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The "bbrsi2" strategy is a backtesting strategy that uses several technical analysis (TA) indicators to generate buy and sell signals for trading. Here is a breakdown of what the strategy does:
populate_indicators function:
Adds the Relative Strength Index (RSI) indicator to the dataframe. Calculates two sets of Bollinger Bands with different standard deviations (1 and 4) using the typical price.
Stores the lower, middle, and upper bands for both sets of Bollinger Bands in the dataframe.
Returns the dataframe with the added indicators.
populate_buy_trend function: Based on the populated indicators, identifies the buy signal conditions: RSI value is greater than 26. Close price is lower than the lower band of the Bollinger Bands with 4 standard deviations. Sets the "buy" column in the dataframe to 1 for the corresponding buy signal conditions. Returns the dataframe with the added "buy" column. populate_sell_trend function: Based on the populated indicators, identifies the sell signal conditions: RSI value is greater than 62. Close price is higher than the lower band of the Bollinger Bands with 1 standard deviation. Sets the "sell" column in the dataframe to 1 for the corresponding sell signal conditions. Returns the dataframe with the added "sell" column. Overall, this strategy combines the RSI indicator and Bollinger Bands to generate buy and sell signals based on predefined conditions. The RSI is used to identify potential overbought (sell) and oversold (buy) conditions, while the Bollinger Bands provide additional price volatility-based criteria for generating signals.
Stores the lower, middle, and upper bands for both sets of Bollinger Bands in the dataframe.
Returns the dataframe with the added indicators.
populate_buy_trend function: Based on the populated indicators, identifies the buy signal conditions: RSI value is greater than 26. Close price is lower than the lower band of the Bollinger Bands with 4 standard deviations. Sets the "buy" column in the dataframe to 1 for the corresponding buy signal conditions. Returns the dataframe with the added "buy" column. populate_sell_trend function: Based on the populated indicators, identifies the sell signal conditions: RSI value is greater than 62. Close price is higher than the lower band of the Bollinger Bands with 1 standard deviation. Sets the "sell" column in the dataframe to 1 for the corresponding sell signal conditions. Returns the dataframe with the added "sell" column. Overall, this strategy combines the RSI indicator and Bollinger Bands to generate buy and sell signals based on predefined conditions. The RSI is used to identify potential overbought (sell) and oversold (buy) conditions, while the Bollinger Bands provide additional price volatility-based criteria for generating signals.
stoploss: -0.4 timeframe: 1h hash(sha256): 63d5ecb9780123247a12da5486e2b479387aae043d4295495d2a3bca12f56a35 indicators: bb_upperband1 mid lower bb_lowerband1 upper bb_upperband4 bb_middleband4 bb_lowerband4 close bb_middleband1 rsi
No similar strategies found. (based on used indicators)
last change: 2023-06-27 11:46:43