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The Supertrend strategy is an indicator-based trading strategy that helps identify potential buy and sell signals in financial markets. The strategy calculates and utilizes multiple Supertrend indicators with different parameters. In the populate_indicators method, the strategy populates the Supertrend indicators with various multiplier and period combinations.
These indicators are calculated using the Supertrend formula on the given dataframe for different buy and sell scenarios.
The populate_buy_trend method determines the buy signals based on the Supertrend indicators.
It checks if all three Supertrend indicators for the specified buy parameters are in an "up" trend and if the trading volume is greater than 0. If these conditions are met, a "buy" signal is generated. Similarly, the populate_sell_trend method determines the sell signals based on the Supertrend indicators. It checks if all three Supertrend indicators for the specified sell parameters are in a "down" trend and if the trading volume is greater than 0. If these conditions are met, a "sell" signal is generated. The Supertrend indicator calculation involves various steps. It first calculates the True Range (TR) and the Average True Range (ATR) using the ta module. Then, it calculates the upper and lower bands (basic_ub and basic_lb) based on the high, low, and multiplier values. Next, it calculates the final upper and lower bands (final_ub and final_lb) by comparing the current and previous values. After that, it calculates the Supertrend (ST) value by evaluating the current close price and the previous Supertrend value. Finally, it determines the Supertrend crossover (STX) by comparing the Supertrend value with the close price. The calculated Supertrend values are stored in the df DataFrame, and unnecessary columns are dropped. The DataFrame is then returned with the Supertrend values (ST and STX). Overall, the Supertrend strategy calculates multiple Supertrend indicators and generates buy and sell signals based on the trend conditions of these indicators.
These indicators are calculated using the Supertrend formula on the given dataframe for different buy and sell scenarios.
The populate_buy_trend method determines the buy signals based on the Supertrend indicators.
It checks if all three Supertrend indicators for the specified buy parameters are in an "up" trend and if the trading volume is greater than 0. If these conditions are met, a "buy" signal is generated. Similarly, the populate_sell_trend method determines the sell signals based on the Supertrend indicators. It checks if all three Supertrend indicators for the specified sell parameters are in a "down" trend and if the trading volume is greater than 0. If these conditions are met, a "sell" signal is generated. The Supertrend indicator calculation involves various steps. It first calculates the True Range (TR) and the Average True Range (ATR) using the ta module. Then, it calculates the upper and lower bands (basic_ub and basic_lb) based on the high, low, and multiplier values. Next, it calculates the final upper and lower bands (final_ub and final_lb) by comparing the current and previous values. After that, it calculates the Supertrend (ST) value by evaluating the current close price and the previous Supertrend value. Finally, it determines the Supertrend crossover (STX) by comparing the Supertrend value with the close price. The calculated Supertrend values are stored in the df DataFrame, and unnecessary columns are dropped. The DataFrame is then returned with the Supertrend values (ST and STX). Overall, the Supertrend strategy calculates multiple Supertrend indicators and generates buy and sell signals based on the trend conditions of these indicators.
stoploss: -0.265 timeframe: 1h hash(sha256): 4b92afc8547cb7209196d267dafa6410f2c4e6581814bb51f7d6e050baae1113 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 final_ub supertrend_2_buy_multiplier_period
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last change: 2022-07-02 19:54:08