The TAD (Technical Analysis Divergence) strategy is a trading strategy implemented as a class in Python. Here's a short description of what the strategy does:
The populate_indicators function takes a dataframe and calculates technical indicators such as the Relative Strength Index (RSI) and a condition called "dontbuy." It returns the updated dataframe. The strategy collects ticker data using a WebSocket API and stores it in the tickerData variable.
The populate_buy_trend function populates the buy signals in the dataframe based on various conditions.
It extracts values from the ticker data and calculates different buy triggers using the RSI indicator and other conditions.
If any of the buy triggers are met, it sets the corresponding buy tag and assigns a value of 1 to the "buy" column in the dataframe. The populate_sell_trend function populates the sell signals in the dataframe based on certain conditions related to volume. If the conditions are met, it sets the "sell" column to 1. The strategy includes a check to ensure that the dataframe returned from the strategy functions is valid and has all the required elements. Overall, the TAD strategy uses technical indicators like RSI and specific conditions to determine buy and sell signals in a trading backtesting scenario.