The TestStrategyLegacy class is a backtesting strategy that applies technical analysis indicators to a given DataFrame of trading data. It consists of three main methods: populate_indicators, populate_buy_trend, and populate_sell_trend. The populate_indicators method adds various technical analysis indicators to the DataFrame.
These indicators include ADX (Average Directional Index), MACD (Moving Average Convergence Divergence), RSI (Relative Strength Index), Bollinger Bands, TEMA (Triple Exponential Moving Average), and HT_SINE (Hilbert Transform - Sine Wave).
However, some indicators are commented out to optimize performance.
The populate_buy_trend method determines the buy signal based on the indicator values in the DataFrame. In this strategy, a buy signal is generated when the ADX is greater than 30, the TEMA is below the middle Bollinger Band, and the TEMA is increasing compared to the previous value. The populate_sell_trend method determines the sell signal based on the indicator values. In this strategy, a sell signal is generated when the ADX is greater than 70, the TEMA is above the middle Bollinger Band, and the TEMA is decreasing compared to the previous value. Overall, this strategy aims to identify potential buying opportunities when the price is in a trend and the indicators suggest a favorable condition, and it generates selling signals when the price shows signs of a potential reversal.
These indicators include ADX (Average Directional Index), MACD (Moving Average Convergence Divergence), RSI (Relative Strength Index), Bollinger Bands, TEMA (Triple Exponential Moving Average), and HT_SINE (Hilbert Transform - Sine Wave).
However, some indicators are commented out to optimize performance.
The populate_buy_trend method determines the buy signal based on the indicator values in the DataFrame. In this strategy, a buy signal is generated when the ADX is greater than 30, the TEMA is below the middle Bollinger Band, and the TEMA is increasing compared to the previous value. The populate_sell_trend method determines the sell signal based on the indicator values. In this strategy, a sell signal is generated when the ADX is greater than 70, the TEMA is above the middle Bollinger Band, and the TEMA is decreasing compared to the previous value. Overall, this strategy aims to identify potential buying opportunities when the price is in a trend and the indicators suggest a favorable condition, and it generates selling signals when the price shows signs of a potential reversal.
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stoploss: -0.1 timeframe: 5m hash(sha256): e9981c743c5f286f8cd88ce98d903bf6d4de1fc52bf872e0aa9b414fc651a518 indicators: upper htsine CDLDRAGONFLYDOJI minus_dm tema plus_dm CDLGRAVESTONEDOJI CDLHANGINGMAN CDLSHOOTINGSTAR close ha_low CDLSPINNINGTOP mfi bb_lowerband ema5 CDLENGULFING fastd_rsi CDL3WHITESOLDIERS fastk macdhist CDLHAMMER htleadsine sma slowd leadsine CDLMORNINGSTAR CDLEVENINGDOJISTAR 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 CDLHARAMI ha_high adx
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last change: 2024-07-27 09:21:57