The given strategy, labeled as "E0V1E," is a trading strategy that involves multiple indicators and conditions to determine entry and exit points in the market. Here is a breakdown of its components:
Indicators Population:
Simple Moving Average (SMA) with a time period of 15. Commodity Trend Index (CTI) calculated using the close price and a length of 20.
Relative Strength Index (RSI) with time periods of 14, 4, and 20.
Stochastic Fast (STOCHF) with parameters 5, 3, 0, 3, and 0.
Bollinger Bands (BB) with a window of 20 and standard deviations of 2. Bollinger Bands width, calculated as the difference between the upper and lower bands divided by the middle band. Volume moving averages with lengths of 12 and 24. Exponential Moving Averages (EMA) with time periods of 8 and 16. EWO (Ehler's Fisher Transform) indicator with parameters 50 and 200. Entry Trend Population:
Conditions for entering long positions are checked based on various indicators and their respective thresholds. The conditions involve comparisons between RSI, close price, EMAs, and EWO. If any of the conditions are met, an 'enter_tag' is assigned to indicate the reason for the entry. The final decision to enter a long position is made based on logical OR operations on the conditions. Stop Loss Calculation:
This function determines the stop loss level for an open trade based on the current profit and a specified delay time. If the current profit is greater than or equal to -0.01, a stop loss of -0.005 is returned. Otherwise, the predefined stop loss value is returned. Exit Trend Population:
This function is responsible for determining the exit points for long positions. Currently, the strategy defines only one exit condition:
If the current profit is positive and the 'fastk' indicator is greater than a specified threshold, the strategy suggests selling based on the 'sell_fastk' condition. Additionally, there is an exit condition named 'sell_stoploss_deadfish' that involves various factors such as Bollinger Bands width, close price, and volume factors. Please note that the strategy provided here is described in high-level terms based on the code snippets provided. Further details about parameter values, trading logic, and overall performance can be better understood by analyzing the complete implementation and testing the strategy using historical data.