The "mabStra" strategy, developed by @Mablue (Masoud Azizi), is a trading strategy designed to be backtested on a backtesting website. The strategy uses various technical indicators from the "talib" library to generate buy and sell signals. Here are the important parts of the strategy:
Importing Libraries: The strategy imports required libraries, including the "talib" library for technical analysis.
Strategy Parameters: The strategy defines several parameters that can be adjusted during backtesting.
These parameters include timeframes for moving averages and thresholds for buy and sell signals.
Indicator Calculation: The strategy calculates moving averages (MA) using different timeframes for both buying and selling. It uses the "talib" library to calculate these indicators. Buy Signal Generation: The strategy generates buy signals based on specific conditions. It checks if the ratio of the "buy-mojoMA" to "buy-fastMA" is within a certain range and if the ratio of "buy-fastMA" to "buy-slowMA" is also within a certain range. If these conditions are met, a buy signal is generated. Sell Signal Generation: Similarly, the strategy generates sell signals based on specific conditions. It checks if the ratio of the "sell-fastMA" to "sell-mojoMA" is within a certain range and if the ratio of "sell-slowMA" to "sell-fastMA" is also within a certain range. If these conditions are met, a sell signal is generated. The strategy also includes predefined ROI (Return on Investment) and stop-loss values. It is recommended to use the "hyperopt" feature of the "freqtrade" library to optimize the strategy parameters. The GitHub repository of the author is provided for further reference.