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The cipher5m strategy is designed for backtesting trading strategies. Here's a breakdown of what the strategy does:
It populates various indicators:
MFI (Money Flow Index)
VWAP (Volume-Weighted Average Price)
WaveTrend indicators (wt1, wt2, wtVWAP)
Schaff Trend Cycle (schaff)
Aroon indicators (aroonup, aroondown)
EWO (Elliott Wave Oscillator)
RSI (Relative Strength Index)
Oscillator high and low values (osc, min, max)
Previous oscillator highs and lows (prevMin, prevMax)
Indicator-based conditions for price highs and lows (plFound, phFound, priceLL, priceHL, priceHH, priceLH, bullCond, hiddenBullCond, bearCond, hiddenBearCond)
It populates the buy trend conditions:
MFI crossed above a specified value (buy_mfi)
Bullish conditions based on oscillator values, EWO, and volume (bullCond, EWO, volume)
Hidden bullish conditions based on oscillator values, EWO, and volume (hiddenBullCond, EWO, volume)
WaveTrend crossover and oversold conditions (wt1, wt2, buy_wt_oversold)
Close price below or equal to VWAP (close, vwap)
Aroon Up crossed above a specified value (aroonup, buy_aroonup)
Aroon Down crossed above a specified value (aroondown, buy_aroondown)
Schaff Trend Cycle crossed above a specified value (schaff, buy_schafff_val)
It populates the sell trend conditions:
No specific sell conditions are provided in the code snippet. Overall, the strategy utilizes a combination of technical indicators, oscillator values, and other conditions to determine buy signals in a backtesting environment.
The specific parameters and values used for each condition are not provided in the code snippet.
The specific parameters and values used for each condition are not provided in the code snippet.
startup_candle_count : 30 osc: -100.000% min: -100.000% prevMin: -100.000% plFound: inf% max: -100.000% prevMax: -100.000% phFound: inf% valuewhen_plFound_osc: -100.000% valuewhen_plFound_low: 27291.240% valuewhen_phFound_osc: -100.000% valuewhen_phFound_high: 27336.260%
Unable to parse Traceback (Logfile Exceeded Limit)
stoploss: -0.329 timeframe: 5m hash(sha256): 5240711555c85a682768152d52fc02463be870048964f7508dafd25fef0feb92 indicators: wtprevmax hiddenBullCond schaf EWO priceLH oscLH phfound oscHH close priceLL mfi wt2dataframewt1 aroondown valuewhen_plFound_osc priceHL inrange_plFound_osc wt1 volume wtplfound wtvaluewhen_plfound_osc wt2 wtmin valuewhen_plFound_low plFound oscLL max wtvaluewhen_plfound_low inrange_phFound_high inrange_phFound_osc high wtprevmin valuewhen_phFound_high wtmax bearCond wtVWAP bullCond in_range oscwt vwap valuewhen wtvaluwhen_plfoundd_osc oscHL barrsince prevMin prevMax min hiddenBearCond aroonup
No similar strategies found. (based on used indicators)
last change: 2024-08-02 08:18:23