The BBRSINaiveStrategy is a trading strategy that uses several technical indicators to generate buy and sell signals. Here is a description of what the strategy does:
Indicators Calculation:
Relative Strength Index (RSI): Calculates the RSI using a time period of 15. Bollinger Bands: Calculates the upper, middle, and lower bands using a window of 20 and 2 standard deviations.
BBANDS: Calculates the upper, middle, and lower bands using Bollinger Bands with the same parameters.
Weighted Bollinger Bands: Calculates the upper, middle, and lower bands using a weighted average of prices with the same parameters.
Exponential Moving Averages (EMA): Calculates EMAs with time periods of 3, 21, 50, 100, 150, and 200. Simple Moving Averages (SMA): Calculates SMAs with time periods of 30 and 100. Buy Signal Generation:
If the RSI is greater than 25, the SMA50 crosses below the EMA21, and the closing price is above the EMA100, a buy signal is generated. Sell Signal Generation:
If the SMA50 crosses above the EMA21, a sell signal is generated. The strategy populates the buy and sell columns in the dataframe with 1 to indicate the occurrence of a buy or sell signal, respectively.