The "SwingHighToSky" strategy is designed to backtest trading decisions based on the Commodity Channel Index (CCI) and Relative Strength Index (RSI) indicators. It aims to identify buying and selling opportunities in the market. Here's a breakdown of the strategy:
CCI timerperiods and values:
Buy timerperiod: 72
Buy value: -175
Sell timerperiod: 66
Sell value: -106
RSI timeperiods and values:
Buy timerperiod: 36
Buy value: 90
Sell timerperiod: 45
Sell value: 88
The strategy uses a 15-minute ticker interval and sets a stop loss at -0.34338.
It also defines the minimal return on investment (ROI) targets as follows:
0% ROI at 0 time period
27.058% ROI at 33 time period
8.53% ROI at 64 time period
4.093% ROI at 244 time period
The strategy provides an empty list for informative pairs.
In the populate_indicators method, the strategy calculates the CCI and RSI indicators for the given dataframe.
In the populate_buy_trend method, the strategy identifies buying opportunities when both the CCI (with the buy timerperiod and value) and RSI (with the buy timerperiod and value) are below their respective thresholds. In the populate_sell_trend method, the strategy identifies selling opportunities when both the CCI (with the sell timerperiod and value) and RSI (with the sell timerperiod and value) are above their respective thresholds. Overall, the strategy aims to generate buy signals when the CCI and RSI indicators suggest oversold conditions and sell signals when the indicators indicate overbought conditions.