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The BBL3H3RSISharpeStrategy is a backtesting strategy that uses technical indicators to generate buy and sell signals for trading. Here is a breakdown of what the strategy does:
populate_indicators function:
Adds several technical analysis (TA) indicators to the input DataFrame. The indicators added include:
RSI (Relative Strength Index)
MFI (Money Flow Index)
Bollinger Bands (with a window of 20 and 3 standard deviations)
Returns the DataFrame with the added indicators.
populate_buy_trend function: Uses the populated DataFrame with indicators.
Generates a buy signal based on specific conditions: The close price is below the lower Bollinger Band.
The RSI value is less than or equal to 31. The MFI value is less than or equal to 35. Assigns a value of 1 to the "buy" column in the DataFrame for the rows that meet the buy conditions. Returns the DataFrame with the added "buy" column. populate_sell_trend function: Uses the populated DataFrame with indicators. Generates a sell signal based on specific conditions: The close price is above the upper Bollinger Band. The MFI value is greater than or equal to 53. Assigns a value of 1 to the "sell" column in the DataFrame for the rows that meet the sell conditions. Returns the DataFrame with the added "sell" column. Overall, the strategy uses a combination of Bollinger Bands, RSI, and MFI to determine potential buy and sell opportunities in the market. The buy signal is generated when the close price is below the lower Bollinger Band, RSI is low, and MFI is low. The sell signal is generated when the close price is above the upper Bollinger Band and MFI is high.
populate_buy_trend function: Uses the populated DataFrame with indicators.
Generates a buy signal based on specific conditions: The close price is below the lower Bollinger Band.
The RSI value is less than or equal to 31. The MFI value is less than or equal to 35. Assigns a value of 1 to the "buy" column in the DataFrame for the rows that meet the buy conditions. Returns the DataFrame with the added "buy" column. populate_sell_trend function: Uses the populated DataFrame with indicators. Generates a sell signal based on specific conditions: The close price is above the upper Bollinger Band. The MFI value is greater than or equal to 53. Assigns a value of 1 to the "sell" column in the DataFrame for the rows that meet the sell conditions. Returns the DataFrame with the added "sell" column. Overall, the strategy uses a combination of Bollinger Bands, RSI, and MFI to determine potential buy and sell opportunities in the market. The buy signal is generated when the close price is below the lower Bollinger Band, RSI is low, and MFI is low. The sell signal is generated when the close price is above the upper Bollinger Band and MFI is high.
startup_candle_count : 20 rsi: -0.149% bb_lowerband3: 0.005% bb_upperband3: 0.052%
stoploss: -0.293 timeframe: 1h hash(sha256): 7a617cc5221653d4d45bd36e08fe46cfa2f46a336bf586deeae0e922a038c940 indicators: bids upper lower bb_upperband3 asks close rsi mfi bb_lowerband3 best_ask best_bid
No similar strategies found. (based on used indicators)
last change: 2023-06-24 12:09:16