Analysis of OHLCV (Open, High, Low, Close, Volume and Indicators) data is performed to explore market behavior, price action, and volume trends. This section is a work in progress and will include various visualizations and statistical summaries of historical price data.
This repository includes an automated analysis of trading strategies sourced from Strat.Ninja. A large number of public strategies have been downloaded and processed (private strategies are excluded). The analysis extracts metadata and code features for each strategy, enabling further research and comparison.
The main analysis produces a dataframe (see strategies_metadata.ndjson) where each row represents a strategy and columns include:
strategy: Name of the strategyscope: Public/Privatemode: Spot or Futuresdca: Whether DCA (Dollar Cost Averaging) is usedtimeframe: Main trading timeframe (e.g., 5m, 1h)failed: Failure status (if any)bias: Bias status (e.g., unbiased, lookahead bias)stalled: Stalled status (if any)leverage: Leverage used (if any)short: Whether shorting is supportedprofit: Average profit metric (from Strat.Ninja overview)stoploss: Stoploss value- Indicator columns: Each indicator used by the strategy (e.g.,
rsi,ema_50,macd, etc.) is represented as a column with value 1 if present
This structure allows for correlation analysis, feature importance, and filtering strategies by their properties or indicators used.
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