The BB_RTR strategy is a trading strategy that involves the use of various technical indicators to generate buy and sell signals. Here's a breakdown of what the strategy does:
It calculates Bollinger Bands with two different standard deviations (2 and 3) using the typical price of the asset. It calculates the width of the Bollinger Bands and the delta between the lower bands of two different standard deviations.
It calculates the Commodity Channel Index (CCI) for various lengths and stores them in different columns.
It calculates the Relative Strength Index (RSI) for different time periods.
It calculates the Stochastic RSI (STOCHRSI) and stores the fastk and fastd values. It calculates the Chande Trend Index (CTI) using a length of 20. It calculates the Chande Momentum Oscillator (RMI) for various lengths. It calculates the Chaikin Money Flow (CMF). It calculates the Money Flow Index (MFI). It calculates various Exponential Moving Averages (EMA) and Simple Moving Averages (SMA) for different time periods. It calculates the Volume Weighted Average Price (VWAP) and its upper, middle, and lower bands. It calculates the Williams %R (W%R) for different periods. It calculates the Elder's Force Index (EFI) using a 50 and 200 period EMA. It calculates the Average Directional Index (ADX). It calculates the Heikin-Ashi candles and stores the open, close, high, and low values. It calculates Bollinger Bands for Heikin-Ashi candles with a window of 40 and 2 standard deviations. It calculates various other indicators such as rate of change (ROCR), momentum divergence (momdiv), Hull Moving Average (HMA), Moving Average of Moving Average (MAMA), Kaufman's Adaptive Moving Average (KAMA), etc. It calculates various statistical measures such as percent change, mean, etc. for volume and price. It utilizes data from different timeframes, such as 5 minutes and 1 hour, to calculate additional indicators. Overall, the strategy incorporates a wide range of technical indicators to analyze price, volume, and momentum dynamics in order to generate trading signals.