X5: add global protection rule (Long).

iterativv · Dec 28, 2024 · ae9dbfe · ae9dbfe
1 parent 4dd4952
commit ae9dbfe
Showing 1 changed file with 18 additions and 0 deletions.
diff --git a/NostalgiaForInfinityX5.py b/NostalgiaForInfinityX5.py
@@ -3418,6 +3418,24 @@ def populate_indicators(self, df: DataFrame, metadata: dict) -> DataFrame:
         | (df["STOCHRSIk_14_14_3_3_1d"] < 80.0)
         | (df["ROC_9_1d"] < 20.0)
       )
+      # 15m & 1h & 4h down move, 15m & 1h still not low enough, 4h stil high, 1d still high & overbought
+      & (
+        (df["RSI_3_15m"] > 20.0)
+        | (df["RSI_3_1h"] > 40.0)
+        | (df["RSI_3_4h"] > 60.0)
+        | (df["RSI_14_15m"] < 35.0)
+        | (df["CCI_20_15m"] < -200.0)
+        | (df["RSI_14_1h"] < 40.0)
+        | (df["AROONU_14_1h"] < 75.0)
+        | (df["CCI_20_1h"] < -200.0)
+        | (df["STOCHRSIk_14_14_3_3_1h"] < 20.0)
+        | (df["RSI_14_4h"] < 60.0)
+        | (df["CCI_20_4h"] < -0.0)
+        | (df["STOCHRSIk_14_14_3_3_4h"] < 50.0)
+        | (df["RSI_14_1d"] < 70.0)
+        | (df["AROONU_14_1d"] < 75.0)
+        | (df["ROC_9_1d"] < 25.0)
+      )
       # 15m & 1h & 4h down move, 15m & 1h & 4h still not low enough, 1d still high & overbought
       & (
         (df["RSI_3_15m"] > 25.0)