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The SMAOffsetProtectOptV1 strategy is a backtesting strategy that uses moving averages (MA), the Elder's Force Index (EWO), and the Relative Strength Index (RSI) as indicators to determine buy and sell signals. Here is a short description of what the strategy does:
populate_indicators function:
Calculates the exponential moving averages (EMA) for different time periods and adds them as columns to the input dataframe. Calculates the Elder's Force Index (EWO) using the specified parameters and adds it as a column to the dataframe.
Calculates the RSI with a time period of 14 and adds it as a column to the dataframe.
Returns the modified dataframe with the added indicators.
populate_buy_trend function: Initializes a list of conditions for potential buy signals. Checks if the close price is below the MA multiplied by a low offset, the EWO is above a certain value, the RSI is below a specified threshold, and the volume is greater than zero. Adds the condition to the list of conditions. If any of the conditions are met, sets the 'buy' column of the dataframe to 1 for the corresponding rows. Returns the modified dataframe with the 'buy' signals. populate_sell_trend function: Initializes a list of conditions for potential sell signals. Checks if the close price is above the MA multiplied by a high offset and the volume is greater than zero. Adds the condition to the list of conditions. If any of the conditions are met, sets the 'sell' column of the dataframe to 1 for the corresponding rows. Returns the modified dataframe with the 'sell' signals. Overall, the strategy uses moving averages, EWO, and RSI to identify buy and sell opportunities based on specific conditions related to price, offsets, EWO values, RSI thresholds, and volume.
Calculates the RSI with a time period of 14 and adds it as a column to the dataframe.
Returns the modified dataframe with the added indicators.
populate_buy_trend function: Initializes a list of conditions for potential buy signals. Checks if the close price is below the MA multiplied by a low offset, the EWO is above a certain value, the RSI is below a specified threshold, and the volume is greater than zero. Adds the condition to the list of conditions. If any of the conditions are met, sets the 'buy' column of the dataframe to 1 for the corresponding rows. Returns the modified dataframe with the 'buy' signals. populate_sell_trend function: Initializes a list of conditions for potential sell signals. Checks if the close price is above the MA multiplied by a high offset and the volume is greater than zero. Adds the condition to the list of conditions. If any of the conditions are met, sets the 'sell' column of the dataframe to 1 for the corresponding rows. Returns the modified dataframe with the 'sell' signals. Overall, the strategy uses moving averages, EWO, and RSI to identify buy and sell opportunities based on specific conditions related to price, offsets, EWO values, RSI thresholds, and volume.
stoploss: -0.15 timeframe: 5m hash(sha256): fe1c66f3f877e672f659698f26059413720bd220ba55eafd963fd77f291108fe indicators: rsi_buy volume EWO ewo_high low_offset close ewo_low rsi high_offset base_nb_candles_sell runmode base_nb_candles_buy ma_val
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last change: 2022-07-02 19:54:08