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This strategy, called "CombinedBinHAndCluc," uses a combination of two different strategies, BinHV45 and ClucMay72018, for backtesting trading strategies. Here's a breakdown of what the strategy does:
Indicator Calculation:
Calculates Bollinger Bands for the input stock price using a window size of 40 and 2 standard deviations. Calculates additional indicators such as 'bbdelta' (absolute difference between the middle and lower Bollinger Bands), 'closedelta' (absolute difference between consecutive closing prices), and 'tail' (difference between the closing price and the lowest price).
Calculates Bollinger Bands and other indicators using the 'qtpylib' library.
Entry Signal Generation: For the BinHV45 strategy: Checks if the lower Bollinger Band in the previous period is greater than 0.
Compares the 'bbdelta' value with 0.008 times the current closing price. Compares the 'closedelta' value with 0.0175 times the current closing price. Compares the 'tail' value with 0.25 times 'bbdelta'. Checks if the current closing price is less than the previous lower Bollinger Band. Checks if the current closing price is less than or equal to the previous closing price. For the ClucMay72018 strategy: Checks if the current closing price is below the exponential moving average (EMA) calculated over 50 periods. Checks if the current closing price is below 0.985 times the lower Bollinger Band. Checks if the current trading volume is less than 20 times the previous period's average trading volume. Exit Signal Generation: Generates a sell signal when the current closing price is above the middle Bollinger Band. Additional Notes: The strategy sets a minimal return on investment (ROI) of 5%. It sets a stop-loss value of -5%. The strategy operates on a 5-minute timeframe. It uses an exit signal and only considers profit for the exit condition. The strategy does not ignore the ROI when generating an entry signal. Please note that this description provides a high-level overview of the strategy's components and their functionality. Further details may be available in the code implementation and the respective indicators used.
Calculates Bollinger Bands and other indicators using the 'qtpylib' library.
Entry Signal Generation: For the BinHV45 strategy: Checks if the lower Bollinger Band in the previous period is greater than 0.
Compares the 'bbdelta' value with 0.008 times the current closing price. Compares the 'closedelta' value with 0.0175 times the current closing price. Compares the 'tail' value with 0.25 times 'bbdelta'. Checks if the current closing price is less than the previous lower Bollinger Band. Checks if the current closing price is less than or equal to the previous closing price. For the ClucMay72018 strategy: Checks if the current closing price is below the exponential moving average (EMA) calculated over 50 periods. Checks if the current closing price is below 0.985 times the lower Bollinger Band. Checks if the current trading volume is less than 20 times the previous period's average trading volume. Exit Signal Generation: Generates a sell signal when the current closing price is above the middle Bollinger Band. Additional Notes: The strategy sets a minimal return on investment (ROI) of 5%. It sets a stop-loss value of -5%. The strategy operates on a 5-minute timeframe. It uses an exit signal and only considers profit for the exit condition. The strategy does not ignore the ROI when generating an entry signal. Please note that this description provides a high-level overview of the strategy's components and their functionality. Further details may be available in the code implementation and the respective indicators used.
stoploss: -0.05 timeframe: 5m hash(sha256): ad10a43ea6ee3cb864699f579c7edc37e5b9db74925eebf2335b04e51a3f008d
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last change: 2022-10-30 11:19:13