The BBModCE strategy is a trading strategy that uses various indicators to generate entry and exit signals for long positions in the market. Here is a breakdown of what the strategy does:
In the populate_indicators method:
Calculates the 15-period Simple Moving Average (SMA) and assigns it to the 'sma_15' column of the dataframe. Calculates the Commodity Channel Index (CTI) with a length of 20 and assigns it to the 'cti' column.
Calculates the 8-period Exponential Moving Average (EMA) and assigns it to the 'ema_8' column.
Calculates the 16-period EMA and assigns it to the 'ema_16' column.
Calculates the 14-period Relative Strength Index (RSI) and assigns it to the 'rsi' column. Calculates the 4-period RSI (fast RSI) and assigns it to the 'rsi_fast' column. Calculates the 20-period RSI (slow RSI) and assigns it to the 'rsi_slow' column. Calculates the Elder's Force Index (EWO) with parameters (50, 200) and assigns it to the 'EWO' column. Calculates the 14-period Williams %R and assigns it to the 'r_14' column. Calculates the Stochastic Fast %K and %D with parameters (5, 3, 0, 3, 0) and assigns them to the 'fastk' and 'fastd' columns, respectively. Calculates the Average Directional Index (ADX) and assigns it to the 'adx' column. Returns the modified dataframe. In the populate_entry_trend method:
Defines conditions for different entry signals based on the calculated indicators. The conditions include various checks on different indicators and their values. Adds a corresponding tag to the 'enter_tag' column of the dataframe for each satisfied condition. If any conditions are met, sets the 'enter_long' column to 1 for the rows where the conditions are satisfied. Returns the modified dataframe. In the populate_exit_trend method:
Defines conditions for the exit signal based on the fast %K crossing a specified value. Adds a corresponding tag to the 'exit_tag' column of the dataframe if the exit condition is met. If the condition is satisfied, sets the 'exit_long' column to 1. Returns the modified dataframe. Overall, the strategy uses indicators such as moving averages, RSI, Williams %R, Stochastic, ADX, and EWO to identify potential entry and exit points for long positions in the market. The specific conditions for entry and exit are based on the values of these indicators and predefined threshold values.