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The strategy implemented in the provided code is called VWAP (Volume Weighted Average Price) bands. Here is a short description of what the strategy does:
It calculates the VWAP (Volume Weighted Average Price) using a specified window size. It calculates the lower and upper bands around the VWAP based on a specified number of standard deviations.
It calculates the percentage change of the current close price from the maximum open price within a specified length.
It calculates the Commodity Trend Index (CTI) using the close price with a length of 20.
It calculates the Relative Strength Index (RSI) with different time periods (14, 84, and 112). In the buy signal conditions: The close price should be below the lower VWAP band. The percentage change from the maximum open price should be greater than 4%. The CTI should be less than -0.8. The RSI should be less than 35. The RSI with time periods of 84 and 112 should be less than 60. The volume should be greater than 0. In the sell signal conditions, there are no specific conditions mentioned in the code. The strategy aims to identify potential buying opportunities based on deviations from the VWAP, percentage changes, CTI, and RSI indicators. However, it's important to note that the provided code only defines the conditions for generating buy and sell signals, and the actual execution and implementation of the strategy may require additional code and considerations.
It calculates the percentage change of the current close price from the maximum open price within a specified length.
It calculates the Commodity Trend Index (CTI) using the close price with a length of 20.
It calculates the Relative Strength Index (RSI) with different time periods (14, 84, and 112). In the buy signal conditions: The close price should be below the lower VWAP band. The percentage change from the maximum open price should be greater than 4%. The CTI should be less than -0.8. The RSI should be less than 35. The RSI with time periods of 84 and 112 should be less than 60. The volume should be greater than 0. In the sell signal conditions, there are no specific conditions mentioned in the code. The strategy aims to identify potential buying opportunities based on deviations from the VWAP, percentage changes, CTI, and RSI indicators. However, it's important to note that the provided code only defines the conditions for generating buy and sell signals, and the actual execution and implementation of the strategy may require additional code and considerations.
Traceback (most recent call last): File "/freqtrade/freqtrade/main.py", line 42, in main return_code = args['func'](args) ^^^^^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/commands/optimize_commands.py", line 58, in start_backtesting backtesting.start() File "/freqtrade/freqtrade/optimize/backtesting.py", line 1374, in start min_date, max_date = self.backtest_one_strategy(strat, data, timerange) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/optimize/backtesting.py", line 1291, in backtest_one_strategy preprocessed = self.strategy.advise_all_indicators(data) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/strategy/interface.py", line 1335, in advise_all_indicators return {pair: self.advise_indicators(pair_data.copy(), {'pair': pair}).copy() ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/strategy/interface.py", line 1335, inreturn {pair: self.advise_indicators(pair_data.copy(), {'pair': pair}).copy() ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/freqtrade/strategy/interface.py", line 1367, in advise_indicators return self.populate_indicators(dataframe, metadata) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/freqtrade/user_data/strategies/vwap.py", line 70, in populate_indicators df_res = resample_to_interval(dataframe.resample(f'{minutes}min')) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/home/ftuser/.local/lib/python3.11/site-packages/pandas/core/frame.py", line 10994, in resample return super().resample( ^^^^^^^^^^^^^^^^^ File "/home/ftuser/.local/lib/python3.11/site-packages/pandas/core/generic.py", line 8888, in resample return get_resampler( ^^^^^^^^^^^^^^ File "/home/ftuser/.local/lib/python3.11/site-packages/pandas/core/resample.py", line 1523, in get_resampler return tg._get_resampler(obj, kind=kind) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/home/ftuser/.local/lib/python3.11/site-packages/pandas/core/resample.py", line 1713, in _get_resampler raise TypeError( TypeError: Only valid with DatetimeIndex, TimedeltaIndex or PeriodIndex, but got an instance of 'RangeIndex'
stoploss: -0.12 timeframe: 1m hash(sha256): 8efd23f4e0a2d678e1ce31aeb0708ff13cc2dcad47d14a3e602ca1956fc6fd6f indicators: high volume Typical_Price rsi Typical_Volume DEV low vwapday vwap r_vwap
No similar strategies found. (based on used indicators)
last change: 2024-01-20 13:55:24