The DefaultStrategy class is a trading strategy that backtests various technical analysis indicators on a given DataFrame. The strategy consists of two main functions: populate_indicators and populate_buy_trend/populate_sell_trend. The populate_indicators function adds multiple technical analysis indicators to the DataFrame.
These indicators include ADX (Average Directional Index), AO (Awesome Oscillator), MACD (Moving Average Convergence Divergence), MFI (Money Flow Index), MINUS_DM, MINUS_DI, PLUS_DM, PLUS_DI, RSI (Relative Strength Index), Stochastic Fast, Bollinger Bands, EMA (Exponential Moving Average), SAR (Stop and Reverse), SMA (Simple Moving Average), TEMA (Triple Exponential Moving Average), and HT_SINE (Hilbert Transform - SineWave).
The populate_buy_trend function determines the buy signals based on specific conditions using the indicators from the populated DataFrame.
The buy signals are generated when the RSI is below 35, the Stochastic Fast is below 35, the ADX is above 30, and the PLUS_DI is above 0.5. Alternatively, buy signals are generated when the ADX is above 65 and the PLUS_DI is above 0.5. The populate_sell_trend function determines the sell signals based on specific conditions using the indicators from the populated DataFrame. The sell signals are generated when either the RSI or the Stochastic Fast crosses above 70, the ADX is above 10, and the MINUS_DI is above 0. Alternatively, sell signals are generated when the ADX is above 70 and the MINUS_DI is above 0.5. These functions populate the "buy" and "sell" columns in the DataFrame to indicate the respective buy and sell signals.
These indicators include ADX (Average Directional Index), AO (Awesome Oscillator), MACD (Moving Average Convergence Divergence), MFI (Money Flow Index), MINUS_DM, MINUS_DI, PLUS_DM, PLUS_DI, RSI (Relative Strength Index), Stochastic Fast, Bollinger Bands, EMA (Exponential Moving Average), SAR (Stop and Reverse), SMA (Simple Moving Average), TEMA (Triple Exponential Moving Average), and HT_SINE (Hilbert Transform - SineWave).
The populate_buy_trend function determines the buy signals based on specific conditions using the indicators from the populated DataFrame.
The buy signals are generated when the RSI is below 35, the Stochastic Fast is below 35, the ADX is above 30, and the PLUS_DI is above 0.5. Alternatively, buy signals are generated when the ADX is above 65 and the PLUS_DI is above 0.5. The populate_sell_trend function determines the sell signals based on specific conditions using the indicators from the populated DataFrame. The sell signals are generated when either the RSI or the Stochastic Fast crosses above 70, the ADX is above 10, and the MINUS_DI is above 0. Alternatively, sell signals are generated when the ADX is above 70 and the MINUS_DI is above 0.5. These functions populate the "buy" and "sell" columns in the DataFrame to indicate the respective buy and sell signals.
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stoploss: -0.1 timeframe: 5m hash(sha256): 4b217f40c84d984bb0bfd7bf1bd5a11aca6ecc71f4c8cbcd6ccf51c000e1877d indicators: lowerband upper htsine minus_dm tema plus_dm CDLDRAGONFLYDOJI CDLHANGINGMAN CDLSHOOTINGSTAR CDLGRAVESTONEDOJI close ha_low CDLSPINNINGTOP mfi bb_lowerband ema5 CDLENGULFING fastd_rsi CDL3WHITESOLDIERS fastk macdhist CDLHAMMER htleadsine sma slowd leadsine CDLMORNINGSTAR CDLEVENINGDOJISTAR blower open plus_di fastd ema10 CDLPIERCING CDLEVENINGSTAR sar ha_open CDL3OUTSIDE high macdsignal slowk mid fisher_rsi fastk_rsi ema100 fisher_rsi_norma cci ha_close macd CDL3INSIDE ema3 CDLINVERTEDHAMMER CDLH
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last change: 2024-07-27 16:05:02