The "SaulusStrategia" strategy is designed for backtesting trading strategies. Here is a short description of what the strategy does:
The strategy uses various technical indicators to make buy and sell decisions. It sets a minimal return on investment (ROI) for the strategy.
If the ROI reaches 1% at any point, the strategy will liquidate the assets.
If a trade is open for more than 30 minutes and the profits exceed 0.5%, a sell order will be issued.
The strategy uses a stoploss of -10%, meaning it will sell the assets if the losses reach 10%. The timeframe for the strategy is set to 5 minutes. Before producing valid signals, the strategy requires at least 20 candles. The strategy populates several indicators:
RSI (Relative Strength Index): Measures the acceleration of price movements of the asset. SMA20 (Simple Moving Average with a period of 20): Calculates the average price over the past 20 candles. SMA80 (Simple Moving Average with a period of 80): Calculates the average price over the past 80 candles. EMA5 (Exponential Moving Average with a period of 5): Calculates the exponentially weighted average price over the past 5 candles. The buy signal is generated when the RSI is below 30, the SMA20 is greater than or equal to the SMA80, and the SMA20 is less than the EMA5. The sell signal is generated when the RSI is above 50, the SMA20 is less than or equal to the SMA80, and the SMA20 is greater than the EMA5. This strategy aims to take advantage of short-term market movements by using these indicators to identify potential buying and selling opportunities.