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X5: add global protection rule (Long).
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iterativv committed Nov 26, 2024
1 parent 880bf91 commit 7369541
Showing 1 changed file with 14 additions and 0 deletions.
14 changes: 14 additions & 0 deletions NostalgiaForInfinityX5.py
Original file line number Diff line number Diff line change
Expand Up @@ -3141,6 +3141,20 @@ def populate_indicators(self, df: DataFrame, metadata: dict) -> DataFrame:
| (df["STOCHRSIk_14_14_3_3_1d"] < 50.0)
| (df["ROC_9_1d"] < 50.0)
)
# 15m & 1h & 4h down move, 15m still not low enough, 1h & 4h still high, 1d high & overbought
& (
(df["RSI_3_15m"] > 25.0)
| (df["RSI_3_1h"] > 60.0)
| (df["RSI_3_4h"] > 60.0)
| (df["RSI_14_15m"] < 35.0)
| (df["RSI_14_1h"] < 40.0)
| (df["AROONU_14_1h"] < 50.0)
| (df["STOCHk_14_3_3_1h"] < 40.0)
| (df["STOCHRSIk_14_14_3_3_1h"] < 40.0)
| (df["RSI_14_4h"] < 50.0)
| (df["RSI_14_1d"] < 80.0)
| (df["ROC_9_1d"] < 80.0)
)
# 15m down move, 15m & 1h still high, 4h high & overbought, 1d high
& (
(df["RSI_3_15m"] > 25.0)
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