Strategy005 is a trading strategy that uses various technical indicators to make buying and selling decisions. Here is a breakdown of how the strategy works:
Indicators:
MACD (Moving Average Convergence Divergence): The strategy calculates the MACD line and the signal line and stores them in the 'macd' and 'macdsignal' columns of the dataframe. Minus Directional Indicator (MINUS_DI): The strategy calculates the Minus Directional Indicator and stores it in the 'minus_di' column of the dataframe.
RSI (Relative Strength Index): The strategy calculates the RSI and stores it in the 'rsi' column of the dataframe.
Fisher RSI: The strategy applies the Inverse Fisher transform to the RSI values, normalizing them between -1.0 and 1.0.
The transformed values are stored in the 'fisher_rsi' column. It also calculates a normalized version of the Fisher RSI between 0.0 and 100.0, which is stored in the 'fisher_rsi_norma' column. Stochastic Fast: The strategy calculates the Fast %K and %D values of the Stochastic oscillator and stores them in the 'fastk' and 'fastd' columns of the dataframe. SAR (Stop and Reverse): The strategy calculates the Parabolic SAR indicator and stores it in the 'sar' column of the dataframe. SMA (Simple Moving Average): The strategy calculates the Simple Moving Average with a time period of 40 and stores it in the 'sma' column of the dataframe. Buy Signal: The strategy generates a buy signal when the following conditions are met: The closing price is greater than 0.00000200. The volume is greater than four times the average volume. The closing price is below the Simple Moving Average (SMA). The Fast %D value is greater than the Fast %K value. The RSI value is greater than 0. The Fast %D value is greater than 0. The normalized Fisher RSI value is less than 38.9. Sell Signal: The strategy generates a sell signal when either of the following conditions are met: The RSI crosses above 50. The MACD value is less than 0 and the Minus Directional Indicator is greater than 0. OR The Parabolic SAR value is greater than the closing price and the Fisher RSI value is greater than 0.3. By using these indicators and conditions, Strategy005 aims to identify potential buying and selling opportunities in the market.
RSI (Relative Strength Index): The strategy calculates the RSI and stores it in the 'rsi' column of the dataframe.
Fisher RSI: The strategy applies the Inverse Fisher transform to the RSI values, normalizing them between -1.0 and 1.0.
The transformed values are stored in the 'fisher_rsi' column. It also calculates a normalized version of the Fisher RSI between 0.0 and 100.0, which is stored in the 'fisher_rsi_norma' column. Stochastic Fast: The strategy calculates the Fast %K and %D values of the Stochastic oscillator and stores them in the 'fastk' and 'fastd' columns of the dataframe. SAR (Stop and Reverse): The strategy calculates the Parabolic SAR indicator and stores it in the 'sar' column of the dataframe. SMA (Simple Moving Average): The strategy calculates the Simple Moving Average with a time period of 40 and stores it in the 'sma' column of the dataframe. Buy Signal: The strategy generates a buy signal when the following conditions are met: The closing price is greater than 0.00000200. The volume is greater than four times the average volume. The closing price is below the Simple Moving Average (SMA). The Fast %D value is greater than the Fast %K value. The RSI value is greater than 0. The Fast %D value is greater than 0. The normalized Fisher RSI value is less than 38.9. Sell Signal: The strategy generates a sell signal when either of the following conditions are met: The RSI crosses above 50. The MACD value is less than 0 and the Minus Directional Indicator is greater than 0. OR The Parabolic SAR value is greater than the closing price and the Fisher RSI value is greater than 0.3. By using these indicators and conditions, Strategy005 aims to identify potential buying and selling opportunities in the market.
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stoploss: -0.5 timeframe: 5m hash(sha256): 5c6cd677047a004f3ebb3ce1d77320997c1e914355e241f689387c9b01269d82 indicators: macdsignal minus_di volume fisher_rsi fisher_rsi_norma close rsi macd fastd fastk sar sma
No similar strategies found. (based on used indicators)
last change: 2024-07-27 05:01:17