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The SMAOffsetProtectOptV1 strategy is a trading strategy that uses various indicators to determine buy and sell signals. Here's a breakdown of its main components:
Indicator Calculation:
Calculates exponential moving averages (EMA) for different time periods (base_nb_candles_buy and base_nb_candles_sell) and stores them in dataframe columns. Calculates the Elder's Force Index (EWO) using the given parameters (fast_ewo and slow_ewo) and stores it in the 'EWO' column.
Calculates the relative strength index (RSI) with a time period of 14 and stores it in the 'rsi' column.
Calculates the ttf (time to flip) using the ttf function and the ttf_length parameter, storing the result in the 'ttf' column.
Buy Signal Generation: Defines conditions for generating a buy signal based on multiple criteria. The conditions involve comparing the closing price with a moving average multiplied by a low offset, EWO values, volume, and RSI values. If any of the conditions are met, the 'buy' column is set to 1 for the corresponding row. Sell Signal Generation: Defines conditions for generating a sell signal based on multiple criteria. The conditions involve comparing the closing price with a moving average multiplied by a high offset and volume, as well as checking for a crossover of the ttf with the ttf_upperTrigger. If any of the conditions are met, the 'sell' column is set to 1 for the corresponding row. Additional Calculation: Calculates the ttf value using the buyPower and sellPower formulas based on the high and low prices of the dataframe. Returns the calculated ttf. Overall, the strategy calculates moving averages, EWO, RSI, and ttf values and uses them to generate buy and sell signals based on specified conditions. The ttf calculation is done separately outside the strategy class and returns the ttf value.
Calculates the relative strength index (RSI) with a time period of 14 and stores it in the 'rsi' column.
Calculates the ttf (time to flip) using the ttf function and the ttf_length parameter, storing the result in the 'ttf' column.
Buy Signal Generation: Defines conditions for generating a buy signal based on multiple criteria. The conditions involve comparing the closing price with a moving average multiplied by a low offset, EWO values, volume, and RSI values. If any of the conditions are met, the 'buy' column is set to 1 for the corresponding row. Sell Signal Generation: Defines conditions for generating a sell signal based on multiple criteria. The conditions involve comparing the closing price with a moving average multiplied by a high offset and volume, as well as checking for a crossover of the ttf with the ttf_upperTrigger. If any of the conditions are met, the 'sell' column is set to 1 for the corresponding row. Additional Calculation: Calculates the ttf value using the buyPower and sellPower formulas based on the high and low prices of the dataframe. Returns the calculated ttf. Overall, the strategy calculates moving averages, EWO, RSI, and ttf values and uses them to generate buy and sell signals based on specified conditions. The ttf calculation is done separately outside the strategy class and returns the ttf value.
stoploss: -0.5 timeframe: 5m hash(sha256): 17871222fe84804469ba2f7c207e59539249726bad19541eb67a0c2d5afbda93 indicators: rsi_buy high ma_sell_val volume EWO ttf ewo_high low_offset close ewo_low rsi high_offset base_nb_candles_sell tt low base_nb_candles_buy ma_buy_val
Similar Strategies: (based on used indicators)
Strategy: SMAOPv1_TTF, Similarity Score: 94.44%
last change: 2023-04-26 08:08:18