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The FrayStratBTC strategy is designed to backtest trading strategies for Bitcoin (BTC) using various technical indicators. Here is a breakdown of what the strategy does:
populate_indicators: This function adds several technical analysis (TA) indicators to the given DataFrame. The indicators include:
Average Directional Index (ADX)
Relative Strength Index (RSI)
Fisher Transform of RSI (fisher_rsi)
Stochastic Fast (fastd and fastk)
Moving Average Convergence Divergence (MACD) and its components (macd, macdsignal, macdhist)
Money Flow Index (MFI)
Bollinger Bands and related metrics (bb_lowerband, bb_middleband, bb_upperband, bb_percent, bb_width)
Exponential Moving Averages (ema7, ema30, ema12, ema100)
Stop and Reverse (SAR)
Triple Exponential Moving Average (TEMA)
Hilbert Transform - SineWave (htsine, htleadsine)
populate_buy_trend: This function populates the buy signal for the given DataFrame based on the TA indicators.
The buy conditions include: Cross above the specified RSI threshold (buy_rsi) Close price below the Bollinger Bands middle band TEMA (Triple Exponential Moving Average) is rising TEMA is below the 7-day EMA (Exponential Moving Average) Volume is greater than 0 OR 7-day EMA is below the 12-day EMA RSI is above 51 RSI is increasing MACD signal line is above MACD histogram Volume is greater than 0 populate_sell_trend: This function populates the sell signal for the given DataFrame based on the TA indicators.
The sell conditions include: Cross above the specified RSI threshold (sell_rsi) Close price above the Bollinger Bands middle band TEMA is falling Volume is greater than 0 OR 7-day EMA is above the 12-day EMA TEMA is above the 7-day EMA RSI is below the previous RSI value MACD signal line is above MACD histogram Volume is greater than 0 OR MACD signal line is below MACD histogram TEMA is above the 7-day EMA TEMA is below the TEMA value shifted by 2 periods Volume is greater than 0 The strategy aims to generate buy and sell signals based on these conditions to test the effectiveness of different trading strategies for Bitcoin.
The buy conditions include: Cross above the specified RSI threshold (buy_rsi) Close price below the Bollinger Bands middle band TEMA (Triple Exponential Moving Average) is rising TEMA is below the 7-day EMA (Exponential Moving Average) Volume is greater than 0 OR 7-day EMA is below the 12-day EMA RSI is above 51 RSI is increasing MACD signal line is above MACD histogram Volume is greater than 0 populate_sell_trend: This function populates the sell signal for the given DataFrame based on the TA indicators.
The sell conditions include: Cross above the specified RSI threshold (sell_rsi) Close price above the Bollinger Bands middle band TEMA is falling Volume is greater than 0 OR 7-day EMA is above the 12-day EMA TEMA is above the 7-day EMA RSI is below the previous RSI value MACD signal line is above MACD histogram Volume is greater than 0 OR MACD signal line is below MACD histogram TEMA is above the 7-day EMA TEMA is below the TEMA value shifted by 2 periods Volume is greater than 0 The strategy aims to generate buy and sell signals based on these conditions to test the effectiveness of different trading strategies for Bitcoin.
stoploss: -0.229 timeframe: 15m hash(sha256): 16634765d8c524b856809e7ed8a75801ef5c8e4a0176909449085a267d4bc0ce indicators: ema30 upper CDLDRAGONFLYDOJI CDLGRAVESTONEDOJI close CDLSPINNINGTOP bb_lowerband bb_percent CDL3WHITESOLDIERS kc_middleband volume sma10 high fisher_rsi_norma cci ha_high adx aroonosc minus_dm plus_dm CDLHANGINGMAN aroondown ema12 CDLEVENINGDOJISTAR plus_di ha_open slowk macdsignal fastk_rsi minus_di roc lower rsi sma3 sine kc_percent wbb_upperband htsine tema wbb_lowerband uo mfi kc_width macdhist CDLHAMMER htleadsine CDLEVENINGSTAR sma100 best_ask sar wbb_width CDL3OUTSIDE bids mid fisher_rsi
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last change: 2023-09-21 03:00:46