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The XebTradeStrat strategy is a backtesting trading strategy that uses Bollinger Bands and exponential moving averages (EMAs) to generate buy and sell signals for trading assets. Here's a breakdown of what the strategy does:
Bollinger Bands Calculation:
The strategy calculates the rolling mean and rolling standard deviation of the stock price using a specified window size. It then calculates the lower band of the Bollinger Bands by subtracting a specified number of standard deviations from the rolling mean.
Indicator Population: The strategy populates two indicators on the input dataframe: 'ema5' and 'ema10'.
'ema5' represents the 5-period exponential moving average.
'ema10' represents the 10-period exponential moving average. Buy Signal Generation: The strategy generates a buy signal when the following conditions are met: The 'ema5' is greater than the 'ema10' in the current period. The 'ema5' in the previous period is less than the 'ema10' in the previous period. The volume is greater than 0. Sell Signal Generation: The strategy does not provide a specific sell signal. The 'sell' column in the dataframe is set to 0 for all periods, indicating no sell signal. Additional Strategy Parameters: The strategy defines a minimal return on investment (ROI) target in the 'minimal_roi' dictionary. In this case, it aims for a 99% ROI. A stop loss is set at -0.05, meaning if the asset's price drops by 5% from the purchase price, it will be sold. The strategy operates on a 1-minute timeframe. A trailing stop mechanism is enabled, which adjusts the stop loss price as the asset's price increases. The trailing stop will trigger a positive stop loss (sell) once the price crosses above a specified positive offset percentage (trailing_stop_positive_offset). If the asset's price dips down by a specified percentage (trailing_stop_positive), it will be sold. Overall, the strategy aims to identify buying opportunities when the shorter-term EMA (ema5) crosses above the longer-term EMA (ema10) and volume is positive. It doesn't provide a specific sell signal but relies on the trailing stop mechanism and stop loss to manage exits.
Indicator Population: The strategy populates two indicators on the input dataframe: 'ema5' and 'ema10'.
'ema5' represents the 5-period exponential moving average.
'ema10' represents the 10-period exponential moving average. Buy Signal Generation: The strategy generates a buy signal when the following conditions are met: The 'ema5' is greater than the 'ema10' in the current period. The 'ema5' in the previous period is less than the 'ema10' in the previous period. The volume is greater than 0. Sell Signal Generation: The strategy does not provide a specific sell signal. The 'sell' column in the dataframe is set to 0 for all periods, indicating no sell signal. Additional Strategy Parameters: The strategy defines a minimal return on investment (ROI) target in the 'minimal_roi' dictionary. In this case, it aims for a 99% ROI. A stop loss is set at -0.05, meaning if the asset's price drops by 5% from the purchase price, it will be sold. The strategy operates on a 1-minute timeframe. A trailing stop mechanism is enabled, which adjusts the stop loss price as the asset's price increases. The trailing stop will trigger a positive stop loss (sell) once the price crosses above a specified positive offset percentage (trailing_stop_positive_offset). If the asset's price dips down by a specified percentage (trailing_stop_positive), it will be sold. Overall, the strategy aims to identify buying opportunities when the shorter-term EMA (ema5) crosses above the longer-term EMA (ema10) and volume is positive. It doesn't provide a specific sell signal but relies on the trailing stop mechanism and stop loss to manage exits.
stoploss: -0.05 timeframe: 1m hash(sha256): d16d01f8784429684928677557be003cae4d0dd0861e9e22c36f7fbda440b90f indicators: ema10 volume ema5
No similar strategies found. (based on used indicators)
last change: 2023-07-05 03:51:35