The SMAOffsetProtectOptV1Mod strategy is a trading strategy implemented in a backtesting website. Here's a short description of what the strategy does:
It calculates moving averages (MA) for different time periods (specified by base_nb_candles_buy and base_nb_candles_sell) using the Exponential Moving Average (EMA) indicator. It calculates the Elliott Wave Oscillator (EWO) and the Relative Strength Index (RSI) indicators.
In the populate_buy_trend function: It defines conditions for buying based on certain criteria: The closing price is below a certain offset value multiplied by the corresponding MA (specified by low_offset and base_nb_candles_buy).
The EWO is above a certain value (specified by ewo_high).
The RSI is below a certain value (specified by rsi_buy). The volume is greater than zero. If the conditions are met, the strategy sets the 'buy' signal to 1 for the corresponding rows in the dataframe. In the populate_sell_trend function: It defines conditions for selling based on a criteria: The closing price is above a certain offset value multiplied by the corresponding MA (specified by high_offset and base_nb_candles_sell). The volume is greater than zero. If the conditions are met, the strategy sets the 'sell' signal to 1 for the corresponding rows in the dataframe. Overall, the strategy uses moving averages, EWO, and RSI indicators to generate buy and sell signals based on specified conditions, such as price offsets and indicator values.
In the populate_buy_trend function: It defines conditions for buying based on certain criteria: The closing price is below a certain offset value multiplied by the corresponding MA (specified by low_offset and base_nb_candles_buy).
The EWO is above a certain value (specified by ewo_high).
The RSI is below a certain value (specified by rsi_buy). The volume is greater than zero. If the conditions are met, the strategy sets the 'buy' signal to 1 for the corresponding rows in the dataframe. In the populate_sell_trend function: It defines conditions for selling based on a criteria: The closing price is above a certain offset value multiplied by the corresponding MA (specified by high_offset and base_nb_candles_sell). The volume is greater than zero. If the conditions are met, the strategy sets the 'sell' signal to 1 for the corresponding rows in the dataframe. Overall, the strategy uses moving averages, EWO, and RSI indicators to generate buy and sell signals based on specified conditions, such as price offsets and indicator values.
startup_candle_count : 30 Recursive Analysis found no issues while using 30 startup_candle_count
stoploss: -0.5 timeframe: 5m hash(sha256): f874a4f36d921b07b9b24e326808b2add04d0a2214dae0f10dd3da4facd45361 indicators: rsi_buy ma_sell_val volume EWO ewo_high low_offset close ewo_low rsi high_offset base_nb_candles_sell base_nb_candles_buy ma_buy_val
No similar strategies found. (based on used indicators)
last change: 2024-05-03 00:54:28