 'dm_plus' and 'dm_minus'. 'di_delta': Difference between 'di_plus' and 'di_minus'. 'mfi': Money Flow Index. 'sma': Simple Moving Average with a time period of 40. 'macd': Moving Average Convergence Divergence. 'macdsignal': Signal line of the MACD. 'fastd' and 'fastk': Fast stochastic indicators. 'rsi': Relative Strength Index. 'fisher_rsi': Fisher Transform of the RSI. 'bb_upperband', 'bb_middleband', and 'bb_lowerband': Bollinger Bands. 'bb_gain': Percentage difference between the upper Bollinger Band and the closing price. 'ema5', 'ema10', 'ema50', and 'ema100': Exponential Moving Averages with different time periods. 'sar': Parabolic SAR. populate_buy_trend: This function populates the 'buy' column of the DataFrame based on certain conditions. The conditions include: 'fisher_rsi' being less than or equal to a user-defined value called 'buy_fisher'. 'bb_gain' being greater than or equal to a user-defined value called 'buy_bb_gain'. Cross above zero for the 'btc_zgain' indicator. populate_sell_trend: This function populates the 'sell' column of the DataFrame. Currently, it sets the 'sell' value to 0 for all rows where the 'close' price is greater than or equal to zero. Overall, the BTCJump strategy combines multiple TA indicators to generate buy signals based on specified conditions, while the sell signals are not explicitly defined in the provided code snippet.
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stoploss: 0 timeframe: 5m hash(sha256): 389c3d2c13dad2e629e7d122f727b8e9d24fd3e9775ed8bffce8b7849dbbc2ff indicators: upper btc_gain close btc_zgain open_5m dm_delta bb_gain mfi bb_lowerband ema5 fastk sma fastd dm_plus ema10 sar macdsignal mid fisher_rsi ema100 di_plus macd di_delta adx lower bb_middleband rsi di_minus bb_upperband ema50 close_5m dm_minus
Similar Strategies: (based on used indicators)
Strategy: ComboHold, Similarity Score: 96.97%
last change: 2024-07-28 12:51:36