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The ObeliskRSI_v6_1 strategy is designed to backtest trading decisions based on the Relative Strength Index (RSI) indicator. Here is a short description of what the strategy does:
The populate_indicators function calculates the RSI indicator with a time period of 14 for the given price data. It resamples the data to a longer interval and stores the resampled RSI values.
Any missing values in the resampled RSI are filled using the previous value.
The strategy defines a condition for buying based on two parameters: bull-buy-rsi-value and bear-buy-rsi-value.
It checks if the volume is greater than 0 and if either the RSI crosses below the specified value when the 'bull' condition is true or if the RSI crosses below the specified value when the 'bull' condition is false. If the conditions are met, a 'buy' signal is generated. The strategy also defines a condition for selling based on two parameters: bull-sell-rsi-value and bear-sell-rsi-value. It checks if the volume is greater than 0 and if either the RSI is above the specified value when the 'bull' condition is true or if the RSI is above the specified value when the 'bull' condition is false. If the conditions are met, a 'sell' signal is generated. The last part of the code calculates the stop-loss (sl) percentage based on the time since the trade was opened. It uses a custom stop-loss ramping function to gradually decrease the stop-loss value over time. The final stop-loss value is returned, adding a small constant to avoid setting it to zero. Overall, the strategy uses the RSI indicator and specific threshold values to generate buy and sell signals based on market conditions and volume. The stop-loss is dynamically adjusted based on the time elapsed since the trade was opened.
Any missing values in the resampled RSI are filled using the previous value.
The strategy defines a condition for buying based on two parameters: bull-buy-rsi-value and bear-buy-rsi-value.
It checks if the volume is greater than 0 and if either the RSI crosses below the specified value when the 'bull' condition is true or if the RSI crosses below the specified value when the 'bull' condition is false. If the conditions are met, a 'buy' signal is generated. The strategy also defines a condition for selling based on two parameters: bull-sell-rsi-value and bear-sell-rsi-value. It checks if the volume is greater than 0 and if either the RSI is above the specified value when the 'bull' condition is true or if the RSI is above the specified value when the 'bull' condition is false. If the conditions are met, a 'sell' signal is generated. The last part of the code calculates the stop-loss (sl) percentage based on the time since the trade was opened. It uses a custom stop-loss ramping function to gradually decrease the stop-loss value over time. The final stop-loss value is returned, adding a small constant to avoid setting it to zero. Overall, the strategy uses the RSI indicator and specific threshold values to generate buy and sell signals based on market conditions and volume. The stop-loss is dynamically adjusted based on the time elapsed since the trade was opened.
startup_candle_count : 240 resample_60_rsi: 1.606%
stoploss: -0.3 timeframe: 5m hash(sha256): 67657bd635589735f89bf2b0e11f871c84671312e5dc28e64985507b83aa3d6e indicators: bearsellrsivalue bull volume _long _longrsi rsi bullbuyrsivalue bullsellrsivalue bearbuyrsivalue
No similar strategies found. (based on used indicators)
last change: 2023-07-04 02:41:45