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Strategy002 is a trading strategy implemented in Python for backtesting purposes. The strategy uses various technical analysis indicators to generate buy and sell signals for trading. Here is a breakdown of how the strategy works:
Indicators:
Stochastic Oscillator (STOCH): Calculates the stochastic oscillator values.
Relative Strength Index (RSI): Calculates the RSI values.
Fisher Transform on RSI: Applies the inverse Fisher transform on RSI values.
Bollinger Bands: Calculates the upper and lower Bollinger Bands. SAR Parabol: Calculates the Parabolic 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 above the closing price. A hammer candlestick pattern is identified. Sell Signal: The strategy generates a sell signal when the following conditions are met: The Parabolic SAR value is above the closing price. The Fisher-transformed RSI is above 0.3. The strategy defines specific parameters such as the minimal return on investment (ROI), stop loss percentage, timeframe, and trailing stop loss. It also includes optional settings for order types and experimental configurations. Please note that this description provides a general overview of the strategy. The actual implementation may contain additional details and considerations.
Relative Strength Index (RSI): Calculates the RSI values.
Fisher Transform on RSI: Applies the inverse Fisher transform on RSI values.
Bollinger Bands: Calculates the upper and lower Bollinger Bands. SAR Parabol: Calculates the Parabolic 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 above the closing price. A hammer candlestick pattern is identified. Sell Signal: The strategy generates a sell signal when the following conditions are met: The Parabolic SAR value is above the closing price. The Fisher-transformed RSI is above 0.3. The strategy defines specific parameters such as the minimal return on investment (ROI), stop loss percentage, timeframe, and trailing stop loss. It also includes optional settings for order types and experimental configurations. Please note that this description provides a general overview of the strategy. The actual implementation may contain additional details and considerations.
stoploss: -0.1 timeframe: 5m hash(sha256): df591f1d0e1c972f7f5ab47f28a85d6afc3452a5ff5b5d5381872fbb22f7d221 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