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Strategy002 is a trading strategy implemented in Python for backtesting purposes. The strategy aims to generate buy and sell signals based on various technical indicators. Here is a brief description of what the strategy does:
Indicators:
Stochastic (STOCH): Calculates the stochastic oscillator values.
Relative Strength Index (RSI): Calculates the RSI values.
Fisher Transform on RSI: Applies the inverse Fisher transform to RSI values.
Bollinger Bands: Calculates the upper and lower Bollinger Bands. Parabolic SAR (SAR): Calculates the SAR values. Hammer Candlestick Pattern (CDLHAMMER): Identifies hammer candlestick patterns. Buy Signal: The strategy generates a buy signal when the following conditions are met: RSI is below 30. Stochastic oscillator (slowk) is below 20. The lower Bollinger Band is greater than the closing price. A hammer candlestick pattern is detected. Sell Signal: The strategy generates a sell signal when the following conditions are met: The SAR value is higher than the closing price. The Fisher RSI value is above 0.3. The strategy uses these signals to execute trades and aims to achieve a specified minimal return on investment (ROI) with a predefined stop loss. It operates on 5-minute timeframe data and does not utilize trailing stop loss. Additionally, the strategy provides options for configuring order types and experimental settings. Note: This description provides an overview of the strategy's functionality and does not include the specific implementation details.
Relative Strength Index (RSI): Calculates the RSI values.
Fisher Transform on RSI: Applies the inverse Fisher transform to RSI values.
Bollinger Bands: Calculates the upper and lower Bollinger Bands. Parabolic SAR (SAR): Calculates the SAR values. Hammer Candlestick Pattern (CDLHAMMER): Identifies hammer candlestick patterns. Buy Signal: The strategy generates a buy signal when the following conditions are met: RSI is below 30. Stochastic oscillator (slowk) is below 20. The lower Bollinger Band is greater than the closing price. A hammer candlestick pattern is detected. Sell Signal: The strategy generates a sell signal when the following conditions are met: The SAR value is higher than the closing price. The Fisher RSI value is above 0.3. The strategy uses these signals to execute trades and aims to achieve a specified minimal return on investment (ROI) with a predefined stop loss. It operates on 5-minute timeframe data and does not utilize trailing stop loss. Additionally, the strategy provides options for configuring order types and experimental settings. Note: This description provides an overview of the strategy's functionality and does not include the specific implementation details.
stoploss: -0.1 timeframe: 5m hash(sha256): 0696a4047c868e1b9e35dad204c9370e05223918027210f2fad8dd72f93a1ae7 indicators: slowk lower fisher_rsi close rsi bb_lowerband CDLHAMMER sar
No similar strategies found. (based on used indicators)
last change: 2022-07-02 19:54:08