The MACDStrategyCrossed is a trading strategy that uses technical indicators to generate buy and sell signals. Here's a description of how the strategy works:
Buy Signal:
The MACD line crosses above the MACD signal line. The Commodity Channel Index (CCI) is less than or equal to -50.
Sell Signal: The MACD line crosses below the MACD signal line.
The Commodity Channel Index (CCI) is greater than or equal to 100.
The strategy calculates the MACD (Moving Average Convergence Divergence) and CCI indicators using historical price data. It then checks for specific conditions to generate buy and sell signals. The strategy defines a minimal return on investment (ROI) for backtesting purposes, which specifies the expected minimum returns at different time intervals. It also sets an optimal stop loss value to limit potential losses. The timeframe used for the strategy is 5 minutes, meaning it operates on 5-minute intervals of price data. The strategy implements three main functions: populate_indicators: This function calculates the MACD and CCI indicators and adds them to the dataframe. populate_buy_trend: This function populates the 'buy' column in the dataframe based on the buy conditions: MACD crossing above the signal line and CCI being less than or equal to -50. populate_sell_trend: This function populates the 'sell' column in the dataframe based on the sell conditions: MACD crossing below the signal line and CCI being greater than or equal to 100. By analyzing the 'buy' and 'sell' signals generated by this strategy, traders can make informed decisions on when to enter and exit trades.
Sell Signal: The MACD line crosses below the MACD signal line.
The Commodity Channel Index (CCI) is greater than or equal to 100.
The strategy calculates the MACD (Moving Average Convergence Divergence) and CCI indicators using historical price data. It then checks for specific conditions to generate buy and sell signals. The strategy defines a minimal return on investment (ROI) for backtesting purposes, which specifies the expected minimum returns at different time intervals. It also sets an optimal stop loss value to limit potential losses. The timeframe used for the strategy is 5 minutes, meaning it operates on 5-minute intervals of price data. The strategy implements three main functions: populate_indicators: This function calculates the MACD and CCI indicators and adds them to the dataframe. populate_buy_trend: This function populates the 'buy' column in the dataframe based on the buy conditions: MACD crossing above the signal line and CCI being less than or equal to -50. populate_sell_trend: This function populates the 'sell' column in the dataframe based on the sell conditions: MACD crossing below the signal line and CCI being greater than or equal to 100. By analyzing the 'buy' and 'sell' signals generated by this strategy, traders can make informed decisions on when to enter and exit trades.
stoploss: 0 timeframe: 5m hash(sha256): b8da0564111e7789924b4ef03b1fdcb06c8a597429ac9584733171f28f1ef098 indicators: upper CDLDRAGONFLYDOJI CDLGRAVESTONEDOJI close CDLSPINNINGTOP bb_lowerband bb_gain bb_percent CDL3WHITESOLDIERS kc_middleband volume sma10 high fisher_rsi_norma cci ha_high adx aroonosc ema50 ema25 CDLHANGINGMAN dm_delta aroondown CDLEVENINGDOJISTAR ha_open slowk macdsignal fastk_rsi di_plus roc lower rsi di_minus sma3 sine kc_percent wbb_upperband htsine tema wbb_lowerband uo mfi ema5 kc_width macdhist CDLHAMMER htleadsine CDLEVENINGSTAR sma100 ema10 sar wbb_width CDL3OUTSIDE mid fisher_rsi sma
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last change: 2022-07-02 19:54:08