The MultiOffsetLamboV0 strategy is a trading strategy implemented as a class that extends the IStrategy interface. It aims to generate buy and sell signals based on multiple moving averages (MA) and the Elder's Force Index (EWO) indicator. In the populate_indicators method, the strategy calculates offset values for each MA type by multiplying the MA value with a low or high offset factor.
These offset values are stored in the dataframe, and the EWO indicator is also calculated and added to the dataframe.
The populate_buy_trend method generates buy signals based on specific conditions.
For each MA type, it checks if the closing price is below the corresponding offset value and if the EWO value is either below a low threshold or above a high threshold. Additionally, it checks that the volume is greater than 0. If these conditions are met, the 'buy' signal is set to 1 in the dataframe. Similarly, the populate_sell_trend method generates sell signals based on conditions. For each MA type, it checks if the closing price is above the offset value and if the volume is greater than 0. If these conditions are met, the 'sell' signal is set to 1 in the dataframe. Overall, the strategy uses multiple offset values derived from moving averages and combines them with the EWO indicator to determine buy and sell signals.