The BBMod strategy is a backtesting strategy that involves the use of various technical indicators to determine trading signals. Here is a short description of what the strategy does:
The strategy calculates Bollinger Bands with two standard deviations and three standard deviations using the typical price of the asset. It also calculates the width of the Bollinger Bands and the delta between the lower bands.
Moving averages (SMA) with different time periods are calculated, along with other indicators such as CTI, CRSI, EMA, RSI, EWO, Heikin Ashi, VWAP, and more.
In the entry trend calculation, the strategy checks for various conditions, including RMI, CCI, SRSI, Bollinger Bands, closedelta, and SQZMOM indicators.
It also considers EWO, EMA, R, and other factors. These conditions help determine the entry points for the trading signals. The strategy populates indicators and entry trend dataframes to provide the necessary information for backtesting and evaluating the performance of the trading strategy. Please note that this is a simplified description, and the actual implementation and functionality may be more complex.