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X5: add global protection rule (Long).
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iterativv committed Jan 24, 2025
1 parent a11829d commit 94e6490
Showing 1 changed file with 18 additions and 0 deletions.
18 changes: 18 additions & 0 deletions NostalgiaForInfinityX5.py
Original file line number Diff line number Diff line change
Expand Up @@ -4410,6 +4410,24 @@ def populate_indicators(self, df: DataFrame, metadata: dict) -> DataFrame:
| (df["AROONU_14_1d"] < 75.0)
| (df["ROC_9_1d"] < 100.0)
)
# 15m & 1h down move, 15m still not low enough, 1h still high, 4h high, 1d high & overbought
& (
(df["RSI_3_15m"] > 35.0)
| (df["RSI_3_1h"] > 60.0)
| (df["RSI_14_15m"] < 30.0)
| (df["CCI_20_15m"] < -250.0)
| (df["RSI_14_1h"] < 60.0)
| (df["AROONU_14_1h"] < 50.0)
| (df["CCI_20_1h"] < -100.0)
| (df["RSI_14_4h"] < 70.0)
| (df["AROONU_14_4h"] < 75.0)
| (df["CCI_20_4h"] < 100.0)
| (df["STOCHRSIk_14_14_3_3_4h"] < 70.0)
| (df["RSI_14_1d"] < 70.0)
| (df["AROONU_14_1d"] < 75.0)
| (df["STOCHRSIk_14_14_3_3_1d"] < 70.0)
| (df["ROC_9_1d"] < 250.0)
)
# 15m & 1h down move, 15m still not low enough, 1h & 4h still high, 1d still high & overbought
& (
(df["RSI_3_15m"] > 35.0)
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