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X5: add global protection rule (Long).
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iterativv committed Dec 22, 2024
1 parent 37a5b88 commit dd78b95
Showing 1 changed file with 16 additions and 0 deletions.
16 changes: 16 additions & 0 deletions NostalgiaForInfinityX5.py
Original file line number Diff line number Diff line change
Expand Up @@ -4996,6 +4996,22 @@ def populate_indicators(self, df: DataFrame, metadata: dict) -> DataFrame:
| (df["RSI_14_1d"] < 20.0)
| (df["ROC_9_1d"] > -20.0)
)
# 15m & 1h & 4h & 1d down move, 15m & 1h strong downtrend & not low enough, 4h & 1d still not low enough
& (
(df["RSI_3_15m"] > 5.0)
| (df["RSI_3_1h"] > 5.0)
| (df["RSI_3_4h"] > 10.0)
| (df["RSI_3_1d"] > 40.0)
| (df["CMF_20_15m"] > -0.20)
| (df["CCI_20_15m"] < -450.0)
| (df["RSI_14_1h"] < 10.0)
| (df["CMF_20_1h"] > -0.20)
| (df["CCI_20_1h"] < -350.0)
| (df["RSI_14_4h"] < 10.0)
| (df["CCI_20_4h"] < -300.0)
| (df["RSI_14_1d"] < 35.0)
| (df["STOCHRSIk_14_14_3_3_1d"] < 20.0)
)
# 15m & 1h & 4h & 1d down move, 15m & 1h & 4h still not low enough enough, 1d still not low enough & downtrend
& (
(df["RSI_3_15m"] > 5.0)
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