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The MultiMA_TSL strategy is a trading strategy that uses multiple moving averages (MA) and trend stop-loss (TSL) indicators to determine buy and sell signals. Here's a breakdown of what the strategy does:
populate_indicators: This function calculates and adds several indicators to the input dataframe, including:
ma_sl_filter_offset: Exponential Moving Average (EMA) of a specified number of candles multiplied by a filter offset value. ewo: Elder's Force Index Weighted Oscillator (EWO) based on fast and slow EWO values.
rsi: Relative Strength Index (RSI) with a time period of 14.
rsi_fast: RSI with a time period of 4.
populate_buy_trend: This function populates the buy signals based on certain conditions and offsets: Calculates moving average offsets (sma_offset_buy, ema_offset_buy, trima_offset_buy) based on specific candle periods and offset values. Evaluates buy conditions using the calculated offsets, EWO values, and RSI values. Assigns a "buy_tag" to the rows where the buy conditions are met. Combines the buy conditions using logical OR (|) and assigns the result to the 'buy' column of the dataframe. populate_sell_trend: This function populates the sell signals based on specific conditions: If in hyperopt run mode, calculates the offset for selling using the specified candle period and offset value. Evaluates the sell condition based on the close price being higher than the sell offset value and non-zero volume. Assigns a value of 1 to the 'sell' column where the sell condition is met. Other calculations: The provided code snippet outside the class defines an additional calculation of a difference indicator (smadif) using two EMAs (sma1 and sma2) and the close price. In summary, the MultiMA_TSL strategy uses various moving average offsets, EWO, and RSI indicators to generate buy signals based on specific conditions. It also calculates a sell signal based on the offset value and volume. Additionally, there is an extra calculation of the difference between two EMAs in the provided code snippet.
rsi: Relative Strength Index (RSI) with a time period of 14.
rsi_fast: RSI with a time period of 4.
populate_buy_trend: This function populates the buy signals based on certain conditions and offsets: Calculates moving average offsets (sma_offset_buy, ema_offset_buy, trima_offset_buy) based on specific candle periods and offset values. Evaluates buy conditions using the calculated offsets, EWO values, and RSI values. Assigns a "buy_tag" to the rows where the buy conditions are met. Combines the buy conditions using logical OR (|) and assigns the result to the 'buy' column of the dataframe. populate_sell_trend: This function populates the sell signals based on specific conditions: If in hyperopt run mode, calculates the offset for selling using the specified candle period and offset value. Evaluates the sell condition based on the close price being higher than the sell offset value and non-zero volume. Assigns a value of 1 to the 'sell' column where the sell condition is met. Other calculations: The provided code snippet outside the class defines an additional calculation of a difference indicator (smadif) using two EMAs (sma1 and sma2) and the close price. In summary, the MultiMA_TSL strategy uses various moving average offsets, EWO, and RSI indicators to generate buy signals based on specific conditions. It also calculates a sell signal based on the offset value and volume. Additionally, there is an extra calculation of the difference between two EMAs in the provided code snippet.
stoploss: -0.15 timeframe: 5m hash(sha256): 310f174715bfb8b43041bf8734a623c6b9142fa896e5634d4e66952427eec558
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last change: 2022-07-02 19:54:08