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Strategy: CombinedBinHAndCluc2021
Downloaded: 20220113
Stoploss: -0.09
5mSpotv2UnbiasedLink


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Average Overall
BuysAvgprofTotProfWin%DD%Time
134.50.091.4958.755.946.85
SharpeSortinoCalmar
2.422.7526.17
Prof.FactorExpectancyCagr
0.4500.01
Trades/DayRejected Signals
5.3124.5
Ninja Score: 56
The strategy implemented in the code is called "CombinedBinHAndCluc2021". It combines multiple trading strategies and uses various indicators to generate buy and sell signals. Here is a breakdown of the important parts of the strategy: Indicators: Bollinger Bands: Calculates the upper and lower bands based on a specified window size and number of standard deviations.

bb_lowerband, bb_middleband: Bollinger Bands indicator calculated using the "qtpylib" library.

ema100: Exponential Moving Average calculated with a time period of 50.

volume_mean_slow: Rolling mean of the volume over a window of 30 periods. rsi: Relative Strength Index calculated using the "talib" library. bb_lowerband4: Bollinger Bands calculated with a larger number of standard deviations. Buy Signals: The strategy generates buy signals based on the following conditions: BinHV45 strategy conditions: The lower band of Bollinger Bands is positive in the previous period. The difference between the middle band and the lower band is greater than 0.8% of the closing price. The absolute difference between the current closing price and the previous closing price is greater than 1.75% of the current closing price. The absolute difference between the current closing price and the lowest price is less than 25% of the difference between the middle band and the lower band. The current closing price is less than the previous lower band. The current closing price is less than or equal to the previous closing price. ClucMay72018 strategy conditions: The closing price is below the 100-day Exponential Moving Average (ema100). The closing price is below 98.5% of the lower Bollinger Band (bb_lowerband). The volume is less than 20 times the previous 30-day rolling mean of volume (volume_mean_slow). BBRSI strategy conditions: The Relative Strength Index (RSI) is less than 12. The closing price is below the lower Bollinger Band with 4 standard deviations (bb_lowerband4). Sell Signals: The strategy generates a sell signal when the closing price is above the middle Bollinger Band (bb_middleband). Additional details: The strategy uses a minimal return on investment (ROI) configuration defined by the "minimal_roi" dictionary. A stop loss of -0.09 (9% loss) is set. The strategy operates on 5-minute timeframe candles. New candles are processed during backtesting. The strategy utilizes a sell signal and does not limit profit-taking to positive ROI trades. ROI calculations are not ignored even if a buy signal is generated. Note: This is a brief description of the strategy based on the provided code. The actual performance and effectiveness of the strategy may vary and require further analysis.

startup_candle_count : 50
lower: -100.000%
bbdelta: -100.000%
rsi: 0.539%
stoploss: -0.09
timeframe: 5m
hash(sha256): f3fed45418a98317fd2c1f81658fe3991e323b30a2b7e98f6f81a9200d953e33
indicators:
mid lower volume ema100 bb_lowerband4
close bb_middleband closedelta tail rsi
bb_lowerband low volume_mean_slow bbdelta

Similar Strategies: (based on used indicators)

Strategy: ACombinedBinHAndCluc2, Similarity Score: 93.33%
Strategy: CombinedBinHAndCluc2021Bull, Similarity Score: 93.33%
Strategy: RHComb_v3, Similarity Score: 93.33%

last change: 2024-04-02 06:23:30