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The Supertrend strategy is an indicator-based trading strategy that uses multiple Supertrend indicators to generate buy and sell signals. The strategy is implemented as a class called "Supertrend" and extends the "IStrategy" interface. The strategy involves populating various Supertrend indicators based on different combinations of multipliers and periods.
The indicators are calculated using the Supertrend formula, which involves calculations based on the True Range (TR) and Average True Range (ATR) of the price data.
The "populate_indicators" method is responsible for populating the Supertrend indicators for different combinations of multipliers and periods.
The indicators are stored in the dataframe with appropriate labels. The "populate_buy_trend" method generates buy signals based on the Supertrend indicators. It checks if the three Supertrend indicators for buying are all in the "up" direction and if there is sufficient trading volume. If the conditions are met, a "buy" signal is generated. The "populate_sell_trend" method generates sell signals based on the Supertrend indicators. It checks if the three Supertrend indicators for selling are all in the "down" direction and if there is sufficient trading volume. If the conditions are met, a "sell" signal is generated. The Supertrend indicator calculations involve determining upper and lower bands based on the ATR and price data. These bands are used to calculate the final upper and lower bands, which are then used to determine the Supertrend values. The Supertrend values indicate whether the price is in an upward or downward trend. Overall, the Supertrend strategy aims to identify trends in the price data using multiple Supertrend indicators and generate buy and sell signals based on the alignment of these indicators and trading volume.
The indicators are calculated using the Supertrend formula, which involves calculations based on the True Range (TR) and Average True Range (ATR) of the price data.
The "populate_indicators" method is responsible for populating the Supertrend indicators for different combinations of multipliers and periods.
The indicators are stored in the dataframe with appropriate labels. The "populate_buy_trend" method generates buy signals based on the Supertrend indicators. It checks if the three Supertrend indicators for buying are all in the "up" direction and if there is sufficient trading volume. If the conditions are met, a "buy" signal is generated. The "populate_sell_trend" method generates sell signals based on the Supertrend indicators. It checks if the three Supertrend indicators for selling are all in the "down" direction and if there is sufficient trading volume. If the conditions are met, a "sell" signal is generated. The Supertrend indicator calculations involve determining upper and lower bands based on the ATR and price data. These bands are used to calculate the final upper and lower bands, which are then used to determine the Supertrend values. The Supertrend values indicate whether the price is in an upward or downward trend. Overall, the Supertrend strategy aims to identify trends in the price data using multiple Supertrend indicators and generate buy and sell signals based on the alignment of these indicators and trading volume.
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stoploss: -0.265 timeframe: 1h hash(sha256): a551a2065f98376018f099ef0eb8e8a67a751b956490bc2d1e1c9df5f5d078b3 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: 2024-07-27 05:04:29