The BB_RPB_TSLmeneguzzo strategy is a backtesting strategy that evaluates trading conditions based on various indicators and generates buy signals. Here is a breakdown of the important parts of the strategy:
populate_indicators: This method populates the indicators used in the strategy. It takes a DataFrame and metadata as inputs and returns the updated DataFrame.
populate_buy_trend: This method identifies the conditions for generating buy signals.
It creates a column called 'buy_tag' in the DataFrame and sets it to an empty string.
It then defines various conditions using different indicators and assigns boolean values to each condition. Some of the important conditions include:
is_dip: Determines if the price is in a dip based on RMI, CCI, and SRSI indicators. is_sqzOff: Checks if the Bollinger Bands are in a squeeze-off state. is_break: Identifies a breakout condition based on Bollinger Bands, delta, and width. is_local_uptrend: Detects a local uptrend using EMA indicators. is_ewo: Evaluates EWO (Elliott Wave Oscillator) and RSI indicators. is_ewo_2: Considers EWO, RSI, and EMA indicators in a different configuration. is_r_deadfish: Checks for a reverse deadfish pattern using EMA, Bollinger Bands, and volume. is_clucHA: Identifies a specific pattern based on ROCR, Bollinger Bands, and HA (Heikin-Ashi) indicators. is_gumbo: Considers EWO, Bollinger Bands, T3 indicator, CTI, and RSI for pattern detection. is_sqzmom: Evaluates squeezeMomentum conditions based on Bollinger Bands, linear regression, EMA, EWO, and RSI. is_nfi_13: Considers various indicators for a specific pattern (NFI 13). is_nfi_32: Checks for a specific pattern (NFI 32) based on RSI, SMA, CTI, and close price. is_nfi_33: Identifies a pattern (NFI 33) based on close price, EWO, CTI, RSI, R, and volume. is_nfix_5: Considers EMA, close price, EWO, CTI, R, and SMA for a specific pattern (NFIX 5). is_nfix_49: Evaluates EMA and a specific pattern (NFIX 49) based on EMA and R. These conditions are evaluated for each data point in the DataFrame, and if any condition is met, the 'buy_tag' column is updated accordingly. Overall, the BB_RPB_TSLmeneguzzo strategy combines multiple indicators and pattern detection techniques to generate buy signals based on specific market conditions.