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The Supertrend strategy is a trading strategy that utilizes the Supertrend indicator to generate buy and sell signals. The strategy calculates multiple Supertrend values based on different parameters and populates them in the input dataframe. In the populate_indicators function, the strategy iterates over different multiplier and period ranges to calculate Supertrend values for buying and selling.
These values are stored in the dataframe using specific column names.
The populate_buy_trend function populates the "buy" column in the dataframe based on certain conditions.
It checks if the Supertrend values for buying are "up" for all the specified multipliers and periods, and if the trading volume is greater than 0. If these conditions are met, the corresponding row is marked with a "1" in the "buy" column. Similarly, the populate_sell_trend function populates the "sell" column in the dataframe based on the Supertrend values for selling. It checks if the Supertrend values for selling are "down" for all the specified multipliers and periods, and if the trading volume is greater than 0. If these conditions are met, the corresponding row is marked with a "1" in the "sell" column. The Supertrend indicator itself is adapted for use with freqtrade, and the code provided calculates the Supertrend values based on the input dataframe. It calculates the upper and lower bounds, and iteratively determines the Supertrend values based on the previous values and the closing price. Overall, the Supertrend strategy aims to generate buy and sell signals based on the Supertrend indicator values, taking into account different parameter combinations.
These values are stored in the dataframe using specific column names.
The populate_buy_trend function populates the "buy" column in the dataframe based on certain conditions.
It checks if the Supertrend values for buying are "up" for all the specified multipliers and periods, and if the trading volume is greater than 0. If these conditions are met, the corresponding row is marked with a "1" in the "buy" column. Similarly, the populate_sell_trend function populates the "sell" column in the dataframe based on the Supertrend values for selling. It checks if the Supertrend values for selling are "down" for all the specified multipliers and periods, and if the trading volume is greater than 0. If these conditions are met, the corresponding row is marked with a "1" in the "sell" column. The Supertrend indicator itself is adapted for use with freqtrade, and the code provided calculates the Supertrend values based on the input dataframe. It calculates the upper and lower bounds, and iteratively determines the Supertrend values based on the previous values and the closing price. Overall, the Supertrend strategy aims to generate buy and sell signals based on the Supertrend indicator values, taking into account different parameter combinations.
stoploss: -0.265 timeframe: 1h hash(sha256): 2a560ce50d9de9de33b6a98e2e80323c97e2b41de9048c39c6ce7731f6c0213a indicators: high basic_lb volume basic_ub TR supertrend_3_buy_multiplier_period ATR final_lb close STX supertrend_1_sell_multiplier_period supertrend_1_buy_multiplier_period supertrend_2_sell_multiplier_period low supertrend_3_sell_multiplier_period basic_ub basic_lb final_ub final_lb final_ub supertrend_2_buy_multiplier_period
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last change: 2022-07-02 19:54:08