Not Enough Data to display!
Average Overall
| Not Enough Data! / Avg statistics not populated yet. |
|---|
The BbRoi strategy is a backtesting strategy that uses several technical indicators to determine buy and sell signals for trading. Here's a breakdown of what the strategy does:
Minimal ROI: The strategy defines a minimal return on investment (ROI) for different time periods. If the ROI reaches a certain threshold, it triggers a sell signal.
The thresholds and corresponding time periods are as follows: 0% ROI after 0 days 11.466% ROI after 53 days 6.134% ROI after 226 days 0% ROI after 400 days Stoploss: The strategy sets a stop loss level at -23.701%.
If the price drops below this level, it triggers a sell signal to limit potential losses.
Trailing stop: The strategy uses a trailing stop feature, where the stop loss level is adjusted dynamically as the price increases. It is set to trail at a positive offset of 1.007% and an additional positive offset of 1.821% to capture profits. The trailing stop is only activated if the offset is reached. Ticker interval: The strategy operates on 15-minute candlestick data. Experimental settings: The strategy includes experimental settings that can be overridden by configuration parameters. These settings enable the use of a sell signal and determine whether to ignore the predefined ROI thresholds when a buy signal occurs. Indicators: The strategy calculates and populates several technical indicators for analysis: RSI (Relative Strength Index) with a time period of 14 Exponential Moving Averages (EMAs) with time periods of 9, 20, and 200 Bollinger Bands with a window of 20 and 2 standard deviations Buy signal conditions: The strategy generates a buy signal when the following conditions are met: The closing price is above the middle Bollinger Band The closing price is below the upper Bollinger Band The closing price is above the 9-day EMA The closing price is above the 200-day EMA The 20-day EMA is above the 200-day EMA Sell signal conditions: The strategy generates a sell signal when one of the following conditions is met: The RSI indicator is above 75 The closing price is below 97% of the middle Bollinger Band The opening price is higher than the closing price (indicating a red bar) The strategy uses these indicators and conditions to determine when to buy and sell in backtesting scenarios.
The thresholds and corresponding time periods are as follows: 0% ROI after 0 days 11.466% ROI after 53 days 6.134% ROI after 226 days 0% ROI after 400 days Stoploss: The strategy sets a stop loss level at -23.701%.
If the price drops below this level, it triggers a sell signal to limit potential losses.
Trailing stop: The strategy uses a trailing stop feature, where the stop loss level is adjusted dynamically as the price increases. It is set to trail at a positive offset of 1.007% and an additional positive offset of 1.821% to capture profits. The trailing stop is only activated if the offset is reached. Ticker interval: The strategy operates on 15-minute candlestick data. Experimental settings: The strategy includes experimental settings that can be overridden by configuration parameters. These settings enable the use of a sell signal and determine whether to ignore the predefined ROI thresholds when a buy signal occurs. Indicators: The strategy calculates and populates several technical indicators for analysis: RSI (Relative Strength Index) with a time period of 14 Exponential Moving Averages (EMAs) with time periods of 9, 20, and 200 Bollinger Bands with a window of 20 and 2 standard deviations Buy signal conditions: The strategy generates a buy signal when the following conditions are met: The closing price is above the middle Bollinger Band The closing price is below the upper Bollinger Band The closing price is above the 9-day EMA The closing price is above the 200-day EMA The 20-day EMA is above the 200-day EMA Sell signal conditions: The strategy generates a sell signal when one of the following conditions is met: The RSI indicator is above 75 The closing price is below 97% of the middle Bollinger Band The opening price is higher than the closing price (indicating a red bar) The strategy uses these indicators and conditions to determine when to buy and sell in backtesting scenarios.
startup_candle_count : 30 rsi: 13.070% ema9: -0.004% ema20: -0.086%
stoploss: -0.237 timeframe: 15m hash(sha256): 2204179171867e3893c9a61eaa7c4a6e438ec214c617f389d95a99fde4d289ef indicators: upper mid lower ema20 bb_middleband rsi close bb_upperband bb_lowerband open ema9 ema200
No similar strategies found. (based on used indicators)
last change: 2023-06-24 22:06:03