Strategy001 is a trading strategy that uses technical analysis indicators to generate buy and sell signals. The strategy is designed for a 5-minute timeframe and aims to achieve specific returns on investment (ROI). It implements the following indicators: exponential moving averages (EMA) with time periods of 20, 50, and 100, as well as Heikin Ashi bars.
During the buy signal generation, Strategy001 looks for a crossover above the 20-period EMA and the 50-period EMA.
Additionally, it checks if the Heikin Ashi close price is above the 20-period EMA and if the Heikin Ashi open price is lower than the close price (green bar).
For the sell signal generation, the strategy looks for a crossover above the 50-period EMA and the 100-period EMA. It also verifies if the Heikin Ashi close price is below the 20-period EMA and if the Heikin Ashi open price is higher than the close price (red bar). The strategy allows for a trailing stop-loss feature but does not use it by default. It specifies the order types for buying and selling, using "limit" orders for both. The stop-loss order is set as a market order. Please note that this is a brief overview of the strategy, and further details can be found in the provided code.