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The BBRSIStrategy is a backtesting strategy that combines Bollinger Bands and RSI (Relative Strength Index) indicators to generate buy and sell signals for trading. Here's a breakdown of how the strategy works:
Indicator Calculation:
RSI: The strategy calculates the RSI indicator using the close prices of the candles. Bollinger Bands: Two sets of Bollinger Bands are calculated using the typical price of the candles.
One set uses a standard deviation of 1, and the other set uses a standard deviation of 4.
Buy Signal Generation: The strategy generates a buy signal when the RSI value is above 25 and the close price is below the lower Bollinger Band (1 standard deviation).
This indicates a potential oversold condition. Sell Signal Generation: The strategy generates a sell signal when the RSI value is above 95 and the close price is above the upper Bollinger Band (1 standard deviation). This indicates a potential overbought condition. The strategy has predefined values for the minimal ROI (Return on Investment) and stop loss, which can be overridden in the configuration file. It operates on 15-minute timeframe data and requires at least 30 candles before producing valid signals. It uses limit orders for buying and selling and sets the order time in force as 'gtc' (good 'til canceled). The trailing stop loss feature is disabled. This strategy can be used to backtest various trading pairs and intervals and evaluate their performance based on the generated signals.
One set uses a standard deviation of 1, and the other set uses a standard deviation of 4.
Buy Signal Generation: The strategy generates a buy signal when the RSI value is above 25 and the close price is below the lower Bollinger Band (1 standard deviation).
This indicates a potential oversold condition. Sell Signal Generation: The strategy generates a sell signal when the RSI value is above 95 and the close price is above the upper Bollinger Band (1 standard deviation). This indicates a potential overbought condition. The strategy has predefined values for the minimal ROI (Return on Investment) and stop loss, which can be overridden in the configuration file. It operates on 15-minute timeframe data and requires at least 30 candles before producing valid signals. It uses limit orders for buying and selling and sets the order time in force as 'gtc' (good 'til canceled). The trailing stop loss feature is disabled. This strategy can be used to backtest various trading pairs and intervals and evaluate their performance based on the generated signals.
stoploss: -0.36 timeframe: 15m hash(sha256): b5ad3dd908696a39a6ec5ac3194afca2fd785a6564c70d2d70e978db13fb44a8
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last change: 2022-07-11 15:03:39