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The MACDRSI200 strategy is a trading strategy that uses the MACD and RSI indicators to determine buy and sell signals. Here's a breakdown of what the strategy does:
Indicator Calculation:
Calculates the 200-day Exponential Moving Average (EMA) and stores it in the 'ema200' column of the dataframe. Calculates the MACD (Moving Average Convergence Divergence) using fastperiod=24, slowperiod=56, and signalperiod=6, and stores the MACD line, MACD signal line, and MACD histogram in the respective columns of the dataframe.
Calculates the RSI (Relative Strength Index) and stores it in the 'rsi' column of the dataframe.
Calculates the RSI again and stores it in the 'sell-rsi' column of the dataframe.
Buy Signal Generation: Identifies buy signals based on the following conditions: The minimum RSI value in the last 8 periods is below 41. The closing price is above the 200-day EMA. The MACD line crosses above the MACD signal line. Sets the 'buy' column to 1 for the corresponding buy signals. Sell Signal Generation: Identifies sell signals based on the following conditions: The maximum RSI value in the last 8 periods is above 93. The MACD line is positive (above 0). The MACD line crosses below the MACD signal line. Sets the 'sell' column to 1 for the corresponding sell signals. The strategy also defines the following parameters: Ticker interval: 5 minutes. ROI (Return on Investment) table: Defines different target levels and their corresponding return percentages. Stoploss: Defines the stop loss percentage for the strategy. Overall, the strategy aims to capture potential buying opportunities when the RSI is low, the price is above the 200-day EMA, and the MACD indicates a bullish crossover. It also aims to sell when the RSI is high, the MACD is positive, and the MACD indicates a bearish crossover.
Calculates the RSI (Relative Strength Index) and stores it in the 'rsi' column of the dataframe.
Calculates the RSI again and stores it in the 'sell-rsi' column of the dataframe.
Buy Signal Generation: Identifies buy signals based on the following conditions: The minimum RSI value in the last 8 periods is below 41. The closing price is above the 200-day EMA. The MACD line crosses above the MACD signal line. Sets the 'buy' column to 1 for the corresponding buy signals. Sell Signal Generation: Identifies sell signals based on the following conditions: The maximum RSI value in the last 8 periods is above 93. The MACD line is positive (above 0). The MACD line crosses below the MACD signal line. Sets the 'sell' column to 1 for the corresponding sell signals. The strategy also defines the following parameters: Ticker interval: 5 minutes. ROI (Return on Investment) table: Defines different target levels and their corresponding return percentages. Stoploss: Defines the stop loss percentage for the strategy. Overall, the strategy aims to capture potential buying opportunities when the RSI is low, the price is above the 200-day EMA, and the MACD indicates a bullish crossover. It also aims to sell when the RSI is high, the MACD is positive, and the MACD indicates a bearish crossover.
startup_candle_count : 50 rsi: 0.539% sell-rsi: 0.539%
stoploss: -0.04 timeframe: 5m hash(sha256): 2a562c45320ca466e129c179594d0cba2364e111bead419abe09b3c8f8e14bc3 indicators: macdsignal close rsi macd macdhist ema200 sellrsi
No similar strategies found. (based on used indicators)
last change: 2023-06-28 22:54:13