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The strategy implemented in this code is called "BinHV45Ex." It is a trading strategy that involves backtesting and analyzing price data to generate buy and sell signals. Here's a breakdown of how the strategy works:
The strategy uses the Bollinger Bands indicator to identify potential entry points. Bollinger Bands consist of an upper band, a middle band (moving average), and a lower band.
The distance between the upper and lower bands is determined by the standard deviation of the price data.
The strategy calculates Bollinger Bands using a window size of 40 and 2 standard deviations.
It also calculates additional metrics such as the delta between the middle and lower bands, the delta between open and close prices, the delta between consecutive close prices, and the difference between the closing price and the lowest price of the candle. In the populate_buy_trend method, the strategy sets a "buy" signal when the following conditions are met: The lower band of the Bollinger Bands is positive (greater than zero). The delta between the middle and lower bands is greater than 0.8% of the current close price. The delta between consecutive close prices is greater than 1.75% of the current close price. The difference between the close price and the lowest price of the candle is less than 25% of the delta between the middle and lower bands. The current close price is less than the previous lower band and less than the previous close price. The populate_sell_trend method does not generate any sell signals, indicating that the strategy does not have specific exit criteria and may require manual intervention or the use of additional rules or indicators to determine when to sell. The strategy defines a minimal_roi (minimal return on investment) dictionary that specifies the desired return at different stages of holding the asset. It also defines a stoploss value, which represents the maximum acceptable loss before selling the asset. The strategy sets a 15-minute timeframe for analyzing the price data. Various protections are implemented to minimize risk and avoid unfavorable market conditions. These protections include cooldown period, maximum drawdown, stop-loss guard, and low-profit pairs filters. Each protection has its own parameters such as lookback period, trade limit, stop duration, and required profit. Overall, the BinHV45Ex strategy combines Bollinger Bands with specific conditions to generate buy signals, while the sell signals are not automatically generated in this implementation. The strategy aims to achieve certain return on investment targets while minimizing risk through various protections.
The distance between the upper and lower bands is determined by the standard deviation of the price data.
The strategy calculates Bollinger Bands using a window size of 40 and 2 standard deviations.
It also calculates additional metrics such as the delta between the middle and lower bands, the delta between open and close prices, the delta between consecutive close prices, and the difference between the closing price and the lowest price of the candle. In the populate_buy_trend method, the strategy sets a "buy" signal when the following conditions are met: The lower band of the Bollinger Bands is positive (greater than zero). The delta between the middle and lower bands is greater than 0.8% of the current close price. The delta between consecutive close prices is greater than 1.75% of the current close price. The difference between the close price and the lowest price of the candle is less than 25% of the delta between the middle and lower bands. The current close price is less than the previous lower band and less than the previous close price. The populate_sell_trend method does not generate any sell signals, indicating that the strategy does not have specific exit criteria and may require manual intervention or the use of additional rules or indicators to determine when to sell. The strategy defines a minimal_roi (minimal return on investment) dictionary that specifies the desired return at different stages of holding the asset. It also defines a stoploss value, which represents the maximum acceptable loss before selling the asset. The strategy sets a 15-minute timeframe for analyzing the price data. Various protections are implemented to minimize risk and avoid unfavorable market conditions. These protections include cooldown period, maximum drawdown, stop-loss guard, and low-profit pairs filters. Each protection has its own parameters such as lookback period, trade limit, stop duration, and required profit. Overall, the BinHV45Ex strategy combines Bollinger Bands with specific conditions to generate buy signals, while the sell signals are not automatically generated in this implementation. The strategy aims to achieve certain return on investment targets while minimizing risk through various protections.
stoploss: -0.34338 timeframe: 15m hash(sha256): 53ee0e65178e81eeea82f488f788ee97d5d090d2e692e084719739cbaf00f683 indicators: upper mid lower pricedelta close bb_midband rsi closedelta tail bb_upperband bb_lowerband open low bbdelta
No similar strategies found. (based on used indicators)
last change: 2023-06-24 21:03:47