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The "SMAOffsetProtectOptV1" strategy is a trading strategy implemented in Python for backtesting purposes. It uses a combination of moving averages (MA), the Elliot Wave Oscillator (EWO), and the Relative Strength Index (RSI) to generate buy and sell signals. Here's a breakdown of what the strategy does:
It defines a set of parameters that can be optimized during backtesting, such as the number of candles to consider for calculating moving averages (base_nb_candles_buy and base_nb_candles_sell), offsets for buy and sell prices (low_offset and high_offset), and thresholds for the EWO and RSI indicators.
The strategy calculates moving averages for different time periods using the Exponential Moving Average (EMA) function from the TA-Lib library.
It calculates the EWO indicator by taking the difference between two EMAs and normalizing it based on the closing price of the asset.
The strategy also calculates the RSI indicator using the RSI function from the TA-Lib library. In the buy signal generation phase, the strategy checks for specific conditions to generate a buy signal. These conditions include the price being below a certain offset-adjusted moving average, the EWO being above a certain threshold, the RSI being below a certain threshold, and the trading volume being greater than zero. The strategy uses different combinations of conditions to generate buy signals. In the sell signal generation phase, the strategy checks for conditions to generate a sell signal. The main condition is that the price is above a certain offset-adjusted moving average, and the trading volume is greater than zero. The strategy defines a minimal return on investment (ROI) target and a stop-loss threshold. It can use a trailing stop mechanism, where the stop-loss level adjusts dynamically based on price movements. The strategy can use a custom stop-loss mechanism if enabled. It specifies the optimal timeframe for the strategy and can use an informative timeframe for additional analysis. The strategy provides functions to populate indicators, buy signals, and sell signals based on the defined conditions. It includes a plot configuration to visualize the moving averages, RSI, and EWO indicators. The strategy can provide informative pairs, which are additional pairs used for analysis in combination with the primary pair. Overall, the "SMAOffsetProtectOptV1" strategy aims to generate buy and sell signals based on moving averages, the EWO indicator, and the RSI indicator. The strategy can be customized by adjusting various parameters to optimize its performance during backtesting.
The strategy calculates moving averages for different time periods using the Exponential Moving Average (EMA) function from the TA-Lib library.
It calculates the EWO indicator by taking the difference between two EMAs and normalizing it based on the closing price of the asset.
The strategy also calculates the RSI indicator using the RSI function from the TA-Lib library. In the buy signal generation phase, the strategy checks for specific conditions to generate a buy signal. These conditions include the price being below a certain offset-adjusted moving average, the EWO being above a certain threshold, the RSI being below a certain threshold, and the trading volume being greater than zero. The strategy uses different combinations of conditions to generate buy signals. In the sell signal generation phase, the strategy checks for conditions to generate a sell signal. The main condition is that the price is above a certain offset-adjusted moving average, and the trading volume is greater than zero. The strategy defines a minimal return on investment (ROI) target and a stop-loss threshold. It can use a trailing stop mechanism, where the stop-loss level adjusts dynamically based on price movements. The strategy can use a custom stop-loss mechanism if enabled. It specifies the optimal timeframe for the strategy and can use an informative timeframe for additional analysis. The strategy provides functions to populate indicators, buy signals, and sell signals based on the defined conditions. It includes a plot configuration to visualize the moving averages, RSI, and EWO indicators. The strategy can provide informative pairs, which are additional pairs used for analysis in combination with the primary pair. Overall, the "SMAOffsetProtectOptV1" strategy aims to generate buy and sell signals based on moving averages, the EWO indicator, and the RSI indicator. The strategy can be customized by adjusting various parameters to optimize its performance during backtesting.
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stoploss: -0.5 timeframe: 5m hash(sha256): 78c3d5fa5fbddb091664dfd3da8a9e35fbe7f2f63b299fcf7518a2298e2dcdeb 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
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last change: 2024-08-02 09:00:24