The MACDCCI strategy is a trading strategy that combines the MACD (Moving Average Convergence Divergence) indicator and the CCI (Commodity Channel Index) indicator to generate buy and sell signals. Here's a breakdown of how the strategy works:
The strategy uses the MACD indicator to identify the trend direction. It calculates the MACD line, the MACD signal line, and the MACD histogram.
It also calculates the CCI indicator using a specified time period.
The CCI is used to identify overbought and oversold conditions in the market.
In the populate_buy_trend function, the strategy generates a buy signal when the following conditions are met:
The MACD line is above the MACD signal line, indicating a bullish trend. The CCI value is below or equal to a specified threshold (currently set as -100.0). In the populate_sell_trend function, the strategy generates a sell signal when the following conditions are met:
The MACD line is below the MACD signal line, indicating a bearish trend. The CCI value is above or equal to a specified threshold (currently set as 200.0). The strategy sets a minimal return on investment (ROI) target of 100% (no trailing stop loss). The strategy uses a 30-minute ticker interval for trading. The populate_indicators function calculates the MACD and CCI indicators for the given DataFrame. Please note that the strategy has certain parameters (thresholds) that are currently set as fixed values. These values can be optimized using hyperopt, a hyperparameter optimization tool provided by Freqtrade. Additionally, the informative_pairs function returns an empty list, indicating that the strategy does not require any additional informative pairs for trading. This strategy aims to capture potential trends in the market using the MACD and CCI indicators, generating buy and sell signals based on their crossovers and threshold values.