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The Elliotv8 strategy is a backtesting strategy that uses various technical indicators to make buy and sell decisions in trading. Here's a breakdown of what the strategy does:
In the populate_indicators method:
Calculates exponential moving averages (EMA) for different time periods (ma_buy_{val} and ma_sell_{val}). Calculates the Hull Moving Average (hma_50) using the close price with a window of 50.
Calculates the Simple Moving Average (SMA) with a time period of 9.
Calculates the Elliott Wave Oscillator (EWO) using custom parameters (fast_ewo and slow_ewo).
Calculates the Relative Strength Index (RSI) with time periods of 14, 4, and 20. In the populate_buy_trend method: Defines conditions for a buy signal based on the following criteria: rsi_fast is less than 35. The close price is below a certain percentage of the ma_buy value multiplied by low_offset. EWO is above a certain value (ewo_high). rsi is below a certain value (rsi_buy). Volume is greater than 0. The close price is below a certain percentage of the ma_sell value multiplied by high_offset. If any of the conditions are met, sets the 'buy' column of the dataframe to 1. In the populate_sell_trend method: Defines conditions for a sell signal based on the following criteria: The close price is above the Hull Moving Average (hma_50). The close price is above a certain percentage of the ma_sell value multiplied by high_offset_2. rsi is above 50. Volume is greater than 0. rsi_fast is greater than rsi_slow. OR The close price is below the hma_50. The close price is above a certain percentage of the ma_sell value multiplied by high_offset. Volume is greater than 0. rsi_fast is greater than rsi_slow. If any of the conditions are met, sets the 'sell' column of the dataframe to 1. The strategy uses these indicators and conditions to generate buy and sell signals in the backtesting process.
Calculates the Simple Moving Average (SMA) with a time period of 9.
Calculates the Elliott Wave Oscillator (EWO) using custom parameters (fast_ewo and slow_ewo).
Calculates the Relative Strength Index (RSI) with time periods of 14, 4, and 20. In the populate_buy_trend method: Defines conditions for a buy signal based on the following criteria: rsi_fast is less than 35. The close price is below a certain percentage of the ma_buy value multiplied by low_offset. EWO is above a certain value (ewo_high). rsi is below a certain value (rsi_buy). Volume is greater than 0. The close price is below a certain percentage of the ma_sell value multiplied by high_offset. If any of the conditions are met, sets the 'buy' column of the dataframe to 1. In the populate_sell_trend method: Defines conditions for a sell signal based on the following criteria: The close price is above the Hull Moving Average (hma_50). The close price is above a certain percentage of the ma_sell value multiplied by high_offset_2. rsi is above 50. Volume is greater than 0. rsi_fast is greater than rsi_slow. OR The close price is below the hma_50. The close price is above a certain percentage of the ma_sell value multiplied by high_offset. Volume is greater than 0. rsi_fast is greater than rsi_slow. If any of the conditions are met, sets the 'sell' column of the dataframe to 1. The strategy uses these indicators and conditions to generate buy and sell signals in the backtesting process.
stoploss: -0.32 timeframe: 5m hash(sha256): 3572f712f23670484265b73d506fd56209a162fe59020e6af60c292d69fc8e6d
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last change: 2022-07-27 15:12:51