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The CCIStrategy is a trading strategy that uses a combination of technical indicators to generate buy and sell signals for a given financial instrument. Here is a short description of what the strategy does:
Indicator Population:
The strategy first resamples the input dataframe to a specified timeframe and calculates various technical indicators such as CCI (Commodity Channel Index), RSI (Relative Strength Index), MFI (Money Flow Index), and CMF (Chaikin Money Flow). It also calculates Bollinger Bands to determine the upper, lower, and middle bands.
Buy Signal Generation: The strategy generates a buy signal when the following conditions are met: CCI_one and CCI_two are both below -100.
CMF is below -0.1.
MFI is below 25. The resample_medium indicator is higher than the resample_short indicator. The resample_long indicator is lower than the current close price. Sell Signal Generation: The strategy generates a sell signal when the following conditions are met: CCI_one and CCI_two are both above 100. CMF is above 0.3. The resample_sma indicator is lower than the resample_medium indicator. The resample_medium indicator is lower than the resample_short indicator. Chaikin Money Flow Calculation: The strategy calculates the Chaikin Money Flow (CMF) indicator using the close, low, high, and volume data of the input dataframe. CMF is a volume-based indicator that measures buying and selling pressure. Dataframe Resampling and Interpolation: The strategy resamples the dataframe to different time intervals and interpolates missing values. Price Protection and Timeout: The strategy includes price protection on trade entry and timeouts, which are built-in functionalities for order execution. The CCIDCA class inherits from the CCIStrategy class, suggesting that it may introduce additional functionality or modifications to the original strategy.
Buy Signal Generation: The strategy generates a buy signal when the following conditions are met: CCI_one and CCI_two are both below -100.
CMF is below -0.1.
MFI is below 25. The resample_medium indicator is higher than the resample_short indicator. The resample_long indicator is lower than the current close price. Sell Signal Generation: The strategy generates a sell signal when the following conditions are met: CCI_one and CCI_two are both above 100. CMF is above 0.3. The resample_sma indicator is lower than the resample_medium indicator. The resample_medium indicator is lower than the resample_short indicator. Chaikin Money Flow Calculation: The strategy calculates the Chaikin Money Flow (CMF) indicator using the close, low, high, and volume data of the input dataframe. CMF is a volume-based indicator that measures buying and selling pressure. Dataframe Resampling and Interpolation: The strategy resamples the dataframe to different time intervals and interpolates missing values. Price Protection and Timeout: The strategy includes price protection on trade entry and timeouts, which are built-in functionalities for order execution. The CCIDCA class inherits from the CCIStrategy class, suggesting that it may introduce additional functionality or modifications to the original strategy.
Biased Indicators
resample_sma, resample_medium, resample_short, resample_long
stoploss: -0.99 timeframe: 1m hash(sha256): f1bf2c11289aa81a3ccbd6372281c3e80a62534660e8682adc8a0dfda10e1772 indicators: resample_medium upper asks resample_long cci_one close position_adjustment_enable mfi bb_lowerband volume resample_short date high bids mid stake_amount cmf price open high low close lower cm bb_middleband rsi bb_upperband resample_sma low cci_two
No similar strategies found. (based on used indicators)
last change: 2023-08-04 06:25:59