The given code represents a trading strategy implemented as a class called "TS" (which likely stands for "Trend Strategy"). Here's a brief description of what this strategy does:
The strategy uses two Exponential Moving Averages (EMAs), one for buying and one for selling. It also incorporates MACD (Moving Average Convergence Divergence) indicator for additional confirmation.
The strategy consists of three main functions: populate_indicators, populate_buy_trend, and populate_sell_trend.
populate_indicators: Calculates the EMAs (ema_buy and ema_sell) based on the specified time periods (timeperiod_buy_value and timeperiod_sell_value) using the ta.EMA function.
If the strategy has an "informative" data provider (self.dp), it retrieves an informative pair and timeframe from it. Calculates the MACD indicator for the informative data using ta.MACD. Creates a new column in the main dataframe called "macd" that stores the MACD histogram values from the informative data. Merges the "macd" column from the informative data into the main dataframe, ensuring alignment based on the "date" column. Fills any missing values in the "macd" column with the previous non-null value using ffill. Returns the modified dataframe. populate_buy_trend: Determines the buy signals based on specific conditions: The close price crosses above the "ema_buy" line. The MACD histogram value is true (greater than its previous value). The volume is greater than zero. Sets the "buy" column in the dataframe to 1 for the identified buy signals. Returns the modified dataframe. populate_sell_trend: Determines the sell signals based on the condition: The close price crosses below the "ema_sell" line. The volume is greater than zero. Sets the "sell" column in the dataframe to 1 for the identified sell signals. Returns the modified dataframe. Overall, this strategy combines EMAs and MACD to generate buy and sell signals based on price and volume conditions. The populate_indicators function calculates the necessary indicators, while populate_buy_trend and populate_sell_trend determine the specific conditions for executing trades.
The strategy consists of three main functions: populate_indicators, populate_buy_trend, and populate_sell_trend.
populate_indicators: Calculates the EMAs (ema_buy and ema_sell) based on the specified time periods (timeperiod_buy_value and timeperiod_sell_value) using the ta.EMA function.
If the strategy has an "informative" data provider (self.dp), it retrieves an informative pair and timeframe from it. Calculates the MACD indicator for the informative data using ta.MACD. Creates a new column in the main dataframe called "macd" that stores the MACD histogram values from the informative data. Merges the "macd" column from the informative data into the main dataframe, ensuring alignment based on the "date" column. Fills any missing values in the "macd" column with the previous non-null value using ffill. Returns the modified dataframe. populate_buy_trend: Determines the buy signals based on specific conditions: The close price crosses above the "ema_buy" line. The MACD histogram value is true (greater than its previous value). The volume is greater than zero. Sets the "buy" column in the dataframe to 1 for the identified buy signals. Returns the modified dataframe. populate_sell_trend: Determines the sell signals based on the condition: The close price crosses below the "ema_sell" line. The volume is greater than zero. Sets the "sell" column in the dataframe to 1 for the identified sell signals. Returns the modified dataframe. Overall, this strategy combines EMAs and MACD to generate buy and sell signals based on price and volume conditions. The populate_indicators function calculates the necessary indicators, while populate_buy_trend and populate_sell_trend determine the specific conditions for executing trades.
stoploss: 0 timeframe: tim hash(sha256): aa1675404c9d7e9e5c7c55a7cec5e6444fd67cdac814bd8fd77326eb31c39d8b indicators: ema_sell volume close macd macdhist ema_buy
No similar strategies found. (based on used indicators)
last change: 2024-04-28 23:49:08