The S06 strategy is a backtesting strategy that involves populating indicators, determining buy conditions, and determining sell conditions. Here's a breakdown of its functionality:
populate_indicators: This method takes a DataFrame of trading data and adds technical indicators to it using the add_all_ta_features function. The indicators are derived from the "open," "high," "low," "close," and "volume" columns of the DataFrame.
The DataFrame with added indicators is then returned.
populate_buy_trend: This method determines the buy conditions for the strategy.
It iterates over a range of buy parameters and checks the conditions for each parameter. The conditions are specified by the buy operation (OPR), the indicator column (IND), the crossover column (CRS), the integer value (INT), and the real value (REAL). Based on the buy operation, the method appends the corresponding condition to the conditions list. Finally, it selects rows in the DataFrame where all conditions are met and assigns a value of 1 to the "buy" column. populate_sell_trend: This method determines the sell conditions for the strategy. Similar to populate_buy_trend, it iterates over a range of sell parameters and checks the conditions for each parameter. The conditions are specified by the sell operation (OPR), the indicator column (IND), the crossover column (CRS), the integer value (INT), and the real value (REAL). Based on the sell operation, the method appends the corresponding condition to the conditions list. It selects rows in the DataFrame where all conditions are met and assigns a value of 1 to the "sell" column. Overall, the S06 strategy populates indicators, determines buy conditions, and determines sell conditions based on specified parameters. It assigns a value of 1 to the "buy" or "sell" column in the DataFrame to indicate when the conditions for buying or selling are met.
The DataFrame with added indicators is then returned.
populate_buy_trend: This method determines the buy conditions for the strategy.
It iterates over a range of buy parameters and checks the conditions for each parameter. The conditions are specified by the buy operation (OPR), the indicator column (IND), the crossover column (CRS), the integer value (INT), and the real value (REAL). Based on the buy operation, the method appends the corresponding condition to the conditions list. Finally, it selects rows in the DataFrame where all conditions are met and assigns a value of 1 to the "buy" column. populate_sell_trend: This method determines the sell conditions for the strategy. Similar to populate_buy_trend, it iterates over a range of sell parameters and checks the conditions for each parameter. The conditions are specified by the sell operation (OPR), the indicator column (IND), the crossover column (CRS), the integer value (INT), and the real value (REAL). Based on the sell operation, the method appends the corresponding condition to the conditions list. It selects rows in the DataFrame where all conditions are met and assigns a value of 1 to the "sell" column. Overall, the S06 strategy populates indicators, determines buy conditions, and determines sell conditions based on specified parameters. It assigns a value of 1 to the "buy" or "sell" column in the DataFrame to indicate when the conditions for buying or selling are met.
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stoploss: -0.345 timeframe: 12h hash(sha256): 859ebf5cc1d54c2c921c917df0453a40efb79bcdabb17735387059dd958d4662
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last change: 2024-07-28 03:02:43