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EI3v2 Strategy: In-Depth Analysis

Strategy Number: #153 (153rd of 465 strategies)
Strategy Type: Multi-Condition Buy + EWO Momentum + Pump Protection
Timeframe: 5 Minutes (5m) + 1 Hour Informational Layer

I. Strategy Overview​

EI3v2 (aka EI3v2_tag_cofi_green) is a complex multi-condition buy strategy containing multiple buy signal groups (lambo2, EWO, COFI), with BTC correlation analysis and pump protection mechanisms implemented.

Key Characteristics​

FeatureDescription
Buy Conditions4 independent buy signal groups
Sell Conditions2 main sell signals + custom exit
Protection5 sets of protection parameters (cooldown, max drawdown, stoploss guard, low profit protection)
Timeframe5 minutes (main) + 1 hour (informational layer)
DependenciesTA-Lib, technical, numpy

II. Strategy Configuration Analysis​

2.1 Basic Risk Parameters​

# ROI Exit Table
minimal_roi = {
    "0": 0.99         # Immediate exit: 99% profit
}

# Stoploss Settings
stoploss = -0.10     # -10% hard stoploss

# Trailing Stop
trailing_stop = True
trailing_stop_positive = 0.001
trailing_stop_positive_offset = 0.012

2.2 Protection Parameters​

protections = [
    {"method": "CooldownPeriod", "stop_duration_candles": 5},
    {"method": "MaxDrawdown", "lookback_period_candles": 48, "trade_limit": 20, "max_allowed_drawdown": 0.2},
    {"method": "StoplossGuard", "lookback_period_candles": 24, "trade_limit": 4},
    {"method": "LowProfitPairs", "lookback_period_candles": 6, "trade_limit": 2, "required_profit": 0.02},
    {"method": "LowProfitPairs", "lookback_period_candles": 24, "trade_limit": 4, "required_profit": 0.01}
]

III. Entry Conditions Details​

3.1 lambo2 Condition​

lambo2 = (
    close < ema_14 * lambo2_ema_14_factor &  # Price below EMA14
    rsi_4 < lambo2_rsi_4_limit &            # RSI(4) low
    rsi_14 < lambo2_rsi_14_limit            # RSI(14) low
)

3.2 buy1ewo Condition​

buy1ewo = (
    rsi_fast < 35 &
    close < ma_buy * low_offset &
    EWO > ewo_high &
    rsi < rsi_buy &
    volume > 0 &
    close < ma_sell * high_offset
)

3.3 buy2ewo Condition​

buy2ewo = (
    rsi_fast < 35 &
    close < ma_buy * low_offset &
    EWO < ewo_low &          # Negative EWO
    volume > 0 &
    close < ma_sell * high_offset
)

3.4 COFI Condition​

is_cofi = (
    open < ema_8 * buy_ema_cofi &
    crossed_above(fastk, fastd) &
    fastk < buy_fastk &
    fastd < buy_fastd &
    adx > buy_adx &
    EWO > buy_ewo_high
)

3.5 Buy Prohibition Conditions​

# Pump protection
dont_buy_conditions.append(pnd_volume_warn < 0)  # Abnormal trading volume

# BTC protection
dont_buy_conditions.append(btc_rsi_8_1h < 35)    # Won't buy when BTC is oversold

IV. Exit Conditions Details​

4.1 Basic Sell Conditions​

# Condition 1: HMA50 up + price above sell point + RSI confirmation
(
    close > hma_50 &
    close > ma_sell * high_offset_2 &
    rsi > 50 &
    volume > 0 &
    rsi_fast > rsi_slow
)

# Condition 2: HMA50 down + price above sell point + momentum confirmation
(
    close < hma_50 &
    close > ma_sell * high_offset &
    volume > 0 &
    rsi_fast > rsi_slow
)

4.2 Custom Exit​

def custom_exit(...):
    # Held over 4 days and loss exceeds 4%
    if profit < -0.04 and days >= 4:
        return 'unclog'

V. Technical Indicator System​

5.1 Core Indicators​

CategoryIndicatorPurpose
TrendEMA, HMADynamic moving averages
MomentumRSI, EWOOverbought/oversold confirmation
Money FlowStochasticStochastic indicator
Trend StrengthADXTrend strength
ProtectionPump/Dump DetectionAbnormal volatility filtering

VI. Risk Management Features​

6.1 Five-Layer Protection Mechanism​

  1. Cooldown: Wait 5 candles after a trade
  2. Max Drawdown: Stop after 20% drawdown within 48 candles
  3. Stoploss Guard: Max 4 trades within 24 candles
  4. Low Profit Protection: 2 trades within 6 candles require 2% profit
  5. BTC Correlation: Prohibit buying when BTC RSI < 35

6.2 Pump Protection Mechanism​

# 36-hour trading volume anomaly detection
volume_change_percentage = volume_mean_long / volume_mean_base
pnd_volume_warn = volume_mean_short / volume_mean_long > 5.0

VII. Strategy Pros & Cons​

✅ Pros​

  1. Multi-condition buy: 4 types of buy signals, adapting to different markets
  2. Complete protection: 5-layer protection preventing consecutive losses
  3. BTC correlation: Avoids bottom-fishing when the overall market is falling
  4. Pump protection: Avoids buying coins that are being "pumped"

⚠️ Cons​

  1. Complex conditions: Signal trigger frequency may be low
  2. Many parameters: Requires careful optimization

VIII. Applicable Scenarios​

Market EnvironmentRecommended ConfigNotes
Bouncemarket conditionsEnable EWO conditionsBottom-fishing tool
Oscillating marketEnable lambo2 conditionsRSI oversold bounce
Falling marketDisable buysBTC protection auto-blocks
High volatilityEnable pump protectionAvoid getting cut

IX. Applicable Market Environments in Detail​

9.1 Core Strategy Logic​

  • Multi-condition filtering: All 4 conditions must be met to buy
  • Protection priority: 5 layers prevent consecutive losses
  • BTC correlation: Don't buy when market is weak

9.2 Performance in Different Market Environments​

Market TypeRatingAnalysis
Bouncemarket conditions★★★★★EWO condition catches bounces masterfully
Oscillating market★★★★☆lambo2 + RSI can catch some bounces
Falling market★☆☆☆☆BTC protection auto-blocks

X. Important Notes: The Cost of Complexity​

10.1 Signal Frequency​

All 4 buy conditions being satisfied simultaneously is rare — the strategy may not trade for a very long time.

10.2 Hardware Requirements​

The strategy has moderate computational load:

Number of PairsMin RAMRecommended RAM
10-20 pairs2GB4GB
40+ pairs4GB8GB

XI. Summary​

EI3v2 is a multi-condition strategy with comprehensive protection mechanisms, suitable for traders who prioritize signal quality. Its core value lies in:

  1. Multi-condition filtering reduces fake signals
  2. 5-layer protection prevents consecutive losses
  3. BTC correlation and pump protection avoid getting cut

Recommendation: Use only after fully understanding the strategy logic. Prevent overfitting.