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The Strategy005 class is a trading strategy that utilizes various technical analysis (TA) indicators to make buy and sell decisions in the financial markets. In the populate_indicators method, the strategy calculates and adds the following indicators to the given DataFrame:
MACD (Moving Average Convergence Divergence)
MINUS_DI (Minus Directional Indicator)
RSI (Relative Strength Index)
Fisher RSI (a transformed version of RSI)
STOCHF (Stochastic Fast)
SAR (Parabolic SAR)
SMA (Simple Moving Average)
In the populate_buy_trend method, the strategy determines the buy signal based on specific conditions. These conditions include:
The closing price being greater than a certain threshold (0.00000200)
The volume being greater than a moving average of the volume multiplied by a factor of 4
The closing price being below the simple moving average (sma)
The fastd value being greater than the fastk value
The RSI value being greater than a specified threshold (buy_rsi)
The fastd value being greater than a specified threshold (buy_fastd)
The normalized fisher_rsi value being less than a specified threshold (buy_fishRsiNorma)
If all these conditions are met, the 'buy' column in the DataFrame is set to 1 to indicate a buy signal.
In the populate_sell_trend method, the strategy determines the sell signal based on different conditions depending on the selected sell trigger.
Two sell triggers are mentioned in the code: 'rsi-macd-minusdi': This trigger requires the following conditions to be met: RSI crossing above a specified threshold (sell_rsi) MACD being negative MINUS_DI being greater than a specified threshold (sell_minusDI) 'sar-fisherRsi': This trigger requires the following conditions to be met: Parabolic SAR being greater than the closing price Fisher RSI being greater than a specified threshold (sell_fishRsiNorma) If any of these conditions are satisfied, the 'sell' column in the DataFrame is set to 1 to indicate a sell signal.
Overall, the strategy aims to generate buy and sell signals based on the calculated TA indicators and specific conditions, allowing for backtesting and evaluation of its performance in trading scenarios.
In the populate_sell_trend method, the strategy determines the sell signal based on different conditions depending on the selected sell trigger.
Two sell triggers are mentioned in the code: 'rsi-macd-minusdi': This trigger requires the following conditions to be met: RSI crossing above a specified threshold (sell_rsi) MACD being negative MINUS_DI being greater than a specified threshold (sell_minusDI) 'sar-fisherRsi': This trigger requires the following conditions to be met: Parabolic SAR being greater than the closing price Fisher RSI being greater than a specified threshold (sell_fishRsiNorma) If any of these conditions are satisfied, the 'sell' column in the DataFrame is set to 1 to indicate a sell signal.
Overall, the strategy aims to generate buy and sell signals based on the calculated TA indicators and specific conditions, allowing for backtesting and evaluation of its performance in trading scenarios.
stoploss: -0.05 timeframe: 5m hash(sha256): 64b74282eb7c1185af7dc743be480b7ff65cf4a988658e2e66cf2b0d42e0a158 indicators: macdsignal minus_di volume fisher_rsi fisher_rsi_norma close rsi macd fastd fastk sar sma
No similar strategies found. (based on used indicators)
last change: 2023-08-03 02:43:37