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The DoubleBollingerStrategy is a trading strategy that uses multiple technical indicators to determine buy and sell signals. In the populate_indicators method, several indicators are added to the input DataFrame. These include:
Moving Average Convergence Divergence (MACD): The MACD line and MACD histogram are calculated and added to the DataFrame.
Bollinger Bands: Two sets of Bollinger Bands are calculated with different window sizes (20 and 5) and standard deviations of 2.
The lower band values are added to the DataFrame.
Simple Moving Average (SMA): The SMA with a time period of 5 is calculated and added to the DataFrame. The populate_buy_trend method populates the buy signal based on certain conditions: The close price is below the 20-period Bollinger Band lower band. The close price is above the 5-period Bollinger Band lower band. The 20-period Bollinger Band lower band value is higher than the 5-period Bollinger Band lower band value. The MACD histogram value from the previous time period is negative. The current MACD histogram value is higher than the previous MACD histogram value. The volume is greater than 0. If all the conditions are met, the 'buy' column in the DataFrame is set to 1. The populate_sell_trend method populates the sell signal based on certain conditions: The close price is above the 5-period SMA. The volume is greater than 0. If the conditions are met, the 'buy' column in the DataFrame is set to 1. Overall, the strategy aims to identify buying opportunities when the price is at or below the Bollinger Bands and the MACD indicates positive momentum. It generates a sell signal when the price crosses above the 5-period SMA.
Bollinger Bands: Two sets of Bollinger Bands are calculated with different window sizes (20 and 5) and standard deviations of 2.
The lower band values are added to the DataFrame.
Simple Moving Average (SMA): The SMA with a time period of 5 is calculated and added to the DataFrame. The populate_buy_trend method populates the buy signal based on certain conditions: The close price is below the 20-period Bollinger Band lower band. The close price is above the 5-period Bollinger Band lower band. The 20-period Bollinger Band lower band value is higher than the 5-period Bollinger Band lower band value. The MACD histogram value from the previous time period is negative. The current MACD histogram value is higher than the previous MACD histogram value. The volume is greater than 0. If all the conditions are met, the 'buy' column in the DataFrame is set to 1. The populate_sell_trend method populates the sell signal based on certain conditions: The close price is above the 5-period SMA. The volume is greater than 0. If the conditions are met, the 'buy' column in the DataFrame is set to 1. Overall, the strategy aims to identify buying opportunities when the price is at or below the Bollinger Bands and the MACD indicates positive momentum. It generates a sell signal when the price crosses above the 5-period SMA.
startup_candle_count : 30 Recursive Analysis found no issues while using 30 startup_candle_count
stoploss: -0.048 timeframe: 1d hash(sha256): 56f2071013d8ea20311c8e386a0505938f23c5755d1965769f0d2a435a093c10 indicators: sma5 volume lower bb_lowerband20 close macd macdhist bb_lowerband5
No similar strategies found. (based on used indicators)
last change: 2023-07-05 12:29:10