The "vulcan" strategy is designed for backtesting trading strategies on a 30-minute timeframe. Here's a short description of what the strategy does:
Indicators:
Relative Strength Index (RSI): Calculates the RSI with a time period of 14. RSI Simple Moving Average (RSI_SMA): Calculates the simple moving average of RSI over a window of 50.
Simple Moving Average (SMA): Calculates the simple moving average with a time period of 23.
Growing SMA: Determines if the SMA is increasing over the past three periods.
Stochastic Indicator:
Calculates the Stochastic Oscillator with the following parameters:
Fastk period: 14
Slowk period: 4
Slowk matype: 0
Slowd period: 6
Slowd matype: 0
Uses the slowk and slowd values to identify potential sell signals. Additional Conditions:
Stochastic Sell Cross: Identifies a sell signal when both slowk and slowd are above 75, and slowk crosses below slowd. Lower Low: Determines if the current closing price is lower than the lowest price observed in the previous 100 periods. Buy and Sell Signals:
Buy Trend: A buy signal is generated when the following conditions are met:
The closing price is above the SMA. The SMA is increasing (growing SMA). The RSI is above both the RSI_SMA and 50. Sell Trend: A sell signal is generated when either the stochastic sell cross or lower low condition is true. The strategy aims to achieve a minimal return on investment (ROI) of 100% (i.e., doubling the investment). It also includes a plot configuration to visualize the SMA, Stochastic Oscillator, RSI, and their respective components.