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The STRATEGY_RSI_BB_BOUNDS_CROSS strategy is a trading strategy that uses various technical analysis (TA) indicators to generate buy and sell signals. Here is a breakdown of what the strategy does:
The strategy starts by populating the necessary TA indicators for the analysis. These indicators include Bollinger Bands (bb_lb, bb_middleband, bb_ub), RSI (rsi), and moving averages (ema14, ema2).
It calculates additional derived indicators such as bb_percent (percentage of close price within Bollinger Bands), rsi_percent (percentage deviation of RSI from a threshold), and auc and adc (accumulative up and down changes in price).
It uses these indicators to calculate thresholds for upper and lower bounds of RSI (rsi_ub and rsi_lb) based on the length parameter.
It applies smoothing to the rsi_lb indicator using a smoothing length (_bb_smooth_length) and stores the result in rsi_lb_smoothed. It calculates the difference between bb_percent and rsi_percent and stores it in bb_minus_rsi_percent. It determines whether the current price is above or below the upper and lower Bollinger Bands (ub_bb_over_rsi and lb_bb_under_rsi). It checks the trend of ub_bb_over_rsi and lb_bb_under_rsi over a specified length (_trend_length) to identify continuous trends. Finally, the strategy populates the buy and sell signals based on the conditions defined using the indicators. For the buy signal, it checks if the lower Bollinger Band is under the RSI lower bound, and the current and previous EMA2 values are increasing. For the sell signal, it checks if the current EMA2 value is lower than the previous EMA2 value. The strategy aims to capture potential buy signals when the price is in a favorable position relative to the Bollinger Bands and RSI, and sell signals when the EMA2 value decreases.
It calculates additional derived indicators such as bb_percent (percentage of close price within Bollinger Bands), rsi_percent (percentage deviation of RSI from a threshold), and auc and adc (accumulative up and down changes in price).
It uses these indicators to calculate thresholds for upper and lower bounds of RSI (rsi_ub and rsi_lb) based on the length parameter.
It applies smoothing to the rsi_lb indicator using a smoothing length (_bb_smooth_length) and stores the result in rsi_lb_smoothed. It calculates the difference between bb_percent and rsi_percent and stores it in bb_minus_rsi_percent. It determines whether the current price is above or below the upper and lower Bollinger Bands (ub_bb_over_rsi and lb_bb_under_rsi). It checks the trend of ub_bb_over_rsi and lb_bb_under_rsi over a specified length (_trend_length) to identify continuous trends. Finally, the strategy populates the buy and sell signals based on the conditions defined using the indicators. For the buy signal, it checks if the lower Bollinger Band is under the RSI lower bound, and the current and previous EMA2 values are increasing. For the sell signal, it checks if the current EMA2 value is lower than the previous EMA2 value. The strategy aims to capture potential buy signals when the price is in a favorable position relative to the Bollinger Bands and RSI, and sell signals when the EMA2 value decreases.
stoploss: -0.1 timeframe: 5m hash(sha256): a0e27aab4db9b0e5b97a67be8726afffb761e8602336b9103a03be69dab3f2cb indicators: bb_below_rsi_count upper tema bb_above_rsi close bb_above_rsi_count bb_percent adc1 lb_bb_under_rsi_trend x1 bb_lb ub_bb_over_rsi volume auc rsi_lb_smoothed 70 mid ub bb_ub adc ub_bb_over_rsi_trend 30 rsi_percent ema14 ema2 bb_minus_rsi_percent lower bb_middleband bb_lb_smoothed rsi rsi_ub bb_below_rsi x2 auc1 lb_bb_under_rsi rsi_lb
No similar strategies found. (based on used indicators)
last change: 2023-07-05 06:14:43