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The MultiRSI strategy is a trading strategy that uses multiple relative strength index (RSI) indicators to determine buy and sell signals. Here's a breakdown of what the strategy does:
The strategy calculates two moving averages: a 5-period simple moving average (SMA) and a 200-period SMA. It then resamples the dataframes to different intervals based on the selected timeframe.
Next, it calculates two RSI indicators: one for the resampled short interval data and another for the resampled long interval data.
The dataframes are merged back together.
The strategy also calculates an RSI indicator for the original dataframe. Any missing values in the dataframe are filled using forward filling. For the buy signal, the strategy looks for conditions where the 5-period SMA is above the 200-period SMA and the RSI is below the RSI of the resampled long interval data minus 20. For the sell signal, the strategy checks if the RSI is higher than both the resampled short interval RSI and the resampled long interval RSI. In summary, the MultiRSI strategy uses moving averages and multiple RSI indicators to identify buy and sell opportunities in the market.
Next, it calculates two RSI indicators: one for the resampled short interval data and another for the resampled long interval data.
The dataframes are merged back together.
The strategy also calculates an RSI indicator for the original dataframe. Any missing values in the dataframe are filled using forward filling. For the buy signal, the strategy looks for conditions where the 5-period SMA is above the 200-period SMA and the RSI is below the RSI of the resampled long interval data minus 20. For the sell signal, the strategy checks if the RSI is higher than both the resampled short interval RSI and the resampled long interval RSI. In summary, the MultiRSI strategy uses moving averages and multiple RSI indicators to identify buy and sell opportunities in the market.
stoploss: -0.05 timeframe: 5m hash(sha256): d9bd8b47af24563c70d8e9f66fddd634d804b64e8e006b1ba87547e739aaf9f7 indicators: sma5 _long _short _shortrsi rsi _longrsi sma200
No similar strategies found. (based on used indicators)
last change: 2022-07-02 19:54:08