The "Canals" strategy is a backtesting strategy designed for trading on a 5-minute timeframe. Here is a breakdown of what the strategy does:
Indicators:
RSI (Relative Strength Index): Calculates the RSI based on the closing prices with a length of 14. Stochastic Oscillator: Calculates the slow %K and %D values of the stochastic oscillator.
Oscillator: Uses the closing prices as the oscillator value.
Pivot Identification: Pivot Low: Identifies if a pivot low is found in the oscillator values within a lookback period of 14 candles.
Pivot High: Identifies if a pivot high is found in the oscillator values within a lookback period of 14 candles. Valuewhen Function: Calculates the value of a given source (closing price) at a specified occurrence after a condition is met. Also calculates the range of bars since the occurrence of the condition. The range is limited between a lower and upper range (5 to 60 bars). Buy Signal: Condition: Bullish condition is met when the "plFound" (pivot low found) value is greater than 0 and volume is positive. If the condition is true, a "buy" signal is generated. Sell Signal: Condition: Bearish condition is met when the "phFound" (pivot high found) value is greater than 0 and volume is positive. If the condition is true, a "sell" signal is generated. Risk Management: Minimal ROI (Return on Investment): Sets a minimal ROI of 0.05 (5%). Stoploss: Sets a stoploss of -0.08 (8%). Trailing Stop: Enables trailing stop functionality. Trailing Stop Positive: Sets a positive offset of 0.005 (0.5%) for the trailing stop. Trailing Stop Positive Offset: Sets the offset for triggering the trailing stop to 0.02 (2%). Trailing Only Offset is Reached: Only applies the trailing stop when the offset is reached. Data Export: The strategy exports the dataframe to a CSV file in a user-defined directory. Note: The strategy uses various parameters and variables, such as "rangeUpper," "rangeLower," "ema_length," "ema2_length," and others, to configure the indicators and conditions.
Oscillator: Uses the closing prices as the oscillator value.
Pivot Identification: Pivot Low: Identifies if a pivot low is found in the oscillator values within a lookback period of 14 candles.
Pivot High: Identifies if a pivot high is found in the oscillator values within a lookback period of 14 candles. Valuewhen Function: Calculates the value of a given source (closing price) at a specified occurrence after a condition is met. Also calculates the range of bars since the occurrence of the condition. The range is limited between a lower and upper range (5 to 60 bars). Buy Signal: Condition: Bullish condition is met when the "plFound" (pivot low found) value is greater than 0 and volume is positive. If the condition is true, a "buy" signal is generated. Sell Signal: Condition: Bearish condition is met when the "phFound" (pivot high found) value is greater than 0 and volume is positive. If the condition is true, a "sell" signal is generated. Risk Management: Minimal ROI (Return on Investment): Sets a minimal ROI of 0.05 (5%). Stoploss: Sets a stoploss of -0.08 (8%). Trailing Stop: Enables trailing stop functionality. Trailing Stop Positive: Sets a positive offset of 0.005 (0.5%) for the trailing stop. Trailing Stop Positive Offset: Sets the offset for triggering the trailing stop to 0.02 (2%). Trailing Only Offset is Reached: Only applies the trailing stop when the offset is reached. Data Export: The strategy exports the dataframe to a CSV file in a user-defined directory. Note: The strategy uses various parameters and variables, such as "rangeUpper," "rangeLower," "ema_length," "ema2_length," and others, to configure the indicators and conditions.
Traceback (most recent call last): File "/home/ftuser/.local/lib/python3.11/site-packages/pandas/core/indexes/base.py", line 3791, in get_loc return self._engine.get_loc(casted_key) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "index.pyx", line 152, in pandas._libs.index.IndexEngine.get_loc File "index.pyx", line 181, in pandas._libs.index.IndexEngine.get_loc File "pandas/_libs/hashtable_class_helper.pxi", line 7080, in pandas._libs.hashtable.PyObjectHashTable.get_item File "pandas/_libs/hashtable_class_helper.pxi", line 7088, in pandas._libs.hashtable.PyObjectHashTable.get_item KeyError: 'bullCond' The above exception was the direct cause of the following exception: Traceback (most recent call last): File "/freqtrade/freqtrade/main.py", line 42, in main return_code = args['func'](args) ^^^^^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/commands/optimize_commands.py", line 58, in start_backtesting backtesting.start() File "/freqtrade/freqtrade/optimize/backtesting.py", line 1401, in start min_date, max_date = self.backtest_one_strategy(strat, data, timerange) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/optimize/backtesting.py", line 1335, in backtest_one_strategy results = self.backtest( ^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/optimize/backtesting.py", line 1213, in backtest data: Dict = self._get_ohlcv_as_lists(processed) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/optimize/backtesting.py", line 381, in _get_ohlcv_as_lists df_analyzed = self.strategy.ft_advise_signals(pair_data, {'pair': pair}) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/strategy/interface.py", line 1391, in ft_advise_signals dataframe = self.advise_entry(dataframe, metadata) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/strategy/interface.py", line 1425, in advise_entry df = self.populate_entry_trend(dataframe, metadata) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/strategy/interface.py", line 225, in populate_entry_trend return self.populate_buy_trend(dataframe, metadata) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/user_data/strategies/Canals.py", line 107, in populate_buy_trend (dataframe['bullCond'] > 0) & ~~~~~~~~~^^^^^^^^^^^^ File "/home/ftuser/.local/lib/python3.11/site-packages/pandas/core/frame.py", line 3893, in __getitem__ indexer = self.columns.get_loc(key) ^^^^^^^^^^^^^^^^^^^^^^^^^ File "/home/ftuser/.local/lib/python3.11/site-packages/pandas/core/indexes/base.py", line 3798, in get_loc raise KeyError(key) from err KeyError: 'bullCond'
stoploss: -0.08 timeframe: 5m hash(sha256): 345f4a2ddeb3e4783141459263eec773d4cb8bd5298f97135a5c25cce3cd3bfc indicators: valuewhen_plFound close slowd volume barssince_plFound inrange_phFound plFound max slowk bearCond bullCond barssince_phFound in_range valuewhen prevMin barrsince prevMax min inrange_plFound colFromIndex valuewhen_phFound RSI osc
No similar strategies found. (based on used indicators)
last change: 2024-07-27 08:37:29