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The CCIStrategy is a trading strategy that uses various technical indicators to generate buy and sell signals. Here is a breakdown of what the strategy does:
The strategy calculates several technical indicators, including:
Commodity Channel Index (CCI) with different time periods. Relative Strength Index (RSI).
Money Flow Index (MFI).
Chaikin Money Flow (CMF).
Bollinger Bands. The strategy defines the minimal return on investment (ROI) and stop loss parameters. The strategy resamples the input data to a specified ticker interval and performs additional calculations: It resamples the data to a higher timeframe (e.g., from 1 minute to 5 minutes). It calculates moving averages of different periods on the resampled data. The strategy determines the buy signal based on specific conditions: CCI indicators are below a certain threshold (-100). CMF is below a certain threshold (-0.1). MFI is below a certain threshold (25). Additional insurance conditions are checked, such as comparing moving averages. The strategy determines the sell signal based on specific conditions: CCI indicators are above a certain threshold (100). CMF is above a certain threshold (0.3). Comparisons between different moving averages. The strategy includes a helper function, chaikin_mf, to calculate the Chaikin Money Flow indicator. The strategy includes a helper function, resample, to resample the data to a higher timeframe and calculate additional moving averages. Overall, the CCIStrategy combines multiple technical indicators and trend analysis to generate buy and sell signals for backtesting trading strategies.
Money Flow Index (MFI).
Chaikin Money Flow (CMF).
Bollinger Bands. The strategy defines the minimal return on investment (ROI) and stop loss parameters. The strategy resamples the input data to a specified ticker interval and performs additional calculations: It resamples the data to a higher timeframe (e.g., from 1 minute to 5 minutes). It calculates moving averages of different periods on the resampled data. The strategy determines the buy signal based on specific conditions: CCI indicators are below a certain threshold (-100). CMF is below a certain threshold (-0.1). MFI is below a certain threshold (25). Additional insurance conditions are checked, such as comparing moving averages. The strategy determines the sell signal based on specific conditions: CCI indicators are above a certain threshold (100). CMF is above a certain threshold (0.3). Comparisons between different moving averages. The strategy includes a helper function, chaikin_mf, to calculate the Chaikin Money Flow indicator. The strategy includes a helper function, resample, to resample the data to a higher timeframe and calculate additional moving averages. Overall, the CCIStrategy combines multiple technical indicators and trend analysis to generate buy and sell signals for backtesting trading strategies.
stoploss: -0.02 timeframe: 1m hash(sha256): 22424f1ce78809c9def6e24c5a074065bb738f09b6da5919c42f5acc99f94397
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last change: 2022-07-10 23:30:41