The BBL3H2RSIStdStrategy is a trading strategy that uses various technical indicators to generate buy and sell signals. Here is a brief description of what the strategy does:
The populate_indicators method adds the following indicators to the given DataFrame:
RSI (Relative Strength Index)
MFI (Money Flow Index)
Bollinger Bands (with 3 standard deviations): Adds the lower band (bb_lowerband2)
Bollinger Bands (with 2 standard deviations): Adds the upper band (bb_upperband1)
The populate_buy_trend method populates the "buy" column in the DataFrame based on the following conditions:
The closing price is below the lower Bollinger Band with 3 standard deviations (bb_lowerband3). The RSI is less than or equal to 31.
The MFI is less than or equal to 37.
The populate_sell_trend method populates the "sell" column in the DataFrame based on the following conditions: The closing price is above the upper Bollinger Band with 2 standard deviations (bb_upperband2).
The MFI is greater than or equal to 92. The RSI is greater than or equal to 83. Overall, this strategy generates buy signals when the price is low, the RSI and MFI are at relatively low levels, and sell signals when the price is high, and the RSI and MFI are at relatively high levels.
The MFI is less than or equal to 37.
The populate_sell_trend method populates the "sell" column in the DataFrame based on the following conditions: The closing price is above the upper Bollinger Band with 2 standard deviations (bb_upperband2).
The MFI is greater than or equal to 92. The RSI is greater than or equal to 83. Overall, this strategy generates buy signals when the price is low, the RSI and MFI are at relatively low levels, and sell signals when the price is high, and the RSI and MFI are at relatively high levels.
Traceback (most recent call last): File "/home/ftuser/.local/lib/python3.11/site-packages/pandas/core/indexes/base.py", line 3791, in get_loc return self._engine.get_loc(casted_key) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "index.pyx", line 152, in pandas._libs.index.IndexEngine.get_loc File "index.pyx", line 181, in pandas._libs.index.IndexEngine.get_loc File "pandas/_libs/hashtable_class_helper.pxi", line 7080, in pandas._libs.hashtable.PyObjectHashTable.get_item File "pandas/_libs/hashtable_class_helper.pxi", line 7088, in pandas._libs.hashtable.PyObjectHashTable.get_item KeyError: 'bb_lowerband3' The above exception was the direct cause of the following exception: Traceback (most recent call last): File "/freqtrade/freqtrade/main.py", line 42, in main return_code = args['func'](args) ^^^^^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/commands/optimize_commands.py", line 58, in start_backtesting backtesting.start() File "/freqtrade/freqtrade/optimize/backtesting.py", line 1401, in start min_date, max_date = self.backtest_one_strategy(strat, data, timerange) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/optimize/backtesting.py", line 1335, in backtest_one_strategy results = self.backtest( ^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/optimize/backtesting.py", line 1213, in backtest data: Dict = self._get_ohlcv_as_lists(processed) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/optimize/backtesting.py", line 381, in _get_ohlcv_as_lists df_analyzed = self.strategy.ft_advise_signals(pair_data, {'pair': pair}) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/strategy/interface.py", line 1391, in ft_advise_signals dataframe = self.advise_entry(dataframe, metadata) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/strategy/interface.py", line 1425, in advise_entry df = self.populate_entry_trend(dataframe, metadata) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/strategy/interface.py", line 225, in populate_entry_trend return self.populate_buy_trend(dataframe, metadata) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/user_data/strategies/bbl3h2rsistd.py", line 312, in populate_buy_trend (dataframe['close'] < dataframe['bb_lowerband3']) & ~~~~~~~~~^^^^^^^^^^^^^^^^^ File "/home/ftuser/.local/lib/python3.11/site-packages/pandas/core/frame.py", line 3893, in __getitem__ indexer = self.columns.get_loc(key) ^^^^^^^^^^^^^^^^^^^^^^^^^ File "/home/ftuser/.local/lib/python3.11/site-packages/pandas/core/indexes/base.py", line 3798, in get_loc raise KeyError(key) from err KeyError: 'bb_lowerband3'
stoploss: -0.263 timeframe: 1h hash(sha256): b4703cc89ccf586c88f1857b1b5ed917589fdcb9e8bbfbf01fe24ababd050a8c indicators: bids bb_upperband1 upper lower asks bb_upperband2 close rsi mfi bb_lowerband3 bb_lowerband2 best_ask best_bid
No similar strategies found. (based on used indicators)
last change: 2024-07-27 23:28:12