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NostalgiaForInfinityV7_SMAv2_1 — Strategy Analysis

Strategy ID: #308 (out of 465 strategies)
Strategy Type: Multi-Condition Trend Following + Multi-Layer Protection + Dynamic Profit-Taking
Timeframe: 5 minutes (5m) + 1 hour (1h)


I. Strategy Overview

NostalgiaForInfinityV7_SMAv2_1 is the SMA variant version of NostalgiaForInfinityV7. A multi-dimensional technical indicator combination quantitative trading strategy developed by the iterativ team for the Freqtrade platform.

Core Features

FeatureDescription
Buy Conditions26 independent signals
Sell Conditions8 base + 12-level custom_sell + 36 dynamic exit scenarios
Protection26 groups (EMA trend, SMA direction, Safe Dips, Safe Pump)
TimeframeMain: 5m, Informative: 1h
Dependenciesqtpylib, talib, technical (zema), numpy, pandas

II. Buy Conditions (26 Total)

CategoryConditionsCore Logic
RSI/MFI Oversold1, 2, 8, 20, 21RSI/MFI low points with trend protection
Bollinger Band3, 4, 5, 6, 14, 15, 18, 22, 23Price at BB lower band
EMA Deviation5, 6, 7, 14, 15EMA26 > EMA12 with sufficient gap
EWO12, 13, 16, 17, 22, 23Elliott Wave Oscillator signals
SMA Deviation9, 10, 11, 12, 13, 16, 17Price deviates from SMA
Trend Shift19, 24CMF/EMA trend reversal
Extreme Values20, 21, 26RSI extremes or ZEMA lows

III. Protection Mechanisms

Each of the 26 conditions has independent protection parameters:

ProtectionDescription
ema_fastFast EMA > EMA200
ema_slow (1h)1h EMA > EMA200_1h
close_above_ema_fastClose > fast EMA
sma200_risingSMA200 rising (multiple period options)
safe_dips11 levels (10–110)
safe_pump12 levels × 3 time windows (24h/36h/48h)

IV. Sell Logic

4.1 Custom Sell (12-Level)

Profit RangeRSI ThresholdSignal Prefix
> 20%< 34signal_profit_11
10%–12%< 42signal_profit_10
5%–6%< 43signal_profit_5
1%–2%< 35signal_profit_1

4.2 Below EMA200 (12-Level)

More aggressive when price < EMA200.

4.3 Pump After (3 × 5 Levels)

Dedicated parameters for coins that surged 24h/36h/48h.

4.4 Trailing Stops

3 sets with profit range, RSI range, and drawdown thresholds.

4.5 Special Scenarios

  • SMA Downtrend Exit
  • EMA100 Below Exit
  • Recovery Exit (from max loss)
  • Long Holding Exit (> 900 min)

4.6 ATR Dynamic Stop Loss

4 levels of ATR-based stop loss thresholds.


V. Strategy Pros & Cons

✅ Advantages

  • Highly modular (26 conditions independently switchable)
  • Multi-layer protection per condition
  • Flexible profit-taking (12-level + trailing + scenarios)
  • Dual timeframe verification (5m signal + 1h trend)
  • Rich indicator system (10+ indicators)

⚠️ Limitations

  • 400+ parameters — high optimization difficulty
  • High computation (400 candles startup)
  • Overfitting risk
  • Configuration complexity
  • Backtest/live gap

VI. Summary

NostalgiaForInfinityV7_SMAv2_1 is a "would rather miss than do wrong" conservative strategy. Comprehensive for experienced quants; may overwhelm beginners. Start with small capital testing before scaling up.