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X5: add global protection rule (Long).
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iterativv committed Feb 6, 2025
1 parent a057ad4 commit f504fca
Showing 1 changed file with 26 additions and 1 deletion.
27 changes: 26 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 "v15.1.364"
return "v15.1.365"

stoploss = -0.99

Expand Down Expand Up @@ -7897,6 +7897,31 @@ def populate_indicators(self, df: DataFrame, metadata: dict) -> DataFrame:
| (df["RSI_14_1d"] < 35.0)
| (df["ROC_9_1d"] > -20.0)
)
# 15m & 1h & 4h & 1d down move, 15m & 1h & 4h & 1d still not low enough, drop in last 30d
& (
(df["RSI_3_15m"] > 25.0)
| (df["RSI_3_1h"] > 45.0)
| (df["RSI_3_4h"] > 45.0)
| (df["RSI_3_1d"] > 45.0)
| (df["RSI_14_15m"] < 20.0)
| ((df["AROONU_14_15m"] == 0.0) & (df["AROOND_14_15m"] == 100.0))
| (df["UO_7_14_28_15m"] < 30.0)
| (df["CCI_20_15m"] < -350.0)
| (df["RSI_14_1h"] < 20.0)
| ((df["AROONU_14_1h"] == 0.0) & (df["AROOND_14_1h"] == 100.0))
| (df["UO_7_14_28_1h"] < 35.0)
| (df["OBV_1h"] > df["OBV_1h"].shift(36))
| (df["CCI_20_1h"] < -350.0)
| (df["STOCHRSIk_14_14_3_3_1h"] < 10.0)
| (df["RSI_14_4h"] < 20.0)
| ((df["AROONU_14_4h"] == 0.0) & (df["AROOND_14_4h"] == 100.0))
| (df["UO_7_14_28_4h"] < 40.0)
| (df["OBV_4h"] > df["OBV_4h"].shift(144))
| (df["CCI_20_4h"] < -150.0)
| (df["STOCHRSIk_14_14_3_3_4h"] < 20.0)
| (df["RSI_14_1d"] < 30.0)
| (df["close"] > (df["high_max_30_1d"] * 0.55))
)
# 15m & 1h & 1d down move, 15m & 1h still not low enough, 4h still high, 1d still not low enough & downtrend
& (
(df["RSI_3_15m"] > 25.0)
Expand Down

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