The MFI2 strategy is a trading strategy that utilizes various technical indicators to generate buy and sell signals for a given financial instrument. Here's a breakdown of what the strategy does:
populate_indicators function:
Calculates and adds the following indicators to the DataFrame:
Average Directional Index (ADX)
PLUS Directional Movement (+DM) and PLUS Directional Indicator (+DI)
MINUS Directional Movement (-DM) and MINUS Directional Indicator (-DI)
Money Flow Index (MFI)
Moving Average Convergence Divergence (MACD) and its components (macd, macdsignal, macdhist)
Stochastic Fast (fastd, fastk)
Relative Strength Index (RSI)
Fisher Transform of RSI (fisher_rsi)
Bollinger Bands (bb_lowerband, bb_upperband, bb_gain)
Exponential Moving Averages (ema5, ema10, ema50, ema100)
Stop and Reverse (SAR)
Simple Moving Average (SMA)
populate_entry_trend function:
Based on the configured settings for each indicator, determines the buy signal conditions. Adds a 'buy' column to the DataFrame with a value of 1 for rows that meet all the buy signal conditions.
populate_exit_trend function: Determines the sell signal conditions based on the configured settings.
Adds a 'sell' column to the DataFrame with a value of 1 for rows that meet the sell signal conditions.
If the sell_hold_enabled setting is True, all rows have a 'sell' value of 0 unless the 'close' value is null. The strategy combines multiple indicators to generate buy and sell signals based on the specified conditions. Traders can enable or disable specific indicators and customize the threshold values for each indicator to fine-tune the strategy's performance.
populate_exit_trend function: Determines the sell signal conditions based on the configured settings.
Adds a 'sell' column to the DataFrame with a value of 1 for rows that meet the sell signal conditions.
If the sell_hold_enabled setting is True, all rows have a 'sell' value of 0 unless the 'close' value is null. The strategy combines multiple indicators to generate buy and sell signals based on the specified conditions. Traders can enable or disable specific indicators and customize the threshold values for each indicator to fine-tune the strategy's performance.
stoploss: 0 timeframe: 5m hash(sha256): 0b9560638bf4d72e1bbcf6d798d57f9adf88b1070f839360db400761d002a718 indicators: upper close dm_delta bb_gain mfi bb_lowerband ema5 fastk macdhist sma fastd dm_plus ema10 sar macdsignal fisher_rsi ema100 di_plus macd di_delta adx lower rsi di_minus bb_upperband ema50 dm_minus
Similar Strategies: (based on used indicators)
Strategy: MFI2, Similarity Score: 96.43%
Strategy: BTCJump, Similarity Score: 92.86%
Strategy: ComboHold, Similarity Score: 92.86%
last change: 2024-07-27 06:02:45