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The Supertrend strategy is an indicator-based strategy used for backtesting trading strategies. It calculates various Supertrend indicators based on different parameters and populates them in the input dataframe. The populate_indicators function calculates multiple Supertrend indicators using different multipliers and periods.
It iterates through the specified ranges of multipliers and periods and populates the Supertrend values in the dataframe.
The populate_buy_trend function determines the buy signal based on the Supertrend indicators.
It checks if the Supertrend indicators for the specified multipliers and periods are all indicating an upward trend (up) and if there is sufficient trading volume. If the conditions are met, the function assigns a value of 1 to the 'buy' column in the dataframe. The populate_sell_trend function determines the sell signal based on the Supertrend indicators. It checks if the Supertrend indicators for the specified multipliers and periods are all indicating a downward trend (down) and if there is sufficient trading volume. If the conditions are met, the function assigns a value of 1 to the 'sell' column in the dataframe. The last part of the code block defines a Supertrend indicator function that calculates the Supertrend values based on the given parameters. It uses the True Range (TR) and Average True Range (ATR) indicators to calculate the upper and lower bounds for the Supertrend. It then iterates through the dataframe to calculate the Supertrend values (ST) and the Supertrend direction (STX). Overall, the strategy calculates multiple Supertrend indicators and determines buy and sell signals based on the trend direction and trading volume.
It iterates through the specified ranges of multipliers and periods and populates the Supertrend values in the dataframe.
The populate_buy_trend function determines the buy signal based on the Supertrend indicators.
It checks if the Supertrend indicators for the specified multipliers and periods are all indicating an upward trend (up) and if there is sufficient trading volume. If the conditions are met, the function assigns a value of 1 to the 'buy' column in the dataframe. The populate_sell_trend function determines the sell signal based on the Supertrend indicators. It checks if the Supertrend indicators for the specified multipliers and periods are all indicating a downward trend (down) and if there is sufficient trading volume. If the conditions are met, the function assigns a value of 1 to the 'sell' column in the dataframe. The last part of the code block defines a Supertrend indicator function that calculates the Supertrend values based on the given parameters. It uses the True Range (TR) and Average True Range (ATR) indicators to calculate the upper and lower bounds for the Supertrend. It then iterates through the dataframe to calculate the Supertrend values (ST) and the Supertrend direction (STX). Overall, the strategy calculates multiple Supertrend indicators and determines buy and sell signals based on the trend direction and trading volume.
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stoploss: -0.265 timeframe: 1h hash(sha256): cddfce16781765ecf3648d33d99a6ceae15a36108148600ec71a242c62ba88e5 indicators: high basic_lb volume basic_ub TR supertrend_3_buy_multiplier_period ATR final_lb close 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: 2024-07-28 03:01:42