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The bb_rsi_opt strategy is a trading strategy that combines Bollinger Bands and the Relative Strength Index (RSI) indicators to generate buy and sell signals. Here is a brief description of what the strategy does:
In the populate_indicators method:
Calculates the RSI indicator using the ta.RSI function and adds it to the dataframe. Calculates two sets of Bollinger Bands using the qtpylib.bollinger_bands function with different standard deviations (1 and 4).
Adds the lower, middle, and upper bands of each set of Bollinger Bands to the dataframe.
In the populate_buy_trend method: Identifies potential buy signals based on the following conditions: RSI value is greater than 28.
Close price is lower than the lower band of the Bollinger Bands with 4 standard deviations. Assigns a value of 1 to the 'buy' column in the dataframe for the identified buy signals. In the populate_sell_trend method: Identifies potential sell signals based on the following conditions: RSI value is greater than 90. Close price is higher than the upper band of the Bollinger Bands with 1 standard deviation. Assigns a value of 1 to the 'sell' column in the dataframe for the identified sell signals. The strategy uses these buy and sell signals to make trading decisions.
Adds the lower, middle, and upper bands of each set of Bollinger Bands to the dataframe.
In the populate_buy_trend method: Identifies potential buy signals based on the following conditions: RSI value is greater than 28.
Close price is lower than the lower band of the Bollinger Bands with 4 standard deviations. Assigns a value of 1 to the 'buy' column in the dataframe for the identified buy signals. In the populate_sell_trend method: Identifies potential sell signals based on the following conditions: RSI value is greater than 90. Close price is higher than the upper band of the Bollinger Bands with 1 standard deviation. Assigns a value of 1 to the 'sell' column in the dataframe for the identified sell signals. The strategy uses these buy and sell signals to make trading decisions.
startup_candle_count : 20 rsi: 1.606% bb_lowerband1: -0.023% bb_middleband1: -0.009% bb_upperband1: 0.004% bb_lowerband4: -0.063% bb_middleband4: -0.009% bb_upperband4: 0.042%
stoploss: -0.292 timeframe: 1h hash(sha256): 6a4e7121a7206b566f2f3593c4093c7bfc067b7b4824c76dfbbc19426c969709 indicators: bb_upperband1 mid lower bb_lowerband1 upper bb_upperband4 bb_middleband4 bb_lowerband4 close bb_middleband1 rsi
No similar strategies found. (based on used indicators)
last change: 2023-06-29 03:12:06