⚡️ Weighted Signal: PVT - Price Volume Trend

user_data/Total-Average-Signal-Importance-Report.log

@@ -0,0 +1,52 @@
+Signal importance report
+--------------------------------------------------------------------
+Stake currency:                      USDT
+
+Total Overall Signal Importance:
+--------------------------------------------------------------------
+                                      avg |   down |   side |     up
+adx_strong_up_down:                53.17% |  46.5% |  50.0% |  63.0%
+bollinger_bands:                   32.67% |  15.5% |  20.0% |  62.5%
+ema_long_golden_death_cross:        43.5% |  67.5% |  49.5% |  13.5%
+ema_short_golden_death_cross:      43.17% |  30.0% |  35.5% |  64.0%
+macd:                              32.83% |  10.0% |  25.0% |  63.5%
+rsi:                                52.5% |  46.5% |  50.0% |  61.0%
+sma_long_golden_death_cross:       43.17% |  63.0% |  42.5% |  24.0%
+sma_short_golden_death_cross:       40.5% |  59.5% |  14.5% |  47.5%
+vwap_cross:                         67.0% |  70.0% |  76.0% |  55.0%
+pvt_cross:                         30.83% |  77.5% |  11.0% |   4.0%
+
+Total Overall Buy Signal Importance:
+--------------------------------------------------------------------
+                                      avg |   down |   side |     up
+adx_strong_up:                     91.33% |  93.0% | 100.0% |  81.0%
+bollinger_bands:                   30.67% |   0.0% |   0.0% |  92.0%
+ema_long_golden_cross:              16.0% |  35.0% |  13.0% |   0.0%
+ema_short_golden_cross:            46.33% |  48.0% |  20.0% |  71.0%
+macd:                              19.33% |  20.0% |  11.0% |  27.0%
+rsi:                                55.0% |  47.0% |  45.0% |  73.0%
+sma_long_golden_cross:             49.33% |  74.0% |  26.0% |  48.0%
+sma_short_golden_cross:            51.33% | 100.0% |  29.0% |  25.0%
+vwap_cross:                        90.33% | 100.0% |  71.0% | 100.0%
+pvt_cross:                         28.67% |  64.0% |  22.0% |   0.0%
+
+Total Overall Sell Signal Importance:
+--------------------------------------------------------------------
+                                      avg |   down |   side |     up
+adx_strong_down:                    15.0% |   0.0% |   0.0% |  45.0%
+bollinger_bands:                   34.67% |  31.0% |  40.0% |  33.0%
+ema_long_death_cross:               71.0% | 100.0% |  86.0% |  27.0%
+ema_short_death_cross:              40.0% |  12.0% |  51.0% |  57.0%
+macd:                              46.33% |   0.0% |  39.0% | 100.0%
+rsi:                                50.0% |  46.0% |  55.0% |  49.0%
+sma_long_death_cross:               37.0% |  52.0% |  59.0% |   0.0%
+sma_short_death_cross:             29.67% |  19.0% |   0.0% |  70.0%
+vwap_cross:                        43.67% |  40.0% |  81.0% |  10.0%
+pvt_cross:                          33.0% |  91.0% |   0.0% |   8.0%
+
+Losing Open Trade Sell Unclogger:
+--------------------------------------------------------------------
+
+minimal_losing_trade_duration_minutes:           36
+minimal_losing_trades_open:                       4
+trend_lookback_candles_window:                   24

user_data/mgm-config.json

@@ -21,7 +21,7 @@
             "max_trend_total_signal_needed_candles_lookback_window_value": 6,
             "search_threshold_weighted_signal_values": 10,
             "search_threshold_trend_total_signal_needed_candles_lookback_window_value": 1,
-            "number_of_weighted_signals": 9
+            "number_of_weighted_signals": 10
         },
         "stoploss_spaces": {
             "stoploss_min_value": -0.02,

user_data/mgm_tools/Total-Overall-Signal-Importance-Calculator.py

@@ -13,7 +13,7 @@ class TotalOverallSignalImportanceCalculator:
     -----------------------------------------------------------------
     First do 1 or 2 HyperOpt Runs and extract your results to a 'mgm-config-hyperopt.json'
 
-    Then execute: 
+    Then execute:
     `python ./user_data/mgm_tools/Total-Overall-Signal-Importance-Calculator.py` from your favorite terminal / CLI
     to calculate the overall importance of the signals being used. The higher the score of a signal the better!
     """
@@ -73,7 +73,8 @@ def initialize_weighted_buy_signal_names():
         'rsi',
         'sma_long_golden_cross',
         'sma_short_golden_cross',
-        'vwap_cross'
+        'vwap_cross',
+        'pvt_cross'
     ]
 
 
@@ -87,7 +88,8 @@ def initialize_weighted_sell_signal_names():
         'rsi',
         'sma_long_death_cross',
         'sma_short_death_cross',
-        'vwap_cross'
+        'vwap_cross',
+        'pvt_cross'
     ]
 
 
@@ -101,7 +103,8 @@ def initialize_combined_weighted_signal_names():
         'rsi': ['rsi'],
         'sma_long_golden_death_cross': ['sma_long_golden_cross', 'sma_long_death_cross'],
         'sma_short_golden_death_cross': ['sma_short_golden_cross', 'sma_short_death_cross'],
-        'vwap_cross': ['vwap_cross']
+        'vwap_cross': ['vwap_cross'],
+        'pvt_cross': ['pvt_cross']
     }
 
 

user_data/strategies/MoniGoManiHyperStrategy.py

@@ -30,7 +30,9 @@
     # Weighted Buy Signal: SMA short term Golden Cross (Short term SMA crosses above Medium term SMA)
     'sma_short_golden_cross': lambda df: (qtpylib.crossed_above(df['sma9'], df['sma50'])),
     # Weighted Sell Signal: VWAP crosses above current price
-    'vwap_cross': lambda df: (qtpylib.crossed_above(df['vwap'], df['close']))
+    'vwap_cross': lambda df: (qtpylib.crossed_above(df['vwap'], df['close'])),
+    # Weighted Buy Signal: PVT crosses above PVT_SMA (Price and volume increase)
+    'pvt_cross': lambda df: (qtpylib.crossed_above(df['pvt'], df['pvt_sma']))
 }
 
 # Define the Weighted Sell Signals to be used by MGM
@@ -52,7 +54,9 @@
     # Weighted Sell Signal: SMA short term Death Cross (Short term SMA crosses below Medium term SMA)
     'sma_short_death_cross': lambda df: (qtpylib.crossed_below(df['sma9'], df['sma50'])),
     # Weighted Sell Signal: VWAP crosses below current price
-    'vwap_cross': lambda df: (qtpylib.crossed_below(df['vwap'], df['close']))
+    'vwap_cross': lambda df: (qtpylib.crossed_below(df['vwap'], df['close'])),
+    # Weighted Sell Signal: PVT crosses below PVT_SMA
+    'pvt_cross': lambda df: (qtpylib.crossed_below(df['pvt'], df['pvt_sma']))
 }
 
 # Returns the method responsible for decorating the current class with all the parameters of the MGM
@@ -118,6 +122,10 @@ class MoniGoManiHyperStrategy(MasterMoniGoManiHyperStrategy):
             },
             'RSI (Relative Strength Index)': {
                 'rsi': {'color': '#7fba3c'}
+            },
+            'PVT (Price Volume Trend)': {
+                'pvt': {'color': '#19038a'},
+                'pvt_sma': {'color': '#ae231c'}
             }
         }
     }
@@ -183,6 +191,10 @@ def do_populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFr
         # VWAP - Volume Weighted Average Price
         dataframe['vwap'] = qtpylib.vwap(dataframe)
 
+        # PVT - Price Volume Trend
+        dataframe['pvt'] = qtpylib.pvt(dataframe)
+        dataframe['pvt_sma'] = ta.SMA(qtpylib.pvt(dataframe), timeperiod=21)
+
         return dataframe
 
     def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: