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The CCIStrategy is a trading strategy implemented in Python for backtesting purposes. It uses various technical indicators to determine buy and sell signals for a given financial instrument. Here's a breakdown of what the strategy does:
Indicator Calculation:
The strategy first resamples the input data to a specified timeframe and calculates several technical indicators.
The indicators used are Commodity Channel Index (CCI) with different time periods, Relative Strength Index (RSI), Money Flow Index (MFI), and Chaikin Money Flow (CMF).
Additionally, Bollinger Bands are calculated for visualization purposes.
Buy Signal: The buy signal conditions are defined as follows: CCI one and CCI two indicators are both below -100. CMF is below -0.1. MFI is below 25. The "resample_medium" indicator is greater than the "resample_short" indicator. The "resample_long" indicator is less than the closing price. Sell Signal: The sell signal conditions are defined as follows: CCI one and CCI two indicators are both above 100. CMF is above 0.3. The "resample_sma" indicator is less than the "resample_medium" indicator. The "resample_medium" indicator is less than the "resample_short" indicator. Additional Functions: The strategy includes a function for calculating the Chaikin Money Flow (CMF) indicator. There's also a function for resampling the data to a different timeframe and calculating additional indicators such as moving averages. The strategy aims to generate buy and sell signals based on the specified conditions and indicators. These signals can be used to backtest the performance of the strategy on historical data.
The indicators used are Commodity Channel Index (CCI) with different time periods, Relative Strength Index (RSI), Money Flow Index (MFI), and Chaikin Money Flow (CMF).
Additionally, Bollinger Bands are calculated for visualization purposes.
Buy Signal: The buy signal conditions are defined as follows: CCI one and CCI two indicators are both below -100. CMF is below -0.1. MFI is below 25. The "resample_medium" indicator is greater than the "resample_short" indicator. The "resample_long" indicator is less than the closing price. Sell Signal: The sell signal conditions are defined as follows: CCI one and CCI two indicators are both above 100. CMF is above 0.3. The "resample_sma" indicator is less than the "resample_medium" indicator. The "resample_medium" indicator is less than the "resample_short" indicator. Additional Functions: The strategy includes a function for calculating the Chaikin Money Flow (CMF) indicator. There's also a function for resampling the data to a different timeframe and calculating additional indicators such as moving averages. The strategy aims to generate buy and sell signals based on the specified conditions and indicators. These signals can be used to backtest the performance of the strategy on historical data.
stoploss: -0.02 timeframe: 1m hash(sha256): ff733c51a52cc00c413dce84534d93b7197059355e69e14ec0e3e3a92e32e7ad
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last change: 2022-07-02 19:54:08