The BBMod1 strategy is a trading strategy that involves backtesting and making buy decisions based on various technical indicators. Here is a summary of the strategy's important components:
populate_indicators: This function calculates and adds additional informative indicators to the input dataframe, such as indicators based on 1-hour data. These indicators are used for further analysis in the strategy.
populate_buy_trend: This function determines the conditions for initiating a buy trade.
It sets the buy_tag column of the dataframe based on different sets of conditions.
The following conditions are checked:
is_dip: Checks if specific indicators (RMI, CCI, SRSI) are below certain threshold values. is_break: Checks if indicators related to Bollinger Bands (BB) and price movement meet certain criteria. is_local_uptrend: Checks if indicators related to local uptrends (EMA crossovers, BB, and price movement) meet certain criteria. is_local_uptrend2: Similar to is_local_uptrend, but with different parameter values. is_local_dip: Checks if indicators related to local dips (EMA crossovers, RSI, CRSI, and price movement) meet certain criteria. is_ewo: Checks if indicators related to EWO (Elliott Wave Oscillator), RSI, and EMA meet certain criteria. is_r_deadfish: Checks if indicators related to reverse deadfish pattern (EMA crossovers, BB, volume, CTI, and RSI) meet certain criteria. is_clucha: Checks if indicators related to Clucha pattern (ROCR, BB, and price movement) meet certain criteria. is_clucha2: Similar to is_clucha, but with different parameter values. is_cofi: Checks if indicators related to COFI pattern (EMA, FastK/FastD crossover, ADX, EWO, CTI, and RSI) meet certain criteria. is_nfi_32: Checks if indicators related to NFI-32 pattern (RSI, SMA, CTI, and price movement) meet certain criteria. is_nfi_33: Checks if indicators related to NFI-33 pattern (EMA, EWO, CTI, RSI, volume, and price movement) meet certain criteria. is_nfi_38: Checks if indicators related to NFI-38 pattern (PM, SMA, EWO, CTI, RSI, CRSI, and price movement) meet certain criteria. is_nfix_5: Checks if indicators related to NFIX-5 pattern (EMA, SMA, EWO, CTI, RSI, and price movement) meet certain criteria. is_nfix_39: (The description of this condition is incomplete in the provided code.)
The strategy evaluates these conditions and assigns a specific buy_tag value to the dataframe based on which conditions are satisfied. The buy_tag will be used to determine when to execute a buy trade in the backtesting process.