The "MFIRSICross" strategy is a trading strategy that utilizes various technical indicators to generate buy and sell signals. Here is a breakdown of what the strategy does:
In the populate_indicators function:
The strategy calculates the Money Flow Index (MFI) and adds it to the dataframe. It calculates the Fast Stochastic Oscillator (STOCHF) and extracts the fast %D and %K values, adding them to the dataframe.
The strategy calculates the Relative Strength Index (RSI) and adds it to the dataframe.
It calculates the Triple Exponential Moving Average (TEMA) for both MFI and RSI, using a specified buy period, and adds them to the dataframe.
The strategy calculates the difference between the MFI and RSI averages, as well as their slope and acceleration, and adds them to the dataframe. The strategy calculates the Fisher Transform of RSI and adds it to the dataframe. Bollinger Bands are calculated using the typical price, with a window of 20 and 2 standard deviations. The upper and lower bands, as well as the percentage gain from the lower band to the closing price, are added to the dataframe. Exponential Moving Averages (EMA) with periods of 5 and 10 are calculated and added to the dataframe. The Stop and Reverse (SAR) indicator is calculated and added to the dataframe. The Simple Moving Average (SMA) with a period of 40 is calculated and added to the dataframe. The updated dataframe is returned. In the populate_entry_trend function: The strategy evaluates specific conditions to determine the buy signals. If the buy_mfi_enabled flag is set, the strategy checks if the MFI value is less than or equal to a specified threshold. It also checks if the MFI-RSI acceleration value has crossed above zero. If any of the conditions are met, the corresponding rows in the 'buy' column of the dataframe are marked as 1. The updated dataframe is returned. In the populate_exit_trend function: The strategy evaluates specific conditions to determine the sell signals. If the sell_hold_enabled flag is set, it assigns a value of 0 to the 'sell' column for all rows. Otherwise, it checks if the MFI average is not null, the MFI value is greater than or equal to 80, and the MFI-RSI acceleration value has crossed below zero. If the conditions are met, the corresponding rows in the 'sell' column of the dataframe are marked as 1. The updated dataframe is returned. Overall, the strategy combines multiple technical indicators such as MFI, RSI, STOCHF, TEMA, Fisher Transform, Bollinger Bands, EMA, SAR, and SMA to generate buy and sell signals based on specific conditions related to these indicators.
The strategy calculates the Relative Strength Index (RSI) and adds it to the dataframe.
It calculates the Triple Exponential Moving Average (TEMA) for both MFI and RSI, using a specified buy period, and adds them to the dataframe.
The strategy calculates the difference between the MFI and RSI averages, as well as their slope and acceleration, and adds them to the dataframe. The strategy calculates the Fisher Transform of RSI and adds it to the dataframe. Bollinger Bands are calculated using the typical price, with a window of 20 and 2 standard deviations. The upper and lower bands, as well as the percentage gain from the lower band to the closing price, are added to the dataframe. Exponential Moving Averages (EMA) with periods of 5 and 10 are calculated and added to the dataframe. The Stop and Reverse (SAR) indicator is calculated and added to the dataframe. The Simple Moving Average (SMA) with a period of 40 is calculated and added to the dataframe. The updated dataframe is returned. In the populate_entry_trend function: The strategy evaluates specific conditions to determine the buy signals. If the buy_mfi_enabled flag is set, the strategy checks if the MFI value is less than or equal to a specified threshold. It also checks if the MFI-RSI acceleration value has crossed above zero. If any of the conditions are met, the corresponding rows in the 'buy' column of the dataframe are marked as 1. The updated dataframe is returned. In the populate_exit_trend function: The strategy evaluates specific conditions to determine the sell signals. If the sell_hold_enabled flag is set, it assigns a value of 0 to the 'sell' column for all rows. Otherwise, it checks if the MFI average is not null, the MFI value is greater than or equal to 80, and the MFI-RSI acceleration value has crossed below zero. If the conditions are met, the corresponding rows in the 'sell' column of the dataframe are marked as 1. The updated dataframe is returned. Overall, the strategy combines multiple technical indicators such as MFI, RSI, STOCHF, TEMA, Fisher Transform, Bollinger Bands, EMA, SAR, and SMA to generate buy and sell signals based on specific conditions related to these indicators.
stoploss: 0 timeframe: 5m hash(sha256): d1b9e858698944ae6d84c8d3acb3ffdc2504cdd856f9f150c44b8aa375542d3b indicators: mfi_rsi_dif upper mfi_ave close mfi_rsi_diff bb_gain mfi bb_lowerband ema5 fastk sma mfi_rsi_slope fastd ema10 sar fisher_rsi lower mfi_rsi_accel rsi bb_upperband rsi_ave
Similar Strategies: (based on used indicators)
Strategy: MFIRSICross, Similarity Score: 95.45%
last change: 2024-07-28 00:08:39