Not Enough Data to display!
Average Overall
| Not Enough Data! / Avg statistics not populated yet. |
|---|
The strategy implemented in this code is called "CombinedBinHAndCluc." It is a backtesting strategy that combines elements of two different strategies, namely "BinHV45" and "ClucMay72018." The strategy uses various indicators and conditions to determine buy and sell signals for trading. Here is a breakdown of the strategy:
Indicator Calculation:
Bollinger Bands: Calculates the rolling mean and standard deviation of the stock price using a specified window size. It also calculates the lower band.
Additional Indicators: Calculates various additional indicators such as 'bbdelta' (absolute difference between the mid and lower Bollinger Bands), 'closedelta' (absolute difference between consecutive closing prices), and 'tail' (absolute difference between closing price and lowest price of the candle).
Buy Signal Generation: BinHV45 Strategy: Checks if the lower Bollinger Band from the previous candle is greater than 0.
Checks if 'bbdelta' is greater than 0.8% of the current closing price. Checks if 'closedelta' is greater than 1.75% of the current closing price. Checks if 'tail' is less than 25% of 'bbdelta'. Checks if the current closing price is less than the previous lower band. Checks if the current closing price is less than or equal to the previous closing price. ClucMay72018 Strategy: Checks if the current closing price is below the Exponential Moving Average (EMA) with a time period of 50. Checks if the current closing price is below 98.5% of the lower Bollinger Band. Checks if the current volume is less than 20 times the previous 30-period average volume. Sell Signal Generation: Checks if the current closing price is above the middle Bollinger Band. Note: The strategy sets various parameters such as 'minimal_roi' (minimum return on investment), 'stoploss' (maximum loss), and 'timeframe' (timeframe for candle data). This strategy aims to generate buy signals based on specific market conditions and indicators and sell when the price reaches or exceeds the middle Bollinger Band. However, please note that this is a simplified summary, and the actual effectiveness and performance of the strategy may vary depending on the specific market and dataset used for backtesting.
Additional Indicators: Calculates various additional indicators such as 'bbdelta' (absolute difference between the mid and lower Bollinger Bands), 'closedelta' (absolute difference between consecutive closing prices), and 'tail' (absolute difference between closing price and lowest price of the candle).
Buy Signal Generation: BinHV45 Strategy: Checks if the lower Bollinger Band from the previous candle is greater than 0.
Checks if 'bbdelta' is greater than 0.8% of the current closing price. Checks if 'closedelta' is greater than 1.75% of the current closing price. Checks if 'tail' is less than 25% of 'bbdelta'. Checks if the current closing price is less than the previous lower band. Checks if the current closing price is less than or equal to the previous closing price. ClucMay72018 Strategy: Checks if the current closing price is below the Exponential Moving Average (EMA) with a time period of 50. Checks if the current closing price is below 98.5% of the lower Bollinger Band. Checks if the current volume is less than 20 times the previous 30-period average volume. Sell Signal Generation: Checks if the current closing price is above the middle Bollinger Band. Note: The strategy sets various parameters such as 'minimal_roi' (minimum return on investment), 'stoploss' (maximum loss), and 'timeframe' (timeframe for candle data). This strategy aims to generate buy signals based on specific market conditions and indicators and sell when the price reaches or exceeds the middle Bollinger Band. However, please note that this is a simplified summary, and the actual effectiveness and performance of the strategy may vary depending on the specific market and dataset used for backtesting.
startup_candle_count : 50 lower: -100.000% bbdelta: -100.000%
stoploss: -0.15 timeframe: 5m hash(sha256): 715a578d0b1db0168546545860771e7405558d34bacdf002a7029c36728c2ada indicators: mid lower volume close bb_middleband closedelta tail ema_slow bb_lowerband low volume_mean_slow bbdelta
No similar strategies found. (based on used indicators)
last change: 2023-07-01 19:04:24