The BBModCE strategy is a trading strategy that utilizes various technical indicators to generate entry and exit signals for trading. Here's a brief description of what the strategy does:
In the populate_indicators method:
Moving averages: Calculates the 15-period simple moving average (sma_15). CTI (Composite Trading Index): Calculates the CTI indicator with a length of 20 (cti).
Exponential moving averages: Calculates the 8-period and 16-period exponential moving averages (ema_8 and ema_16).
RSI (Relative Strength Index): Calculates the RSI with a time period of 14 (rsi), 4 (rsi_fast), and 20 (rsi_slow).
EWO (Elder's Force Index Weighted Oscillator): Calculates the EWO with a short period of 50 and a long period of 200 (EWO). Williams %R: Calculates the Williams %R indicator with a period of 14 (r_14). Stochastic Fast: Calculates the Stochastic Fast indicator with parameters (5, 3, 0, 3, 0). Extracts the 'fastd' and 'fastk' values. Average Directional Index: Calculates the Average Directional Index (adx). In the populate_entry_trend method:
Defines different conditions for entering trades based on the calculated indicators. Conditions involve comparisons and combinations of various indicators, such as rates of change (roc_1h), Bollinger Bands width (bb_width_1h), exponential moving averages (ema_8), Stochastic Fast values (fastk and fastd), Average Directional Index (adx), EWO (EWO), CTI (cti), and Williams %R (r_14). If any of the conditions are met, the corresponding trade entry tag is appended to the 'enter_tag' column, and 'enter_long' is set to 1. In the populate_exit_trend method:
Defines an exit condition based on the crossover of Stochastic Fast values (fastk and fastd) using the sell_fastx parameter. If the condition is met, the 'exit_tag' column is updated with the corresponding exit tag, and 'exit_long' is set to 1. The proposed_leverage method returns the proposed leverage value based on the strategy's settings (leverage_num.value). Overall, the strategy uses a combination of moving averages, oscillators, and other technical indicators to identify potential entry and exit points for trading.