The strategy, named BB_RTR, implements various technical indicators to generate trading signals. It uses Bollinger Bands with two standard deviations and three standard deviations to create upper and lower bands. It calculates the width of the Bollinger Bands and the delta between the lower bands.
It also computes various other indicators such as Commodity Channel Index (CCI), Relative Momentum Index (RMI), Stochastic RSI, Chakin Money Flow (CMF), Moving Averages (SMA and EMA), Volume Weighted Average Price (VWAP), Relative Strength Index (RSI), Elliott Wave Oscillator (EWO), Average Directional Index (ADX), Heikin Ashi candles, and Williams %R.
The strategy applies different time periods and lengths to these indicators and stores their values in the dataframe.
It also calculates other derived features such as percentage changes, momentum divergence, typical price, Rate of Change (ROC), and volume averages. Additionally, it incorporates informative data from the BTC/USDT pair on a 5-minute timeframe to enhance its analysis. The strategy's purpose is to provide a framework for backtesting and evaluating the performance of trading strategies based on these indicators and signals.