The BBMod strategy is a trading strategy that utilizes various technical indicators to generate entry signals in the market. Here is a breakdown of what the strategy does:
It calculates Bollinger Bands with two standard deviations (bb_lowerband2, bb_middleband2, bb_upperband2) and with three standard deviations (bb_lowerband3, bb_middleband3, bb_upperband3). It calculates the width of the Bollinger Bands relative to the middle band (bb_width).
It calculates the delta between the lower bands of the two sets of Bollinger Bands (bb_delta).
It calculates the absolute difference between the current close price and the previous close price (closedelta).
It calculates the Simple Moving Averages (sma_15, sma_28) and the Commodity Channel Index (cci_length_{val}) for different lengths. It calculates the Composite Index (cti). It calculates the Cumulative RSI (crsi) based on RSI values and the Rate of Change (ROC). It calculates Exponential Moving Averages (ema_8, ema_12, ema_13, ema_16, ema_20, ema_26, ema_100, ema_200). It calculates different variations of the Relative Strength Index (rsi, rsi_fast, rsi_slow, rsi_84, rsi_112). It calculates the Elder's Force Index (EWO). It calculates Heikin-Ashi candlestick values (ha_open, ha_close, ha_high, ha_low). It calculates Bollinger Bands based on Heikin-Ashi close prices (bb_lowerband2_40, bb_middleband2_40, bb_upperband2_40). It calculates the absolute difference between the middle and lower bands of the Heikin-Ashi Bollinger Bands (bb_delta_cluc). It calculates the absolute difference between the current Heikin-Ashi close price and the previous Heikin-Ashi close price (ha_closedelta). It calculates the absolute difference between the Heikin-Ashi close price and the Heikin-Ashi low price (tail). It calculates the Exponential Moving Average of the Heikin-Ashi close price (ema_slow). It calculates the Rate of Change Ratio (rocr) for the Heikin-Ashi close price. It calculates the Volume Weighted Average Price (vwap_low) and the Top Percent Change (tcp_percent_4). It calculates the Stochastic RSI (srsi_fk) and the True Range (trange). It calculates the Simple Moving Average of the True Range (range_ma_28). It calculates the upper and lower bands of the Keltner Channels (kc_upperband_28_1, kc_lowerband_28_1). It calculates the highest high (hh_20) and lowest low (ll_20) over a period. It calculates the average of the highest high and lowest low (avg_hh_ll_20). It calculates the Simple Moving Average of the close price (avg_close_20). It calculates the average of avg_hh_ll_20 and avg_close_20 (avg_val_20). It calculates the linear regression value of the difference between the close price and avg_val_20 (linreg_val_20). It calculates the 12-period and 24-period volume moving averages (volume_mean_12, volume_mean_24). It calculates the Williams %R (r_14). It calculates the Stochastic Fast oscillator (fastd, fastk). It calculates the Average Directional Index (adx). It calculates the Triple Exponential Moving Average (T3). The populate_entry_trend function of the strategy defines conditions based on the calculated indicators to determine the entry signals for different trend scenarios. The conditions check various thresholds and relationships between the indicators to identify potential trading opportunities. Note: The code provided seems to be incomplete or may contain errors as some variables or functions are referenced but not defined in the given code snippet.