The "ElliotV4ChangedWithtrailstoploss" strategy is a trading strategy that aims to generate buy and sell signals based on various indicators. Here is a breakdown of its functionality:
populate_indicators():
This method calculates and populates several indicators on the input dataframe, such as moving averages (MA), Bollinger Bands (BB), Elliott Wave Oscillator (EWO), and relative strength index (RSI). The moving averages are calculated for different time periods specified by self.base_nb_candles_buy.range and self.base_nb_candles_sell.range.
Bollinger Bands are calculated with a window size of 20 and 2 standard deviations.
EWO is calculated using the input dataframe, self.fast_ewo, and self.slow_ewo.
RSI is calculated with a time period of 14 for the overall RSI, 4 for the fast RSI, and 20 for the slow RSI. populate_buy_trend(): This method generates buy signals based on specific conditions. The conditions include: Uptrend in the 1-hour timeframe (dataframe['uptrend_1h'] > 0). Fast RSI below 35 (dataframe['rsi_fast'] < 35). Close price below a certain threshold (dataframe['close'] < (dataframe[f'ma_buy_{self.base_nb_candles_buy.value}'] * self.low_offset.value)). EWO above a certain value (dataframe['EWO'] > self.ewo_high.value). RSI below a specified value (dataframe['rsi'] < self.rsi_buy.value). Volume greater than zero (dataframe['volume'] > 0). If any of the conditions are met, the corresponding 'buy' signal is set to 1 for those rows in the dataframe. populate_sell_trend(): This method generates sell signals based on specific conditions. The conditions include: Close price above a certain threshold (dataframe['close'] > (dataframe[f'ma_sell_{self.base_nb_candles_sell.value}'] * self.high_offset.value)). Volume greater than zero (dataframe['volume'] > 0). Fast RSI greater than slow RSI (dataframe['rsi_fast'] > dataframe['rsi_slow']). If any of the conditions are met, the corresponding 'sell' signal is set to 1 for those rows in the dataframe. The strategy combines multiple indicators and conditions to generate buy and sell signals based on market trends, price levels, and momentum.
Bollinger Bands are calculated with a window size of 20 and 2 standard deviations.
EWO is calculated using the input dataframe, self.fast_ewo, and self.slow_ewo.
RSI is calculated with a time period of 14 for the overall RSI, 4 for the fast RSI, and 20 for the slow RSI. populate_buy_trend(): This method generates buy signals based on specific conditions. The conditions include: Uptrend in the 1-hour timeframe (dataframe['uptrend_1h'] > 0). Fast RSI below 35 (dataframe['rsi_fast'] < 35). Close price below a certain threshold (dataframe['close'] < (dataframe[f'ma_buy_{self.base_nb_candles_buy.value}'] * self.low_offset.value)). EWO above a certain value (dataframe['EWO'] > self.ewo_high.value). RSI below a specified value (dataframe['rsi'] < self.rsi_buy.value). Volume greater than zero (dataframe['volume'] > 0). If any of the conditions are met, the corresponding 'buy' signal is set to 1 for those rows in the dataframe. populate_sell_trend(): This method generates sell signals based on specific conditions. The conditions include: Close price above a certain threshold (dataframe['close'] > (dataframe[f'ma_sell_{self.base_nb_candles_sell.value}'] * self.high_offset.value)). Volume greater than zero (dataframe['volume'] > 0). Fast RSI greater than slow RSI (dataframe['rsi_fast'] > dataframe['rsi_slow']). If any of the conditions are met, the corresponding 'sell' signal is set to 1 for those rows in the dataframe. The strategy combines multiple indicators and conditions to generate buy and sell signals based on market trends, price levels, and momentum.
startup_candle_count : 39 ema_fast_1h: -0.010% ema_slow_1h: -0.005% ma_buy_14: 0.001% rsi: 11.433% rsi_fast: 0.138% rsi_slow: 8.625%
stoploss: -0.2 timeframe: 5m hash(sha256): 12ba33cc404f53643ab3efe4dd0271960bb254076c5b747264eef1ff5c3c5cb6 indicators: rsi_buy upper EWO ewo_high close ewo_low bb_lowerband rsi_fast ma_sell_val ma_buy_val volume low_offset high_offset uptrend_1h ema_fast base_nb_candles_buy uptrend base_nb_candles_sell lower rsi_slow rsi ema_slow bb_upperband
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last change: 2024-05-02 08:57:37