The BBRSIHyperStrategy is a trading strategy that uses Bollinger Bands (BB) and Relative Strength Index (RSI) indicators to generate buy and sell signals. Here's a breakdown of what the strategy does:
populate_indicators(): This function calculates the RSI indicator and four sets of Bollinger Bands with different standard deviations based on the typical price of the input dataframe. The calculated values are stored in separate columns of the dataframe.
populate_buy_trend(): This function generates buy signals based on the specified conditions.
If the RSI value is above a certain threshold (self.buy_rsi_value) and the closing price is below the specified Bollinger Bands trigger (self.buy_bb_trigger), a buy signal is generated and marked as '1' in the 'buy' column of the dataframe.
populate_sell_trend(): This function generates sell signals based on the specified conditions. If the RSI value is above a certain threshold (self.sell_rsi_value) and the closing price is above the specified Bollinger Bands trigger (self.sell_bb_trigger), a sell signal is generated and marked as '1' in the 'sell' column of the dataframe. The BBRSIHyperStrategy is designed to be used within a backtesting framework to evaluate the performance of this specific trading strategy. The class HyperOpt is not provided, so its functionality is unclear from the given code snippet.