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The RsiStrat strategy is a backtesting strategy that uses the Relative Strength Index (RSI) indicator to generate buy and sell signals. Here's a breakdown of its important parts:
Timeframe: The strategy operates on a daily timeframe ('1d'). Startup Candle Count: The strategy requires 25 candles before generating valid signals.
Minimal ROI: The strategy sets specific levels of return on investment (ROI) at different time intervals.
For example, a 1-hour ROI of 0.01 (1%) is set, a 30-minute ROI of 0.03 (3%), a 20-minute ROI of 0.04 (4%), and a 0-minute ROI of 0.05 (5%).
Stop Loss: The strategy sets a stop loss level at -0.10 (-10%). Trailing Stop: The strategy does not use a trailing stop. Use Sell Signal: The strategy uses a sell signal to determine when to sell. Sell Profit Only: The strategy does not sell only for profit. Sell Profit Offset: The strategy does not offset the sell profit. Ignore ROI if Buy Signal: The strategy does not ignore the ROI levels if a buy signal is present. Indicators: RSI: The strategy calculates the RSI indicator using the ta.RSI function from the TA-Lib library. Buy Settings: Buy RSI: The strategy sets the lower threshold for the RSI indicator to trigger a buy signal. The default value is 20. Sell Settings: Sell RSI: The strategy sets the upper threshold for the RSI indicator to trigger a sell signal. The default value is 85. The strategy populates indicators, buy signals, and sell signals based on the defined conditions. It checks if the RSI value meets the specified thresholds for buying and selling, and assigns a value of 1 to the 'buy' or 'sell' column in the DataFrame accordingly. This strategy aims to capture potential buying opportunities when the RSI is below the buy threshold and selling opportunities when the RSI is above the sell threshold.
Minimal ROI: The strategy sets specific levels of return on investment (ROI) at different time intervals.
For example, a 1-hour ROI of 0.01 (1%) is set, a 30-minute ROI of 0.03 (3%), a 20-minute ROI of 0.04 (4%), and a 0-minute ROI of 0.05 (5%).
Stop Loss: The strategy sets a stop loss level at -0.10 (-10%). Trailing Stop: The strategy does not use a trailing stop. Use Sell Signal: The strategy uses a sell signal to determine when to sell. Sell Profit Only: The strategy does not sell only for profit. Sell Profit Offset: The strategy does not offset the sell profit. Ignore ROI if Buy Signal: The strategy does not ignore the ROI levels if a buy signal is present. Indicators: RSI: The strategy calculates the RSI indicator using the ta.RSI function from the TA-Lib library. Buy Settings: Buy RSI: The strategy sets the lower threshold for the RSI indicator to trigger a buy signal. The default value is 20. Sell Settings: Sell RSI: The strategy sets the upper threshold for the RSI indicator to trigger a sell signal. The default value is 85. The strategy populates indicators, buy signals, and sell signals based on the defined conditions. It checks if the RSI value meets the specified thresholds for buying and selling, and assigns a value of 1 to the 'buy' or 'sell' column in the DataFrame accordingly. This strategy aims to capture potential buying opportunities when the RSI is below the buy threshold and selling opportunities when the RSI is above the sell threshold.
stoploss: -0.1 timeframe: 1d hash(sha256): 66d2ea7fa3dd6481ec2656ddee6595806195137b0092b8ab20e2973397cf1c17 indicators: RSI
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last change: 2023-08-03 13:20:03