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The MACDStrategy is a trading strategy implemented in Python for backtesting purposes. The strategy is designed to identify uptrends and downtrends in the market using the Moving Average Convergence Divergence (MACD) and Commodity Channel Index (CCI) indicators. In this strategy:
An uptrend is defined as the MACD line being above the MACD signal line and the CCI value being less than -50.
A downtrend is defined as the MACD line being below the MACD signal line and the CCI value being greater than 100.
The strategy uses the Freqtrade library for backtesting and optimization.
The CCI value is the parameter that is optimized during the backtesting process. For the buy side, the optimized CCI value ranges from -700 to 0, and for the sell side, it ranges from 0 to 700. The strategy has predefined values for the minimal return on investment (ROI) and stop loss, but these values can be overridden in the configuration file. The recommended timeframe for this strategy is 5 minutes. To determine the buy signal, the strategy checks if the MACD line is above the MACD signal line, the CCI value is less than or equal to the optimized buy CCI value, and the volume is greater than 0. To determine the sell signal, the strategy checks if the MACD line is below the MACD signal line, the CCI value is greater than or equal to the optimized sell CCI value, and the volume is greater than 0. Overall, the MACDStrategy aims to capture potential trends in the market by combining the MACD and CCI indicators, with the flexibility to optimize the CCI parameter for improved performance.
A downtrend is defined as the MACD line being below the MACD signal line and the CCI value being greater than 100.
The strategy uses the Freqtrade library for backtesting and optimization.
The CCI value is the parameter that is optimized during the backtesting process. For the buy side, the optimized CCI value ranges from -700 to 0, and for the sell side, it ranges from 0 to 700. The strategy has predefined values for the minimal return on investment (ROI) and stop loss, but these values can be overridden in the configuration file. The recommended timeframe for this strategy is 5 minutes. To determine the buy signal, the strategy checks if the MACD line is above the MACD signal line, the CCI value is less than or equal to the optimized buy CCI value, and the volume is greater than 0. To determine the sell signal, the strategy checks if the MACD line is below the MACD signal line, the CCI value is greater than or equal to the optimized sell CCI value, and the volume is greater than 0. Overall, the MACDStrategy aims to capture potential trends in the market by combining the MACD and CCI indicators, with the flexibility to optimize the CCI parameter for improved performance.
stoploss: -0.3 timeframe: 5m hash(sha256): 490cf57faec876c36644d0bb7341961427038b93b1189b5c14466f263b5ac4c5
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last change: 2022-07-27 18:39:13