The ClucHAnix strategy is a trading strategy that utilizes various indicators to generate buy and sell signals for backtesting purposes. Here is a breakdown of its main components:
Indicators:
Heikin-Ashi: Calculates the Heikin-Ashi candlestick values (open, close, high, low) based on the input data. Bollinger Bands: Computes the middle band and lower band based on the Heikin-Ashi typical price and specified parameters.
EMA (Exponential Moving Average): Calculates the fast and slow EMA values using the Heikin-Ashi closing prices.
Volume Mean: Calculates the rolling mean of the volume over a specific window.
ROCR (Rate of Change Ratio): Computes the rate of change ratio based on the Heikin-Ashi closing prices. RSI (Relative Strength Index): Calculates the RSI value based on the Heikin-Ashi closing prices. Fisher Transform: Applies the Fisher Transform formula to the RSI values. Buy Trend:
The strategy generates buy signals based on multiple conditions:
ROCR value on the 1-hour timeframe is greater than a specified threshold. Various conditions related to Bollinger Bands, such as the lower band, band delta, and close delta. Relationship between the Heikin-Ashi closing price, EMA slow, and Bollinger Bands lower band. Additional conditions based on candlestick patterns and volume. Sell Trend:
The strategy generates sell signals based on multiple conditions:
Fisher Transform value exceeds a specified threshold. Heikin-Ashi high values follow a decreasing pattern. Heikin-Ashi closing prices are lower than the previous candle. EMA fast is greater than the Heikin-Ashi closing price. Conditions related to the Bollinger Bands middle band and volume. The ClucHAnix_ETH class is a specific implementation of the ClucHAnix strategy for Ethereum (ETH) trading. It inherits the indicator calculations and buy/sell trend definitions from the ClucHAnix class and adds additional functionality for trailing buy orders. The trailing buy logic adjusts the trailing buy order's parameters based on the current market conditions and price movements. Please note that the provided code snippet might be incomplete, and the strategy's full functionality could depend on other parts of the code or external dependencies.