The BBForHyperoptsStrategy is a trading strategy that utilizes various technical analysis (TA) indicators to generate buy and sell signals. Here's a breakdown of what the strategy does:
populate_indicators function:
Adds the Relative Strength Index (RSI) and Money Flow Index (MFI) indicators to the DataFrame. Calculates Bollinger Bands with different standard deviations (1 to 3) and adds the lower and upper bands to the DataFrame.
Calculates Bollinger Bands with 2 standard deviations and adds the middle band to the DataFrame.
Optionally, retrieves the best bid and ask prices from the order book if the strategy is running in live or dry run mode.
populate_buy_trend function: Based on the TA indicators, identifies a buy signal when the closing price is below the lower Bollinger Band and the RSI is less than or equal to 31. Sets the 'buy' column in the DataFrame to 1 for the identified buy signals. populate_sell_trend function: Based on the TA indicators, identifies a sell signal when the closing price is above the middle Bollinger Band and the RSI is greater than or equal to 61. Sets the 'sell' column in the DataFrame to 1 for the identified sell signals. Overall, this strategy combines Bollinger Bands, RSI, and MFI indicators to generate buy and sell signals based on certain threshold conditions.
Calculates Bollinger Bands with 2 standard deviations and adds the middle band to the DataFrame.
Optionally, retrieves the best bid and ask prices from the order book if the strategy is running in live or dry run mode.
populate_buy_trend function: Based on the TA indicators, identifies a buy signal when the closing price is below the lower Bollinger Band and the RSI is less than or equal to 31. Sets the 'buy' column in the DataFrame to 1 for the identified buy signals. populate_sell_trend function: Based on the TA indicators, identifies a sell signal when the closing price is above the middle Bollinger Band and the RSI is greater than or equal to 61. Sets the 'sell' column in the DataFrame to 1 for the identified sell signals. Overall, this strategy combines Bollinger Bands, RSI, and MFI indicators to generate buy and sell signals based on certain threshold conditions.
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_lowerband' 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/bbrsi_for_hyperopts.py", line 295, in populate_buy_trend (dataframe['close'] < dataframe['bb_lowerband']) & ~~~~~~~~~^^^^^^^^^^^^^^^^ 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_lowerband'
stoploss: -0.301 timeframe: 1h hash(sha256): 949cd2954d39e7d36856eb1fbcd473eacb9c709002bb31d44e5eb9060b7a10d7 indicators: bids mid asks bb_middleband rsi close bb_upperband mfi bb_lowerband best_ask best_bid
No similar strategies found. (based on used indicators)
last change: 2024-07-27 15:16:02