The ClucHAnix5m strategy is a backtesting strategy that uses various indicators to make buying and selling decisions in a trading system. Here's a breakdown of what the strategy does:
populate_indicators method:
Calculates Heikin-Ashi candlestick values based on the input dataframe. Adds Heikin-Ashi open, close, high, and low prices to the dataframe.
Calculates Bollinger Bands using the Heikin-Ashi typical price.
Adds lower Bollinger Band, middle Bollinger Band, Bollinger Band delta, closed delta, and tail values to the dataframe.
Calculates Exponential Moving Averages (EMA) for fast and slow periods. Calculates the mean volume over a slow window. Calculates the Rate of Change Ratio (ROCR) for a specific time period. Calculates the Relative Strength Index (RSI) and Fisher Transform indicator. populate_buy_trend method:
Determines the buy signals based on specific conditions:
Rate of Change Ratio (ROCR) for the 1-hour timeframe is greater than a predefined value. Lower Bollinger Band is greater than 0. Bollinger Band delta is greater than a percentage of the Heikin-Ashi close price. Closed delta is greater than a percentage of the Heikin-Ashi close price. Tail is less than a percentage of the Bollinger Band delta. Heikin-Ashi close price is less than the lower Bollinger Band and lower than the previous Heikin-Ashi close price. Heikin-Ashi close price is less than the exponential moving average (ema_slow) and lower than a percentage of the lower Bollinger Band. populate_sell_trend method:
Determines the sell signals based on specific conditions:
Fisher Transform indicator is greater than a predefined value. Heikin-Ashi high price is less than or equal to the previous two Heikin-Ashi high prices. Heikin-Ashi close price is less than the previous Heikin-Ashi close price. Exponential moving average (ema_fast) is greater than the Heikin-Ashi close price. Heikin-Ashi close price multiplied by a predefined value is greater than the middle Bollinger Band. Volume is greater than 0. The TrailingBuyStratCluc5m class extends the ClucHAnix5m strategy and adds additional functionality related to trailing buy orders. It calculates trailing buy order limits based on the current price and tracks the status of trailing buy orders. Please note that the code provided is incomplete and may require additional context or dependencies to fully understand and execute.