The SMAOffsetProtectOptV1 strategy is a trading strategy that uses simple moving averages (SMA) and other indicators to generate buy and sell signals. Here's a breakdown of what the strategy does:
In the populate_indicators method:
If the strategy is in "hyperopt" mode, it calculates exponential moving averages (EMA) with different time periods (ma_{val}) using the ta.EMA function for each value in the base_nb_candles_buy range. Otherwise, it calculates a single EMA with the time period specified by base_nb_candles_buy.value and base_nb_candles_sell.value respectively.
It also calculates the Elder's Force Index (EWO) and the relative strength index (RSI) using the EWO and ta.RSI functions.
In the populate_buy_trend method: It defines a list of conditions for generating buy signals.
The first condition checks if the closing price is below a certain offset percentage (low_offset) of the SMA (ma_{self.base_nb_candles_buy.value}), the EWO is above a threshold (ewo_high), the RSI is below a threshold (rsi_buy), and the volume is greater than 0. The second condition checks if the closing price is below the offset percentage (low_offset) of the SMA (ma_{self.base_nb_candles_buy.value}), the EWO is below a threshold (ewo_low), and the volume is greater than 0. If any of the conditions are met, the corresponding rows in the "buy" column of the dataframe are marked as 1. In the populate_sell_trend method: It defines a list of conditions for generating sell signals. The condition checks if the closing price is above a certain offset percentage (high_offset) of the SMA (ma_{self.base_nb_candles_sell.value}) and the volume is greater than 0. If the condition is met, the corresponding rows in the "sell" column of the dataframe are marked as 1. The strategy calculates moving averages, EWO, and RSI as indicators, and generates buy and sell signals based on the specified conditions and offsets from the moving averages.
It also calculates the Elder's Force Index (EWO) and the relative strength index (RSI) using the EWO and ta.RSI functions.
In the populate_buy_trend method: It defines a list of conditions for generating buy signals.
The first condition checks if the closing price is below a certain offset percentage (low_offset) of the SMA (ma_{self.base_nb_candles_buy.value}), the EWO is above a threshold (ewo_high), the RSI is below a threshold (rsi_buy), and the volume is greater than 0. The second condition checks if the closing price is below the offset percentage (low_offset) of the SMA (ma_{self.base_nb_candles_buy.value}), the EWO is below a threshold (ewo_low), and the volume is greater than 0. If any of the conditions are met, the corresponding rows in the "buy" column of the dataframe are marked as 1. In the populate_sell_trend method: It defines a list of conditions for generating sell signals. The condition checks if the closing price is above a certain offset percentage (high_offset) of the SMA (ma_{self.base_nb_candles_sell.value}) and the volume is greater than 0. If the condition is met, the corresponding rows in the "sell" column of the dataframe are marked as 1. The strategy calculates moving averages, EWO, and RSI as indicators, and generates buy and sell signals based on the specified conditions and offsets from the moving averages.
startup_candle_count : 30 ma_13: 0.065%
stoploss: -0.15 timeframe: 5m hash(sha256): 4c6b9776eafd08878be62be135b8572a0e00cc61707509ae954c54a95958d4c0 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
No similar strategies found. (based on used indicators)
last change: 2024-05-02 12:40:33