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The TR5m strategy is a trading strategy that utilizes several technical analysis indicators to generate buy and sell signals. The strategy is implemented as a class called TR5m, which inherits from the IStrategy class. The strategy has three main functions: populate_indicators, populate_buy_trend, and populate_sell_trend.
In the populate_indicators function, the strategy adds various technical indicators to the input DataFrame.
These indicators include Bollinger Bands, which are calculated based on the closing prices of the asset.
The Bollinger Bands consist of an upper band and a lower band. Additionally, the strategy calculates the MACD (Moving Average Convergence Divergence) indicator on an informative pair, provided by the informative_pairs function. The MACD is then merged with the original DataFrame, and missing values are filled using forward filling. The populate_buy_trend function populates the "buy" column of the DataFrame based on certain conditions. The strategy generates a buy signal when the following conditions are met simultaneously: the closing price crosses above the lower Bollinger Band, the MACD indicator is true (positive histogram), and the volume is greater than zero. Similarly, the populate_sell_trend function populates the "sell" column of the DataFrame based on the condition that the closing price crosses above the upper Bollinger Band and the volume is greater than zero. Overall, the TR5m strategy combines Bollinger Bands and MACD indicators to generate buy and sell signals based on price and volume conditions.
In the populate_indicators function, the strategy adds various technical indicators to the input DataFrame.
These indicators include Bollinger Bands, which are calculated based on the closing prices of the asset.
The Bollinger Bands consist of an upper band and a lower band. Additionally, the strategy calculates the MACD (Moving Average Convergence Divergence) indicator on an informative pair, provided by the informative_pairs function. The MACD is then merged with the original DataFrame, and missing values are filled using forward filling. The populate_buy_trend function populates the "buy" column of the DataFrame based on certain conditions. The strategy generates a buy signal when the following conditions are met simultaneously: the closing price crosses above the lower Bollinger Band, the MACD indicator is true (positive histogram), and the volume is greater than zero. Similarly, the populate_sell_trend function populates the "sell" column of the DataFrame based on the condition that the closing price crosses above the upper Bollinger Band and the volume is greater than zero. Overall, the TR5m strategy combines Bollinger Bands and MACD indicators to generate buy and sell signals based on price and volume conditions.
startup_candle_count : 360 Recursive Analysis found no issues while using 360 startup_candle_count
stoploss: -0.02 timeframe: 1h hash(sha256): ef5d5f0317fa92228eab0340350408b62d55e268685f72df829b621f87ad3557 indicators: upper volume lower close bb_upperband bb_lowerband macd macdhist
No similar strategies found. (based on used indicators)
last change: 2023-10-22 22:03:35