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Strategy: bbrsi_optimized_strategy_905
Downloaded: 20220112
Stoploss: -0.28
5mSpotv2UnbiasedLink


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Average Overall
BuysAvgprofTotProfWin%DD%Time
220-0.02-2.1354.510.95148.02
SharpeSortinoCalmar
-1.87-1.63-9.22
Prof.FactorExpectancyCagr
0.94-0.13-0.16
Trades/DayRejected Signals
7.75958.5
Ninja Score: 47
The BBRSIOptimizedStrategy is a trading strategy that combines Bollinger Bands and RSI (Relative Strength Index) indicators to generate buy and sell signals. In the method populate_indicators, the strategy calculates the RSI for the given dataframe and adds it as a column called 'rsi'. It also calculates Bollinger Bands with a standard deviation of 1 and 3, and adds the upper band with 1 standard deviation as 'bb_upperband_1sd' and the lower band with 3 standard deviations as 'bb_lowerband_3sd'.

In the method populate_buy_trend, the strategy identifies buy signals when the close price of the asset falls below the lower band with 3 standard deviations.

It marks these buy signals with a value of 1 in the 'buy' column of the dataframe.

In the method populate_sell_trend, the strategy identifies sell signals when the RSI value is greater than 72 and the close price of the asset is higher than the upper band with 1 standard deviation. It marks these sell signals with a value of 1 in the 'sell' column of the dataframe. By using these indicators and signal conditions, the strategy aims to capture potential buying opportunities when the price is relatively low and selling opportunities when the price is relatively high based on the RSI and Bollinger Bands.

startup_candle_count : 30
bb_upperband_1sd: 0.277%
bb_lowerband_3sd: 0.286%
stoploss: -0.28
timeframe: 5m
hash(sha256): d4f42e4098ee5266309cda6fa73c253f01f222334d46a893826e1e6c59f41daf
indicators:
bb_lowerband_3sd upper lower close rsi
bb_upperband_1sd

No similar strategies found. (based on used indicators)

last change: 2024-04-02 05:07:33