The FuturesStrategy1 is a trading strategy that uses various technical indicators to generate entry and exit signals for trading futures. Here's a breakdown of what the strategy does:
populate_indicators: This function calculates and adds several technical indicators to the dataframe, including pivot points, RSI (Relative Strength Index), MACD (Moving Average Convergence Divergence), stochastic fast, and EMA (Exponential Moving Average). proposed_leverage: This function customizes the leverage amount for each new trade based on the proposed leverage, maximum leverage allowed, trade direction (long or short), and other parameters.
In this case, it returns a fixed leverage amount of 10.0.
populate_entry_trend: This function populates the entry signal for the dataframe based on the values of different indicators and conditions.
It sets the 'enter_long' column to 1 when specific conditions are met, such as a winning candle, the price being above EMA9 and EMA21, positive MACD signal, RSI below 70, and nonzero volume. Similarly, it sets the 'enter_short' column to 1 when specific conditions for short trades are met. populate_exit_trend: This function populates the exit signal for the dataframe based on the values of indicators and conditions. It sets the 'exit_long' column to 0 when the volume is zero, indicating the end of a long trade. Conversely, it sets the 'exit_short' column to 1 when the volume is nonzero, indicating the end of a short trade. Overall, the strategy calculates technical indicators, determines entry signals based on those indicators, and generates exit signals based on volume conditions.