The Keltner Channels strategy is a trading strategy that uses various technical indicators to determine buy and sell signals. The strategy is implemented as a class called "KeltnerChannels" that inherits from the "IStrategy" class. The strategy starts by populating several technical indicators in the given DataFrame, including:
ADX (Average Directional Index)
PLUS_DM and MINUS_DM (Plus Directional Movement and Minus Directional Movement)
MFI (Money Flow Index)
MACD (Moving Average Convergence Divergence)
Keltner Channels (Upper Band, Lower Band, Middle Band, Percent, Width, and Difference)
Stochastic Fast (Fast %D and Fast %K)
RSI (Relative Strength Index)
Fisher RSI (a transformed version of RSI)
Bollinger Bands (Lower Band)
EMA (Exponential Moving Average) with different time periods
SAR (Stop and Reverse)
SMA (Simple Moving Average)
The "populate_buy_trend" function is responsible for populating the buy signal based on the TA (technical analysis) indicators.
The buy signal conditions include: SAR not null and close below SAR (Stop and Reverse) SMA not null and close above SMA (Simple Moving Average) EMA50 not null and close above EMA50 (Exponential Moving Average with a time period of 50) MFI not null and MFI greater than or equal to a specified value ADX greater than or equal to a specified value Positive Delta Movement (dm_delta) greater than 0 MACD greater than MACD signal Fisher RSI less than a specified value Close is above the Keltner upper band and the previous close is below the previous Keltner upper band The "populate_sell_trend" function is responsible for populating the sell signal.
The sell signal condition is simply when the close price is below the Keltner lower band.
Overall, the Keltner Channels strategy combines multiple technical indicators to generate buy and sell signals based on certain conditions.
The buy signal conditions include: SAR not null and close below SAR (Stop and Reverse) SMA not null and close above SMA (Simple Moving Average) EMA50 not null and close above EMA50 (Exponential Moving Average with a time period of 50) MFI not null and MFI greater than or equal to a specified value ADX greater than or equal to a specified value Positive Delta Movement (dm_delta) greater than 0 MACD greater than MACD signal Fisher RSI less than a specified value Close is above the Keltner upper band and the previous close is below the previous Keltner upper band The "populate_sell_trend" function is responsible for populating the sell signal.
The sell signal condition is simply when the close price is below the Keltner lower band.
Overall, the Keltner Channels strategy combines multiple technical indicators to generate buy and sell signals based on certain conditions.
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stoploss: 0 timeframe: 5m hash(sha256): a56f2940f54bd5cb8e1f41bfe6a9e8119ff2f6945cff2eef4659284fcfba3f72 indicators: close dm_delta mfi bb_lowerband ema5 kc_width fastk macdhist sma kc_percent kc_middleband kc_lowerband fastd dm_plus ema10 sar kc_diff macdsignal fisher_rsi ema100 macd kc_upperband adx lower kc_dif rsi ema50 dm_minus
Similar Strategies: (based on used indicators)
Strategy: KeltnerChannels_2, Similarity Score: 96.55%
last change: 2024-07-28 01:50:00