The provided code represents a sample trading strategy called "PS" that can be used for backtesting on a trading platform. Here's a description of what the strategy does:
The strategy is designed to work on 1-hour candlestick data. It requires at least 240 candles of historical data before producing valid signals.
The strategy uses various technical indicators and features derived from the price data, such as moving averages, standard deviations, maximum and minimum differences, and z-scores.
These indicators are calculated for different periods (3, 5, 8, 13, 21, 34, 55, 89, 120, and 240).
Additionally, the strategy calculates the percentage change of the closing price over different periods. The strategy also includes a machine learning model (loaded from a pickle file) that makes predictions based on the provided features. The strategy populates indicators, buy signals, and sell signals in the input DataFrame. The buy signal is triggered when the predicted probability of class 4 by the machine learning model is greater than 0.45 and the volume is greater than 0. The sell signal is triggered when the predicted probability of class 4 by the machine learning model is less than 0.28 and the volume is greater than 0. Please note that this is a simplified description, and the actual implementation and performance of the strategy may vary based on the specific trading platform and market conditions.
The strategy uses various technical indicators and features derived from the price data, such as moving averages, standard deviations, maximum and minimum differences, and z-scores.
These indicators are calculated for different periods (3, 5, 8, 13, 21, 34, 55, 89, 120, and 240).
Additionally, the strategy calculates the percentage change of the closing price over different periods. The strategy also includes a machine learning model (loaded from a pickle file) that makes predictions based on the provided features. The strategy populates indicators, buy signals, and sell signals in the input DataFrame. The buy signal is triggered when the predicted probability of class 4 by the machine learning model is greater than 0.45 and the volume is greater than 0. The sell signal is triggered when the predicted probability of class 4 by the machine learning model is less than 0.28 and the volume is greater than 0. Please note that this is a simplified description, and the actual implementation and performance of the strategy may vary based on the specific trading platform and market conditions.
Unable to parse Traceback (Logfile Exceeded Limit)
stoploss: -0.9 timeframe: 1h hash(sha256): af05b07993649a9e88bbe8b20dd9ab71deaded0f7efed97719fe4c6e4e09c990 indicators: volume time_dayofweek pred4 z_score_120 f"ma_i close f"maxdiff_i date time_hourmin f"smadiff_i f"std_i time_hour
No similar strategies found. (based on used indicators)
last change: 2024-07-27 15:29:18