The strategy implemented in the code is called "CombinedBinHAndClucV6H." It combines different buy signals based on various indicators and conditions. Here is a short description of what the strategy does:
It starts by populating indicators using the provided dataframe and metadata. It checks the run mode and timeframe requirements for backtesting.
It merges informative indicators with the main indicators in the dataframe.
Next, it populates the buy trend by setting conditions for different buy signals.
The "buy_cond_bin" condition considers the close price, exponential moving averages (EMA), Bollinger Bands, and other parameters. The "buy_cond_cluc" condition considers the close price, EMAs, volume, and Bollinger Bands. The "buy_cond_long" condition considers the close price, simple moving average (SMA), SSL direction, RSI, and other parameters. The strategy counts the number of conditions met for each candle. It applies additional conditions for buy signals, such as minimum conditions and volume greater than zero. If all conditions are met, the strategy marks the candle as a "buy" signal. It then populates the sell trend by setting conditions for the sell signal. The condition checks if the close price crosses above the upper Bollinger Band with volume greater than zero. If the condition is met, the strategy marks the candle as a "sell" signal. The strategy includes a custom stop loss condition based on the current profit and bail time. If the current profit is below a certain threshold and the trade has been open for a specific time, it sets a custom stop loss value. It includes a trade exit confirmation section. It retrieves the analyzed dataframe for the given pair and timeframe. It obtains the last candle's data and checks for specific sell reasons. If the sell reason is "force_sell," it returns True to confirm the trade exit. If the sell reason is "roi" (return on investment), it checks the RSI value against a threshold. If the RSI is above the threshold, it returns False to continue the trade. Otherwise, it returns True to confirm the trade exit. The strategy also includes code for SSL Channels with ATR (Average True Range). It calculates the ATR and uses it to calculate the upper and lower channels. It determines the High/Low/Void (HLV) value based on whether the close price is above the upper channel, below the lower channel, or in between. It calculates the SSL (Squeeze Super Trend) values based on the HLV value. This description provides an overview of the strategy's main components and how it determines buy and sell signals based on the provided indicators and conditions.