From 367b7b55ce47bd1eb62f47e2664d2c1ebe050e8d Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 19 Oct 2019 14:11:38 +0200 Subject: [PATCH] The strategy should use rolling volume, not absolute mean --- user_data/strategies/Strategy005.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/user_data/strategies/Strategy005.py b/user_data/strategies/Strategy005.py index 3fee2c8..948e68d 100644 --- a/user_data/strategies/Strategy005.py +++ b/user_data/strategies/Strategy005.py @@ -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) &