The "CustomStrategy" is a trading strategy implemented in Python for backtesting purposes. It utilizes technical analysis (TA) indicators to generate buy and sell signals for trading. Key Features:
The strategy calculates three exponential moving averages (EMAs) with different time periods (20, 50, and 100) using the TA-Lib library.
It also uses Heikin Ashi candles, derived from the given price data, to smooth out the price fluctuations and enhance trend identification.
The strategy has predefined values for minimal ROI (return on investment) at different time intervals: 60, 30, 20, and 0.
These values represent the desired profit targets for each period. It sets a stop-loss value of -0.3, indicating the maximum acceptable loss before selling a position. The ticker interval is set to 5, representing the time interval between consecutive price data points. Buy Signal Generation: The buy signal is triggered when the 20-day EMA crosses above the 50-day EMA, and the Heikin Ashi candle's close price is above the 20-day EMA, indicating a bullish trend. Additionally, the Heikin Ashi candle is considered a "green bar" when the open price is lower than the close price. Sell Signal Generation: The sell signal is triggered when the 50-day EMA crosses above the 100-day EMA, and the Heikin Ashi candle's close price is below the 20-day EMA, indicating a bearish trend. Additionally, the Heikin Ashi candle is considered a "red bar" when the open price is higher than the close price. These buy and sell signals are populated in the DataFrame, indicating the points at which the strategy suggests entering or exiting a position. Please note that this description provides a brief overview of the strategy's functionality. Further analysis and testing are recommended before using it in live trading.
It also uses Heikin Ashi candles, derived from the given price data, to smooth out the price fluctuations and enhance trend identification.
The strategy has predefined values for minimal ROI (return on investment) at different time intervals: 60, 30, 20, and 0.
These values represent the desired profit targets for each period. It sets a stop-loss value of -0.3, indicating the maximum acceptable loss before selling a position. The ticker interval is set to 5, representing the time interval between consecutive price data points. Buy Signal Generation: The buy signal is triggered when the 20-day EMA crosses above the 50-day EMA, and the Heikin Ashi candle's close price is above the 20-day EMA, indicating a bullish trend. Additionally, the Heikin Ashi candle is considered a "green bar" when the open price is lower than the close price. Sell Signal Generation: The sell signal is triggered when the 50-day EMA crosses above the 100-day EMA, and the Heikin Ashi candle's close price is below the 20-day EMA, indicating a bearish trend. Additionally, the Heikin Ashi candle is considered a "red bar" when the open price is higher than the close price. These buy and sell signals are populated in the DataFrame, indicating the points at which the strategy suggests entering or exiting a position. Please note that this description provides a brief overview of the strategy's functionality. Further analysis and testing are recommended before using it in live trading.
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stoploss: -0.3 timeframe: 5m hash(sha256): f29a8019822edd0d48a7f5d3e4df9b7146cf57b2edabed2c331e4ca843dbf803 indicators: ema20 ema100 close ha_close open ema50 ha_open
No similar strategies found. (based on used indicators)
last change: 2024-07-28 02:43:44