The BB_RTR strategy is a trading strategy that utilizes various technical indicators to generate trading signals. Here is a brief description of what the strategy does:
Populating indicators: The strategy first populates a set of indicators using the input dataframe and metadata. It calculates Bollinger Bands with two different standard deviations (2 and 3) and their corresponding upper and lower bands.
It also calculates the width of the Bollinger Bands, delta between lower bands, and detects crosses below the lower band.
Additionally, it computes several other indicators such as Commodity Channel Index (CCI), Relative Momentum Index (RMI), Stochastic RSI (SRSI), Simple Moving Averages (SMA), Chaikin Money Flow (CMF), Money Flow Index (MFI), Exponential Moving Averages (EMA), Hull Moving Average (HMA), Volume Weighted Average Price (VWAP), Relative Strength Index (RSI), Elder's Force Index (EWO), Average Directional Index (ADX), Heikin-Ashi candles, and more.
Further calculations: The strategy performs additional calculations using the populated indicators. It computes various values such as band widths, differences between moving averages and VWAP, percentage changes, momentum divergences, CMF divergences, rate of change ratios, and more. Informative timeframe: The strategy also fetches an informative timeframe (1-hour) and performs similar indicator calculations on that timeframe. It calculates Heikin-Ashi candles, Bollinger Bands, widths, RSI, EMA, Williams %R, CTI, and other indicators. Overall, the BB_RTR strategy incorporates a wide range of technical indicators to analyze price movements and generate trading signals.