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The strategy in the provided code is called "wtc" (Weighted Triple Cross). Here's a short description of what the strategy does:
The strategy calculates various indicators based on the input dataframe, which contains price data. It uses the high, low, and close prices to calculate the average price (ap).
It then calculates the Exponential Moving Average (EMA) of ap with a period of 10, which is stored as esa.
Next, it calculates the difference between ap and esa, takes the absolute value, and calculates another EMA of this difference with a period of 10, stored as d.
Using these values, it calculates ci (ap - esa divided by 0.0015 * d). Another EMA is calculated on ci with a period of 21, stored as tci. The strategy also calculates two additional indicators, wt1 and wt2. wt1 is equal to tci, and wt2 is the Simple Moving Average (SMA) of wt1 with a window size of 4. The strategy then applies the Stochastic Oscillator (STOCH) indicator to the input dataframe with a period of 14, extracting the 'slowk' values. Afterwards, the strategy performs data scaling on the 'slowk' values to normalize them using MinMaxScaler. The scaled values are then stored back in the dataframe. The 'def' column is calculated as the difference between 'slowk' and 'wt1'. If any exception occurs during the calculations, the strategy assigns default values of 0, 10, 100, and 1000 to 'wt1', 'wt2', 'def', and 'slowk', respectively. The strategy also has methods to populate buy and sell signals based on certain conditions. In the populate_buy_trend method, the strategy sets the 'buy' column to 1 when the following conditions are met: 'wt1' crosses above 'wt2' 'wt1' is between the specified 'buy_min0' and 'buy_max0' values 'slowk' is between the specified 'buy_min1' and 'buy_max1' values 'def' is between the specified 'buy_min' and 'buy_max' values Similarly, in the populate_sell_trend method, the strategy sets the 'sell' column to 1 when the following conditions are met: 'wt1' crosses below 'wt2' 'wt1' is between the specified 'sell_min0' and 'sell_max0' values 'slowk' is between the specified 'sell_min1' and 'sell_max1' values 'def' is between the specified 'sell_min' and 'sell_max' values Overall, the strategy uses weighted moving averages, Stochastic Oscillator, and specific threshold ranges to generate buy and sell signals based on the calculated indicators and their interactions.
It then calculates the Exponential Moving Average (EMA) of ap with a period of 10, which is stored as esa.
Next, it calculates the difference between ap and esa, takes the absolute value, and calculates another EMA of this difference with a period of 10, stored as d.
Using these values, it calculates ci (ap - esa divided by 0.0015 * d). Another EMA is calculated on ci with a period of 21, stored as tci. The strategy also calculates two additional indicators, wt1 and wt2. wt1 is equal to tci, and wt2 is the Simple Moving Average (SMA) of wt1 with a window size of 4. The strategy then applies the Stochastic Oscillator (STOCH) indicator to the input dataframe with a period of 14, extracting the 'slowk' values. Afterwards, the strategy performs data scaling on the 'slowk' values to normalize them using MinMaxScaler. The scaled values are then stored back in the dataframe. The 'def' column is calculated as the difference between 'slowk' and 'wt1'. If any exception occurs during the calculations, the strategy assigns default values of 0, 10, 100, and 1000 to 'wt1', 'wt2', 'def', and 'slowk', respectively. The strategy also has methods to populate buy and sell signals based on certain conditions. In the populate_buy_trend method, the strategy sets the 'buy' column to 1 when the following conditions are met: 'wt1' crosses above 'wt2' 'wt1' is between the specified 'buy_min0' and 'buy_max0' values 'slowk' is between the specified 'buy_min1' and 'buy_max1' values 'def' is between the specified 'buy_min' and 'buy_max' values Similarly, in the populate_sell_trend method, the strategy sets the 'sell' column to 1 when the following conditions are met: 'wt1' crosses below 'wt2' 'wt1' is between the specified 'sell_min0' and 'sell_max0' values 'slowk' is between the specified 'sell_min1' and 'sell_max1' values 'def' is between the specified 'sell_min' and 'sell_max' values Overall, the strategy uses weighted moving averages, Stochastic Oscillator, and specific threshold ranges to generate buy and sell signals based on the calculated indicators and their interactions.
stoploss: -0.128 timeframe: 30m hash(sha256): 2c6eb18b23ddf6f1e2b301df3a49d7a5de7e661f3726164f451cb429d716c3f5
Was not able to fetch indicators from Strategyfile.
last change: 2022-07-02 19:54:08