The TR strategy is a trading strategy that utilizes Bollinger Bands and MACD indicators to generate buy and sell signals. Here is a breakdown of what the strategy does:
populate_indicators method:
Calculates Bollinger Bands using the closing prices of the asset. Sets the lower Bollinger Band values to bb_lowerband in the dataframe.
Sets the upper Bollinger Band values to bb_upperband in the dataframe.
If the dp parameter is true (referring to a data provider), it retrieves informative data for a specific pair and timeframe.
Calculates the MACD indicator for the informative data. Determines whether the MACD histogram value is increasing. Adds the MACD histogram values to the informative dataframe. Merges the informative dataframe with the original dataframe based on the date column. Forward fills missing MACD values in the merged dataframe. Returns the updated dataframe. populate_buy_trend method: Identifies buy opportunities based on the following conditions: The closing price crosses above the lower Bollinger Band. The MACD histogram value is true (indicating it is increasing). The volume is greater than zero. Sets the 'buy' column to 1 for the identified buy opportunities. Returns the updated dataframe. populate_sell_trend method: Identifies sell opportunities based on the following condition: The closing price crosses above the upper Bollinger Band. The volume is greater than zero. Sets the 'sell' column to 1 for the identified sell opportunities. Returns the updated dataframe. In summary, the TR strategy combines Bollinger Bands and MACD indicators to determine buy and sell signals. It considers the crossing of the price above/below the Bollinger Bands and the increasing trend of the MACD histogram. These signals are used to populate the 'buy' and 'sell' columns in the dataframe, indicating the suggested actions for trading.
Sets the upper Bollinger Band values to bb_upperband in the dataframe.
If the dp parameter is true (referring to a data provider), it retrieves informative data for a specific pair and timeframe.
Calculates the MACD indicator for the informative data. Determines whether the MACD histogram value is increasing. Adds the MACD histogram values to the informative dataframe. Merges the informative dataframe with the original dataframe based on the date column. Forward fills missing MACD values in the merged dataframe. Returns the updated dataframe. populate_buy_trend method: Identifies buy opportunities based on the following conditions: The closing price crosses above the lower Bollinger Band. The MACD histogram value is true (indicating it is increasing). The volume is greater than zero. Sets the 'buy' column to 1 for the identified buy opportunities. Returns the updated dataframe. populate_sell_trend method: Identifies sell opportunities based on the following condition: The closing price crosses above the upper Bollinger Band. The volume is greater than zero. Sets the 'sell' column to 1 for the identified sell opportunities. Returns the updated dataframe. In summary, the TR strategy combines Bollinger Bands and MACD indicators to determine buy and sell signals. It considers the crossing of the price above/below the Bollinger Bands and the increasing trend of the MACD histogram. These signals are used to populate the 'buy' and 'sell' columns in the dataframe, indicating the suggested actions for trading.
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stoploss: 0 timeframe: tim hash(sha256): 7c9388131abee9781ba39272eaaec835ff6754ee5474439a62e8af136454fea8 indicators: upper volume lower close bb_upperband bb_lowerband macd macdhist
No similar strategies found. (based on used indicators)
last change: 2024-07-27 15:03:22