MultiRSI

The MultiRSI strategy is a trading strategy that uses multiple Relative Strength Index (RSI) indicators to generate buy and sell signals. Here's a breakdown of how the strategy works: The strategy uses two Simple Moving Averages (SMA) indicators: SMA5 (5-period SMA) and SMA200 (200-period SMA). The strategy resamples the input dataframe to create two additional dataframes: dataframe_short and dataframe_long.

This is done by grouping the data into shorter and longer intervals based on the ticker interval specified.

The RSI indicator is calculated for both the dataframe_short and dataframe_long dataframes with a time period of 14.

The strategy merges the resampled dataframes back into the original dataframe. The RSI indicator is calculated again for the merged dataframe. Any missing values in the dataframe are filled using the forward-fill method. In the populate_buy_trend method, the strategy identifies buy signals based on the following conditions: The SMA5 is greater than or equal to the SMA200. The RSI is less than the RSI of dataframe_long minus 20. If both conditions are met, the 'buy' column in the dataframe is set to 1 to indicate a buy signal. In the populate_sell_trend method, the strategy identifies sell signals based on the following conditions: The RSI is greater than the RSI of dataframe_short. The RSI is greater than the RSI of dataframe_long. If both conditions are met, the 'sell' column in the dataframe is set to 1 to indicate a sell signal. Overall, the strategy aims to capture bullish trends when the short-term SMA is above the long-term SMA and the RSI is relatively low. It also aims to capture bearish trends when the RSI is higher than both the short-term and long-term RSI values. The strategy uses a fixed minimal_roi of 0.01 (1%) and a stoploss of -0.05 (-5%). The ticker interval is set to '5m' (5 minutes) for optimal performance.