The CombinedBinHAndClucV6H strategy is a trading strategy implemented as a class that inherits from the IStrategy base class. It aims to generate buy and sell signals based on various technical indicators and conditions. Here is a breakdown of the important parts of the strategy:
populate_indicators method:
This method is responsible for populating the indicators used in the strategy.
It merges informative indicators and main indicators to form the basis of the trading signals.
Buy Signals:
The strategy defines three buy conditions: buy_cond_bin, buy_cond_cluc, and buy_cond_long.
These conditions are calculated based on a combination of price, moving averages (ema_200, ema_50, ema_200_1h, ema_50_1h), Bollinger Bands (bbdelta, closedelta, tail), and other factors. Each condition is assigned a boolean value (True or False) indicating whether the condition is met. The conditions_count variable keeps track of the number of buy conditions that are true. The final buy signal is generated when specific conditions are met and the conditions_count is above a certain minimum threshold. populate_sell_trend method:
This method defines the sell conditions for the strategy. The main sell condition is when the close price crosses above the upper Bollinger Band and the previous close price was also above the upper Bollinger Band. custom_stop_loss method:
This method defines a custom stop-loss mechanism based on the current profit and a loss threshold. If the current profit is below the threshold and a certain time has passed since the trade was opened, the stop-loss is triggered. trade_exit_confirmation method:
This method determines whether to exit a trade based on various criteria. It considers factors such as the trade's time in force, the reason for selling, and the current profit. If the sell reason is 'force_sell' or the criteria are met, the trade is confirmed to be exited. SSL Channels with ATR function:
This function calculates the SSL (Squeeze, Stabilize, Launch) channels with Average True Range (ATR). It takes a DataFrame as input and returns the sslDown and sslUp values. The strategy combines multiple buy conditions from different indicators and generates a buy signal when the specified criteria are met. It also defines sell conditions, a custom stop-loss mechanism, and trade exit confirmation logic. Additionally, it includes a function for calculating SSL channels with ATR.