The FSupertrendStrategy is a backtesting strategy that uses the Supertrend indicator to generate buy and sell signals. Here's a breakdown of what the strategy does:
In the populate_indicators method, the strategy calculates the Supertrend indicator for different combinations of multipliers and periods. It iterates over various ranges of multiplier and period values and adds the Supertrend values to the dataframe for both buy and sell signals.
In the populate_entry_trend method, the strategy determines the entry conditions for going long or short.
It checks if the Supertrend values for the specified multipliers and periods are "up" for all three indicators and if the volume is greater than zero.
If these conditions are met, it sets the "enter_long" or "enter_short" column of the dataframe to 1. In the populate_exit_trend method, the strategy determines the exit conditions for closing long or short positions. It checks if the Supertrend value for the specified sell multiplier and period is "down" for the second indicator. If true, it sets the "exit_long" column of the dataframe to 1 for closing long positions. Similarly, it checks if the Supertrend value for the specified buy multiplier and period is "up" for the second indicator and sets the "exit_short" column to 1 for closing short positions. The Supertrend indicator calculation is adapted from an external source. It involves calculating the True Range (TR) and Average True Range (ATR) for the dataframe. Then, it calculates upper and lower bands based on a multiplier and ATR. Next, it determines the final upper and lower bands by comparing them to the previous values. Finally, it calculates the Supertrend (ST) and Supertrend Direction (STX) values based on the close price and the final bands. Overall, the FSupertrendStrategy uses the Supertrend indicator to generate entry and exit signals based on the specified multipliers and periods. It calculates multiple Supertrend values for different combinations of parameters and uses them to determine the trading decisions.
In the populate_entry_trend method, the strategy determines the entry conditions for going long or short.
It checks if the Supertrend values for the specified multipliers and periods are "up" for all three indicators and if the volume is greater than zero.
If these conditions are met, it sets the "enter_long" or "enter_short" column of the dataframe to 1. In the populate_exit_trend method, the strategy determines the exit conditions for closing long or short positions. It checks if the Supertrend value for the specified sell multiplier and period is "down" for the second indicator. If true, it sets the "exit_long" column of the dataframe to 1 for closing long positions. Similarly, it checks if the Supertrend value for the specified buy multiplier and period is "up" for the second indicator and sets the "exit_short" column to 1 for closing short positions. The Supertrend indicator calculation is adapted from an external source. It involves calculating the True Range (TR) and Average True Range (ATR) for the dataframe. Then, it calculates upper and lower bands based on a multiplier and ATR. Next, it determines the final upper and lower bands by comparing them to the previous values. Finally, it calculates the Supertrend (ST) and Supertrend Direction (STX) values based on the close price and the final bands. Overall, the FSupertrendStrategy uses the Supertrend indicator to generate entry and exit signals based on the specified multipliers and periods. It calculates multiple Supertrend values for different combinations of parameters and uses them to determine the trading decisions.
stoploss: -0.265 timeframe: 5m hash(sha256): 18b5e66a5d60644fe7ddba1185e8f188876c19d4c70683b6c64bee007dc73161 indicators: f"supertrend_2_buy_multiplier_period volume f"supertrend_1_buy_multiplier_period f"supertrend_3_sell_multiplier_period f"supertrend_1_sell_multiplier_period f"supertrend_3_buy_multiplier_period f"supertrend_2_sell_multiplier_period
No similar strategies found. (based on used indicators)
last change: 2024-07-28 12:54:39