The strategy, named NFI5MOHO, is implemented as a class that inherits from the IStrategy class. It consists of several methods that perform different tasks. The populate_indicators method takes a DataFrame and a metadata dictionary as input and returns an updated DataFrame.
It populates the indicators using the informative_1h_indicators and normal_tf_indicators methods.
The informative_1h_indicators method calculates indicators based on the 1-hour timeframe data, and the normal_tf_indicators method calculates indicators based on the normal timeframe data.
The indicators are merged into the original DataFrame using the merge_informative_pair function. The populate_buy_trend method takes a DataFrame and metadata dictionary as input and returns an updated DataFrame. It defines a list of conditions based on various indicators and criteria, such as the close price, MFI (Money Flow Index), EMA (Exponential Moving Average), EWO (Elder's Force Index), and volume. If any of the conditions are met, the corresponding rows in the DataFrame are marked as a "buy."
The populate_sell_trend method takes a DataFrame and metadata dictionary as input and returns an updated DataFrame. It defines a list of conditions based on the close price and volume. However, the code for these conditions is commented out in the provided code snippet. The last part of the code snippet seems to be an additional function that calculates a technical indicator called SMADIF (Simple Moving Average Difference). It takes a DataFrame as input, creates two EMAs (Exponential Moving Averages) using different time periods, and calculates the difference between them. The result is normalized by dividing it by the close price and multiplying by 100. Overall, the NFI5MOHO strategy involves populating indicators based on different timeframes, determining buy signals based on various conditions, determining sell signals (although not implemented in the provided code snippet), and calculating the SMADIF technical indicator.