The CombinedBinHAndClucV6H_OPT strategy is a trading strategy that combines multiple indicators to generate buy and sell signals. Here is a short description of what the strategy does:
populate_indicators: This function populates the required indicators for the strategy using the input dataframe and metadata. populate_buy_trend: This function generates buy signals based on certain conditions.
It checks various conditions involving indicators such as exponential moving averages (EMAs), Bollinger Bands (BB), volume, and relative strength index (RSI).
If the conditions are met, a buy signal is generated.
populate_sell_trend: This function generates sell signals based on the condition that the closing price is above the upper Bollinger Band and the volume is nonzero. Custom Stop Loss: This part of the strategy defines a custom stop-loss mechanism. If the current profit falls below a certain threshold and a specific time has elapsed since the trade was opened, the stop loss is triggered. Trade Exit Confirmation: This function determines when to exit a trade. It considers various conditions, such as the reason for selling (force sell or return on investment), the current profit, and the relative strength index (RSI). Depending on these conditions, the strategy decides whether to exit the trade or continue holding. SSL Channels with ATR: This section calculates the SSL (Squeezed Swing Lines) channels using the Average True Range (ATR) indicator. It calculates the upper and lower channels based on the ATR and rolling averages of high and low prices. The strategy uses a combination of these indicators and conditions to generate buy and sell signals for backtesting purposes.