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The BbandRsiRolling strategy is designed to backtest trading strategies using Bollinger Bands and the rolling RSI indicator. Here's a brief description of what the strategy does:
The strategy determines the optimal minimal ROI (Return on Investment) for trading. The values for different time periods are pre-defined based on hyperopt optimization over a 270-day timeframe.
The strategy sets the stop loss at -0.08, indicating that if the trade's loss exceeds 8%, it will trigger a sell signal.
The strategy operates on a 5-minute timeframe.
The strategy populates various indicators on the input dataframe, including the RSI (Relative Strength Index) and Bollinger Bands. The RSI is calculated with a time period of 14. Bollinger Bands are calculated using the typical price of the asset, with a window of 20 periods and 2 standard deviations. The populate_buy_trend method determines the conditions for initiating a buy signal. It checks if the rolling minimum of the RSI over the past 8 periods is below 37 and if the closing price is below the lower Bollinger Band. If both conditions are met, a buy signal is generated. The populate_sell_trend method is empty in this strategy, meaning that the selling decision is not determined by any specific conditions and requires further customization. This strategy aims to use Bollinger Bands and the rolling RSI to identify potential buying opportunities based on specific conditions. The selling decisions are determined by a minimal ROI and can be further customized according to specific requirements.
The strategy sets the stop loss at -0.08, indicating that if the trade's loss exceeds 8%, it will trigger a sell signal.
The strategy operates on a 5-minute timeframe.
The strategy populates various indicators on the input dataframe, including the RSI (Relative Strength Index) and Bollinger Bands. The RSI is calculated with a time period of 14. Bollinger Bands are calculated using the typical price of the asset, with a window of 20 periods and 2 standard deviations. The populate_buy_trend method determines the conditions for initiating a buy signal. It checks if the rolling minimum of the RSI over the past 8 periods is below 37 and if the closing price is below the lower Bollinger Band. If both conditions are met, a buy signal is generated. The populate_sell_trend method is empty in this strategy, meaning that the selling decision is not determined by any specific conditions and requires further customization. This strategy aims to use Bollinger Bands and the rolling RSI to identify potential buying opportunities based on specific conditions. The selling decisions are determined by a minimal ROI and can be further customized according to specific requirements.
stoploss: -0.08 timeframe: 5m hash(sha256): 4e44b746f37062350a2d10fda4d349bd807ccbef69a525205faec607a889c54a
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last change: 2022-07-11 02:33:07