This is a backtesting strategy called "kcx_strat_prod_plot" with version 1.0. It operates on a 5-minute timeframe. The strategy uses several indicators to make buy and sell decisions.
The strategy calculates and uses the following indicators:
Simple Moving Average (SMA) with a time period of 20
Moving Average Convergence Divergence (MACD) with fast period 12, slow period 26, and signal period 9
Relative Strength Index (RSI) with a time period of 7
Slow Stochastic Oscillator with fastk period 14, slowk period 3, and slowd period 3
Keltner Channel with a window of 23 and Average True Range (ATR) multiplier of 1
The strategy defines the following order types:
"buy" and "sell" orders as "limit" orders
"emergencysell" order as a "market" order
"stoploss" order as a "market" order
"stoploss_on_exchange" enabled with an interval of 60 minutes and a limit ratio of 0.99
When populating the indicators, the strategy adds the calculated values to the DataFrame.
It also sets conditions for generating buy signals and sell signals based on the indicator values.
A buy signal is generated when the close price is above the Keltner Channel's upper band and the MACD histogram is positive. A sell signal is generated when the close price is below the Keltner Channel's middle band or the MACD histogram is negative and the Slow Stochastic Oscillator's %D is below 50. The strategy also includes plotting configurations for visualizing the indicators on a chart after backtesting. Note: The code includes redundant lines for calculating MACD indicators, which can be removed.