The Solipsis6 strategy is a trading strategy that involves multiple indicators and conditions to generate buy signals. Here is a breakdown of what the strategy does:
Indicator Population:
Calculates the Average True Range (ATR) using a time period of 24. Calculates the Rate of Change (ROC) using a time period of 9.
Calculates the RMI (Relative Momentum Index) using a length of 21 and momentum of 5.
Determines if the RMI is increasing (rmi-up) and if there is an uptrend (rmi-up-trend).
Calculates Bollinger Bands with a window size of 40 and 2 standard deviations. Calculates the difference between the middle band and the lower band (bbdelta). Calculates the absolute difference between the current close price and the previous close price (closedelta). Calculates the absolute difference between the current close price and the low price (tail). Calculates Bollinger Bands' lower band and middle band based on the typical price. Calculates the Exponential Moving Average (EMA) using a time period of 50. Calculates the rolling mean of volume using a window of 30. Retrieves additional informative data such as 1-day high, 3-day low, and Average Daily Range (adr). Currency and Stake Analysis: Checks if the stake currency is BTC or ETH. If so, calculates RMI for the stake currency and the custom fiat currency. Retrieves stake-fiat and stake-fiat-inf timeframes and calculates RMI for the stake-fiat currency. Merges the informative data with the main dataframe. Buy Signal Generation: Retrieves parameters for the buy signal. Constructs conditions based on the parameters and indicators. If the stake currency is BTC or ETH, adds conditions based on RMI values. If the stake currency is not BTC or ETH, adds conditions based on BTC's RMI values. Adds a condition for non-zero volume. Sets the 'buy' column to 1 for rows that satisfy all the conditions. Sell Signal Generation: Initializes the 'sell' column as 0. Custom Stoploss: Retrieves custom stoploss parameters. Calculates the trade duration in minutes. Calculates the minimum and maximum profits. Calculates the difference between the current profit and the minimum profit. Calculates a decayed stoploss based on the trade duration. If the positive trailing stoploss is enabled and the current profit exceeds the threshold, returns the adjusted profit. If the run mode is 'live' or 'dry_run', retrieves the latest indicator values from the analyzed dataframe. Otherwise, retrieves the indicator values from the stored trade information based on the current time. Checks if the current profit is below the threshold. If so, checks if the ROC is below the specified bail threshold. If the bail condition is met, calculates the stoploss based on the chosen method (ATR or immediate). If the bail condition is not met, calculates a decayed stoploss. This is a brief description of the Solipsis6 strategy, outlining its indicator calculations, buy signal generation, sell signal generation, and custom stoploss implementation.
Calculates the RMI (Relative Momentum Index) using a length of 21 and momentum of 5.
Determines if the RMI is increasing (rmi-up) and if there is an uptrend (rmi-up-trend).
Calculates Bollinger Bands with a window size of 40 and 2 standard deviations. Calculates the difference between the middle band and the lower band (bbdelta). Calculates the absolute difference between the current close price and the previous close price (closedelta). Calculates the absolute difference between the current close price and the low price (tail). Calculates Bollinger Bands' lower band and middle band based on the typical price. Calculates the Exponential Moving Average (EMA) using a time period of 50. Calculates the rolling mean of volume using a window of 30. Retrieves additional informative data such as 1-day high, 3-day low, and Average Daily Range (adr). Currency and Stake Analysis: Checks if the stake currency is BTC or ETH. If so, calculates RMI for the stake currency and the custom fiat currency. Retrieves stake-fiat and stake-fiat-inf timeframes and calculates RMI for the stake-fiat currency. Merges the informative data with the main dataframe. Buy Signal Generation: Retrieves parameters for the buy signal. Constructs conditions based on the parameters and indicators. If the stake currency is BTC or ETH, adds conditions based on RMI values. If the stake currency is not BTC or ETH, adds conditions based on BTC's RMI values. Adds a condition for non-zero volume. Sets the 'buy' column to 1 for rows that satisfy all the conditions. Sell Signal Generation: Initializes the 'sell' column as 0. Custom Stoploss: Retrieves custom stoploss parameters. Calculates the trade duration in minutes. Calculates the minimum and maximum profits. Calculates the difference between the current profit and the minimum profit. Calculates a decayed stoploss based on the trade duration. If the positive trailing stoploss is enabled and the current profit exceeds the threshold, returns the adjusted profit. If the run mode is 'live' or 'dry_run', retrieves the latest indicator values from the analyzed dataframe. Otherwise, retrieves the indicator values from the stored trade information based on the current time. Checks if the current profit is below the threshold. If so, checks if the ROC is below the specified bail threshold. If the bail condition is met, calculates the stoploss based on the chosen method (ATR or immediate). If the bail condition is not met, calculates a decayed stoploss. This is a brief description of the Solipsis6 strategy, outlining its indicator calculations, buy signal generation, sell signal generation, and custom stoploss implementation.
Unable to parse Traceback (Logfile Exceeded Limit)
stoploss: 0 timeframe: 5m hash(sha256): 10d3307231ad4c1c3189d1aaf69a303a98daeefc5f739e7321f2739d3f806899 indicators: infpctadrtop sell postraildist active_trade decaydelay xtrabasefiatrmi custom_stop close xtrabasestakermi fallback tail rocbail xbtcbasermi bb_lowerband xtrainfstakermi dynamic_roi bbdelta basebblower buy_params basetail decayend rmiend volume bailhow price_side f"stake_rmi baseclosedelta infpctadrbot rmiuptrend closedelta date roc curmindif growtime date curthreshold volume_mean_slow decaystart mid 1d_high posthreshold postrail f"fiat_rmi rmislow xbtcinfrmi growdelay price minrocatr adr infguar
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last change: 2024-07-28 20:38:54