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The Obelisk_Ichimoku_Slow_v1 strategy is a trading strategy that uses the Ichimoku Cloud indicator and SSLChannels to generate buy and sell signals. Here is a short description of what the strategy does:
It calculates the Ichimoku Cloud indicator with specific parameters (conversion_line_period, base_line_periods, laggin_span, and displacement). Various components of the Ichimoku Cloud are extracted, such as chikou_span, tenkan_sen, kijun_sen, senkou_a, senkou_b, leading_senkou_span_a, leading_senkou_span_b, cloud_green, and cloud_red.
The future_green column is calculated based on a condition involving leading_senkou_span_a and leading_senkou_span_b.
The chikou_high column is calculated based on a condition involving chikou_span, senkou_a, and senkou_b, with a shift of displacement.
SSLChannels are calculated with a period of 10, and ssl_down and ssl_up values are extracted. The ssl_high column is calculated based on a condition involving ssl_up and ssl_down. The buy_criteria column is calculated based on various conditions, including comparisons between tenkan_sen and kijun_sen, close and senkou_a, close and senkou_b, future_green, chikou_high, ssl_high, open and ssl_up, and close and ssl_up. The sell_criteria column is calculated based on the condition where ssl_high is equal to 0. The go_long column is assigned values based on the buy_criteria and sell_criteria columns. The go_long column is forward-filled to propagate the signal until a new signal is generated. The buy column is populated with 1 for rows where go_long is greater than 0. The sell column is populated with 1 for rows where go_long is equal to 0. This strategy combines the signals from Ichimoku Cloud and SSLChannels to determine when to enter and exit trades.
The future_green column is calculated based on a condition involving leading_senkou_span_a and leading_senkou_span_b.
The chikou_high column is calculated based on a condition involving chikou_span, senkou_a, and senkou_b, with a shift of displacement.
SSLChannels are calculated with a period of 10, and ssl_down and ssl_up values are extracted. The ssl_high column is calculated based on a condition involving ssl_up and ssl_down. The buy_criteria column is calculated based on various conditions, including comparisons between tenkan_sen and kijun_sen, close and senkou_a, close and senkou_b, future_green, chikou_high, ssl_high, open and ssl_up, and close and ssl_up. The sell_criteria column is calculated based on the condition where ssl_high is equal to 0. The go_long column is assigned values based on the buy_criteria and sell_criteria columns. The go_long column is forward-filled to propagate the signal until a new signal is generated. The buy column is populated with 1 for rows where go_long is greater than 0. The sell column is populated with 1 for rows where go_long is equal to 0. This strategy combines the signals from Ichimoku Cloud and SSLChannels to determine when to enter and exit trades.
stoploss: -0.99 timeframe: 1h hash(sha256): 7eb5cdd4734f141dd81143b9e93ddb96bd7edca9c5af7c1c8e815293ab76699e indicators: close senkou_a tenkan_sen cloud_red smaHigh chikou_high leading_senkou_span_a ATR buy_criteria ssl_up sslDown leading_senkou_span_b open hlv smaLow go_long high sslUp kijun_sen senkou_span_a chikou_span senkou_b sell_criteria ssl_down senkou_span_b ssl_high cloud_green low future_green
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last change: 2022-07-02 19:54:08