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X5: add global protection rule (Long).
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iterativv committed Jan 30, 2025
1 parent dcc57da commit 7539aa0
Showing 1 changed file with 20 additions and 0 deletions.
20 changes: 20 additions & 0 deletions NostalgiaForInfinityX5.py
Original file line number Diff line number Diff line change
Expand Up @@ -5549,6 +5549,26 @@ def populate_indicators(self, df: DataFrame, metadata: dict) -> DataFrame:
| (df["STOCHRSIk_14_14_3_3_1d"] < 80.0)
| (df["ROC_9_1d"] < 50.0)
)
# 1d P&D, 15m & 1h & 4h down move, 15m & 1h & 4h still not low enough, 1d still high & overbought
& (
(df["change_pct_1d"] > -5.0)
| (df["change_pct_1d"].shift(288) < 20.0)
| (df["RSI_3_15m"] > 35.0)
| (df["RSI_3_1h"] > 20.0)
| (df["RSI_3_4h"] > 50.0)
| (df["RSI_14_15m"] < 15.0)
| (df["MFI_14_1h"] < 10.0)
| (df["CCI_20_15m"] < -350.0)
| (df["RSI_14_1h"] < 25.0)
| (df["CCI_20_1h"] < -300.0)
| (df["RSI_14_4h"] < 35.0)
| (df["MFI_14_4h"] < 40.0)
| (df["CCI_20_4h"] < -200.0)
| (df["RSI_14_1d"] < 50.0)
| (df["AROONU_14_1d"] < 75.0)
| (df["STOCHRSIk_14_14_3_3_1d"] < 40.0)
| (df["ROC_9_1d"] < 30.0)
)
# 1d P&D, 15m & 1h & 4h down move, 15m & 1h & 4h still now low enough, 1d high & overbought
& (
(df["change_pct_1d"] > -5.0)
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