The strategy should use rolling volume, not absolute mean

2019-10-19 14:11:38 +02:00
parent 8d2717e73e
commit 367b7b55ce
1 changed files with 1 additions and 1 deletions
@@ -124,7 +124,7 @@ class Strategy005(IStrategy):
            # Prod
            (
                (dataframe['close'] > 0.00000200) &
-                (dataframe['volume'] > dataframe['volume'].mean() * 4) &
+                (dataframe['volume'] > dataframe['volume'].rolling(200).mean() * 4) &
                (dataframe['close'] < dataframe['sma']) &
                (dataframe['fastd'] > dataframe['fastk']) &
                (dataframe['rsi'] > 0) &