The MoniGoManiHyperStrategyNew is a trading strategy that utilizes various technical analysis (TA) indicators to make buying decisions in backtesting. It calculates and adds several indicators to the input DataFrame, including ADX, PLUS_DI, MINUS_DI, RSI, MACD, SMA (Simple Moving Average), EMA (Exponential Moving Average), Bollinger Bands, and VWAP (Volume Weighted Average Price). In the populate_indicators method, the strategy calculates the values of these indicators based on the given DataFrame and adds them as new columns.
Additionally, it sets a 'trend' column in the DataFrame based on certain conditions.
In the populate_buy_trend method, the strategy populates the 'buy' column in the DataFrame based on the calculated indicators and the identified trend.
The 'buy' signal is weighted according to the respective trend and indicator values. The strategy updates the 'total_buy_signal_strength' column by adding the weighted buy signals from different indicators. Overall, the strategy aims to generate buy signals based on the combination of these TA indicators and the identified trend in order to backtest and evaluate its performance.
Traceback (most recent call last):
File "/freqtrade/freqtrade/main.py", line 42, in main
return_code = args['func'](args)
^^^^^^^^^^^^^^^^^^
File "/freqtrade/freqtrade/commands/optimize_commands.py", line 58, in start_backtesting
backtesting.start()
File "/freqtrade/freqtrade/optimize/backtesting.py", line 1401, in start
min_date, max_date = self.backtest_one_strategy(strat, data, timerange)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/freqtrade/freqtrade/optimize/backtesting.py", line 1318, in backtest_one_strategy
preprocessed = self.strategy.advise_all_indicators(data)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/freqtrade/freqtrade/strategy/interface.py", line 1378, in advise_all_indicators
return {pair: self.advise_indicators(pair_data.copy(), {'pair': pair}).copy()
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/freqtrade/freqtrade/strategy/interface.py", line 1378, in
return {pair: self.advise_indicators(pair_data.copy(), {'pair': pair}).copy()
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/freqtrade/freqtrade/strategy/interface.py", line 1410, in advise_indicators
return self.populate_indicators(dataframe, metadata)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/freqtrade/user_data/strategies/maninew.py", line 486, in populate_indicators
dataframe['vwap'] = qtpylib.vwap(dataframe)
^^^^^^^^^^^^^^^^^^^^^^^
File "/freqtrade/freqtrade/vendor/qtpylib/indicators.py", line 333, in vwap
raise ValueError("using `qtpylib.vwap` facilitates lookahead bias. Please use "
ValueError: using `qtpylib.vwap` facilitates lookahead bias. Please use `qtpylib.rolling_vwap` instead, which calculates vwap in a rolling manner.