The E0V1E strategy is a backtesting trading strategy that uses various indicators to generate entry and exit signals for trading. Here is a brief description of what the strategy does:
Indicator Population:
Calculates the simple moving average (SMA) with a time period of 15. Computes the Commodity Trend Index (CTI) using the close price with a length of 20.
Calculates the relative strength index (RSI) with a time period of 14.
Calculates two additional RSI indicators with different time periods (4 and 20).
Computes the exponential moving averages (EMA) with time periods of 8 and 16. Calculates the Elder's Force Index (EWO) with parameters 50 and 200. Computes the fast stochastic oscillator (STOCHF) with parameters 5, 3, 0, 3, and 0. Calculates the Bollinger Bands with a window of 20 and two standard deviations. Computes the width of the Bollinger Bands. Calculates the 12-period and 24-period rolling average volume. Additional Indicator Population: Retrieves the close price of the BTC/USDT pair on a 15-minute timeframe. Calculates the percentage change in the BTC/USDT close price over a 2-period (15-minute) window and checks if it is greater than -0.01. Adds the 'dump' indicator to the main dataframe. Entry Trend Population: Defines several conditions based on different indicators and their values. Checks if the current candle meets the conditions for entering a trade. Sets the 'enter_long' flag to 1 if any of the conditions are met. Profit Stop Loss Calculation: Determines the stop loss based on the current profit and candle values. If the trade's 'enter_tag' contains 'ewo' and the current profit is greater than or equal to 0.05, returns -0.005. If the current profit is positive and the current candle's 'fastk' value is higher than a specified threshold, returns -0.001. If the current candle's 'rsi' value is higher than 80, returns -0.001. If the current profit is negative and the current candle's 'rsi' value is higher than 90, returns -0.001. Otherwise, returns the predefined stop loss value. Dead Fish Exit Calculation: Determines the exit condition for the "dead fish" scenario based on profit and candle values. If the current profit is below a specified threshold and the current candle's 'bb_width' is below another threshold, and the close price is higher than the middle Bollinger Band multiplied by a factor, and the 12-period volume mean is lower than the 24-period volume mean multiplied by a factor, returns "sell_stoploss_deadfish". Exit Trend Population: Sets the 'exit_long' flag to 0 and the 'exit_tag' to 'long_out' for all rows in the dataframe. This strategy combines various technical indicators to generate entry and exit signals based on predefined conditions and profit thresholds.
Calculates the relative strength index (RSI) with a time period of 14.
Calculates two additional RSI indicators with different time periods (4 and 20).
Computes the exponential moving averages (EMA) with time periods of 8 and 16. Calculates the Elder's Force Index (EWO) with parameters 50 and 200. Computes the fast stochastic oscillator (STOCHF) with parameters 5, 3, 0, 3, and 0. Calculates the Bollinger Bands with a window of 20 and two standard deviations. Computes the width of the Bollinger Bands. Calculates the 12-period and 24-period rolling average volume. Additional Indicator Population: Retrieves the close price of the BTC/USDT pair on a 15-minute timeframe. Calculates the percentage change in the BTC/USDT close price over a 2-period (15-minute) window and checks if it is greater than -0.01. Adds the 'dump' indicator to the main dataframe. Entry Trend Population: Defines several conditions based on different indicators and their values. Checks if the current candle meets the conditions for entering a trade. Sets the 'enter_long' flag to 1 if any of the conditions are met. Profit Stop Loss Calculation: Determines the stop loss based on the current profit and candle values. If the trade's 'enter_tag' contains 'ewo' and the current profit is greater than or equal to 0.05, returns -0.005. If the current profit is positive and the current candle's 'fastk' value is higher than a specified threshold, returns -0.001. If the current candle's 'rsi' value is higher than 80, returns -0.001. If the current profit is negative and the current candle's 'rsi' value is higher than 90, returns -0.001. Otherwise, returns the predefined stop loss value. Dead Fish Exit Calculation: Determines the exit condition for the "dead fish" scenario based on profit and candle values. If the current profit is below a specified threshold and the current candle's 'bb_width' is below another threshold, and the close price is higher than the middle Bollinger Band multiplied by a factor, and the 12-period volume mean is lower than the 24-period volume mean multiplied by a factor, returns "sell_stoploss_deadfish". Exit Trend Population: Sets the 'exit_long' flag to 0 and the 'exit_tag' to 'long_out' for all rows in the dataframe. This strategy combines various technical indicators to generate entry and exit signals based on predefined conditions and profit thresholds.
stoploss: -0.99 timeframe: 5m hash(sha256): 85182e2ce9c6f47906403fde9d877385e5818d910102958fa9c5f0b99509c8e6 indicators: upper EWO close exit_long exit_tag btc_usdt_dump_5m volume_mean_12 fastk rsi_fast bb_middleband2 volume fastd sma_15 bb_upperband2 volume_mean_24 dump mid ema_8 ema_16 bb_width cti lower rsi_slow rsi low bb_lowerband2
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last change: 2024-07-28 20:07:39