The BB_RPB_TSL strategy is a trading strategy implemented as a class that inherits from the IStrategy interface. The strategy consists of several components:
populate_indicators function: This function calculates and populates the required indicators for the strategy. It takes a DataFrame and a metadata dictionary as input and returns the modified DataFrame.
populate_buy_trend function: This function determines the buy conditions for the strategy based on the populated indicators.
It assigns a buy tag to the DataFrame indicating the occurrence of a buy signal.
The buy conditions include various technical indicators and their respective thresholds. Here are some important components of the buy conditions:
is_dip: Checks for conditions related to relative strength index (RMI), commodity channel index (CCI), and stochastic relative strength index (SRSI). is_sqzOff: Checks for conditions related to Bollinger Bands and Keltner Channels. is_break: Checks for conditions related to Bollinger Bands, including delta and width. is_local_uptrend: Checks for conditions related to exponential moving averages (EMA) and Bollinger Bands, indicating a local uptrend. is_local_dip: Checks for conditions related to exponential moving averages (EMA), relative strength index (RSI), cumulative RSI (CRSI), and price movements, indicating a local dip. is_ewo and is_ewo_2: Check for conditions related to the Fisher Transform of the Detrended Price Oscillator (EWO), RSI, and EMA, indicating potential buy signals. is_r_deadfish: Checks for conditions related to exponential moving averages (EMA), Bollinger Bands, volume, and other technical indicators, indicating a potential buy signal. is_clucHA: Checks for conditions related to rate of change (ROCR), Bollinger Bands, and Heiken Ashi candlestick patterns. is_cofi: Checks for conditions related to EMA, stochastic indicators, average directional index (ADX), EWO, and other technical indicators. is_gumbo: Checks for conditions related to EWO, Bollinger Bands, triple exponential moving average (T3), and other technical indicators. is_sqzmom: Checks for conditions related to Bollinger Bands, linear regression, EMA, EWO, and other technical indicators. is_nfi_13 and is_nfi_32: Check for conditions related to exponential moving averages (EMA), simple moving average (SMA), and various technical indicators. Overall, the strategy combines multiple technical indicators and their thresholds to generate buy signals based on specific market conditions.