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The MACDStrategy_crossed is a trading strategy that uses the Moving Average Convergence Divergence (MACD) and the Commodity Channel Index (CCI) indicators to generate buy and sell signals. Here's a breakdown of how the strategy works:
Buy Signal:
The MACD line crosses above the MACD signal line. The CCI indicator is below -50.
Sell Signal: The MACD line crosses below the MACD signal line.
The CCI indicator is above 100.
The strategy defines a minimal return on investment (ROI) and a stop loss. The minimal ROI specifies the minimum expected return at different time intervals (60, 30, 20, and 0 minutes). The stop loss is set at -0.3, indicating the maximum tolerable loss. The strategy operates on a 5-minute timeframe and uses the following indicators: MACD: Calculates the MACD line, MACD signal line, and MACD histogram. CCI: Calculates the Commodity Channel Index. In the "populate_indicators" method, the strategy populates the dataframe with the MACD line, MACD signal line, MACD histogram, and CCI values. In the "populate_buy_trend" method, the strategy determines the buy signal by checking if the MACD line crossed above the MACD signal line and the CCI value is less than or equal to -50. It sets the "buy" column to 1 for the corresponding rows. In the "populate_sell_trend" method, the strategy determines the sell signal by checking if the MACD line crossed below the MACD signal line and the CCI value is greater than or equal to 100. It sets the "sell" column to 1 for the corresponding rows. Overall, the strategy aims to capture potential upward trends when the MACD line crosses above the signal line with a negative CCI value and capture potential downward trends when the MACD line crosses below the signal line with a positive CCI value.
Sell Signal: The MACD line crosses below the MACD signal line.
The CCI indicator is above 100.
The strategy defines a minimal return on investment (ROI) and a stop loss. The minimal ROI specifies the minimum expected return at different time intervals (60, 30, 20, and 0 minutes). The stop loss is set at -0.3, indicating the maximum tolerable loss. The strategy operates on a 5-minute timeframe and uses the following indicators: MACD: Calculates the MACD line, MACD signal line, and MACD histogram. CCI: Calculates the Commodity Channel Index. In the "populate_indicators" method, the strategy populates the dataframe with the MACD line, MACD signal line, MACD histogram, and CCI values. In the "populate_buy_trend" method, the strategy determines the buy signal by checking if the MACD line crossed above the MACD signal line and the CCI value is less than or equal to -50. It sets the "buy" column to 1 for the corresponding rows. In the "populate_sell_trend" method, the strategy determines the sell signal by checking if the MACD line crossed below the MACD signal line and the CCI value is greater than or equal to 100. It sets the "sell" column to 1 for the corresponding rows. Overall, the strategy aims to capture potential upward trends when the MACD line crosses above the signal line with a negative CCI value and capture potential downward trends when the MACD line crosses below the signal line with a positive CCI value.
stoploss: -0.15 timeframe: 1d hash(sha256): 2af777a511a984a6c4a15c52e2361297ebbe45c5070af9d9f61f45ce524e2c4e
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last change: 2023-06-30 12:51:13