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X5: add global protection rule (Long).
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iterativv committed Dec 10, 2024
1 parent ae1bc44 commit 8e17d26
Showing 1 changed file with 16 additions and 1 deletion.
17 changes: 16 additions & 1 deletion NostalgiaForInfinityX5.py
Original file line number Diff line number Diff line change
Expand Up @@ -67,7 +67,7 @@ class NostalgiaForInfinityX5(IStrategy):
INTERFACE_VERSION = 3

def version(self) -> str:
return "v15.1.270"
return "v15.1.271"

stoploss = -0.99

Expand Down Expand Up @@ -3063,6 +3063,21 @@ def populate_indicators(self, df: DataFrame, metadata: dict) -> DataFrame:
| (df["AROONU_14_1d"] < 75.0)
| (df["STOCHk_14_3_3_1d"] < 50.0)
)
# 15m & 4h down move, 15m & 1h & 4h still not low enough, 1d still high & overbought
& (
(df["RSI_3_15m"] > 15.0)
| (df["RSI_3_4h"] > 40.0)
| (df["RSI_14_15m"] < 35.0)
| (df["AROONU_14_15m"] < 25.0)
| (df["STOCHRSIk_14_14_3_3_15m"] < 20.0)
| (df["RSI_14_1h"] < 40.0)
| (df["STOCHRSIk_14_14_3_3_1h"] < 30.0)
| (df["RSI_14_4h"] < 40.0)
| (df["AROONU_14_4h"] < 25.0)
| (df["RSI_14_1d"] < 60.0)
| (df["AROONU_14_1d"] < 75.0)
| (df["ROC_9_1d"] < 30.0)
)
# 15m & 1h & 4h down move, 15m still not low enough, 4h & 1d still high
& (
(df["RSI_3_15m"] > 20.0)
Expand Down

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