The SampleStrategy is a trading strategy that performs backtesting on a set of indicators using TA-Lib library. The strategy aims to generate buy and sell signals based on the analyzed indicators. The populate_indicators function adds various technical analysis (TA) indicators to the input DataFrame.
These indicators include ADX, RSI, Stochastic Fast, MACD, MFI, Bollinger Bands, SAR, TEMA, HT Sine, and HT Lead Sine.
Each indicator is calculated based on the given DataFrame.
The populate_buy_trend function populates the buy signal in the DataFrame based on specific conditions. The conditions include the RSI crossing above a predefined threshold, the TEMA being below the Bollinger Bands' middle band, the TEMA trending upwards, and the volume being greater than zero. The populate_sell_trend function populates the sell signal in the DataFrame based on specific conditions. The conditions include the RSI crossing above a different predefined threshold, the TEMA being above the Bollinger Bands' middle band, the TEMA trending downwards, and the volume being greater than zero. Overall, this strategy utilizes a combination of indicators to generate buy and sell signals for trading.