The "Squeeze001" strategy is a backtesting strategy that utilizes various technical analysis indicators to generate buy and sell signals for trading. Here's a breakdown of what the strategy does:
In the "populate_indicators" function, several indicators are calculated and added to the given DataFrame. These indicators include:
Simple Moving Average (SMA)
Exponential Moving Average (EMA) with different time periods
Moving Average Convergence Divergence (MACD) and its components (macd, macdsignal, macdhist)
Average Directional Index (ADX)
Plus Directional Movement Indicator (+DM) and Minus Directional Movement Indicator (-DM)
Parabolic SAR (SAR)
Relative Strength Index (RSI)
Fisher Transform of RSI (fisher_rsi)
Bollinger Bands (bb_upperband, bb_mid, bb_lowerband)
Keltner Channel (kc_upper, kc_lower, kc_middle)
Donchian Channel (dc_upper, dc_lower, dc_mid)
Squeeze indicators (sqz_upper, sqz_lower, sqz_on, sqz_off, sqz_ave, sqz_delta, sqz_val)
The "populate_buy_trend" function populates the buy signal based on certain conditions.
The conditions include: Volume is greater than 0 sqz_upper is not null (Optional) ADX is greater than a specified threshold (Optional) Close price is lower than EMA (Optional) Bollinger Bands gain is greater than or equal to a specified threshold Squeeze value is below a negative threshold and shows a positive change over the previous two periods The "populate_sell_trend" function populates the sell signal based on certain conditions.
The conditions include: Volume is greater than 0 sqz_upper is not null Squeeze value is above a positive threshold and shows a negative change over the previous two periods (Optional) Hold sell signal is enabled, in which case all sell signals are set to 0 The strategy combines these indicators and conditions to generate buy and sell signals for the backtesting process.
The conditions include: Volume is greater than 0 sqz_upper is not null (Optional) ADX is greater than a specified threshold (Optional) Close price is lower than EMA (Optional) Bollinger Bands gain is greater than or equal to a specified threshold Squeeze value is below a negative threshold and shows a positive change over the previous two periods The "populate_sell_trend" function populates the sell signal based on certain conditions.
The conditions include: Volume is greater than 0 sqz_upper is not null Squeeze value is above a positive threshold and shows a negative change over the previous two periods (Optional) Hold sell signal is enabled, in which case all sell signals are set to 0 The strategy combines these indicators and conditions to generate buy and sell signals for the backtesting process.
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stoploss: 0 timeframe: 5m hash(sha256): 2633593add819a3f2db9b0b86715d83cb2e1aada77b8e01e63dddde911dc0080 indicators: upper sqz_off sqz_on kc_lower close bb_gain bb_lowerband ema5 sqz_lower macdhist sma volume sqz_delta dm_plus sar sqz_val high macdsignal ema mid fisher_rsi dc_upper dc_lower macd dc_mid ema3 adx lower kc_middle kc_upper rsi bb_upperband low sqz_of dm_minus sqz_ave bb_mid sqz_upper
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last change: 2024-07-28 01:45:58