The BB_Strategy04 is a trading strategy that utilizes several technical analysis (TA) indicators to generate buy and sell signals for a given dataset. The strategy consists of three main components: indicator population, buy signal population, and sell signal population. In the populate_indicators method, the strategy adds various TA indicators to the input DataFrame.
These indicators include the Relative Strength Index (RSI) and Bollinger Bands.
Bollinger Bands are calculated for two standard deviations (std) values: 1 and 2.
The lower, middle, and upper Bollinger Bands are added as columns to the DataFrame. The populate_buy_trend method populates the buy signal based on the TA indicators. It sets the 'buy' column to 1 for rows where the closing price is below the lower Bollinger Band (with std=2) and above the stop loss threshold (calculated as the lower Bollinger Band multiplied by (1 + self.stoploss)). The populate_sell_trend method populates the sell signal based on the TA indicators. It sets the 'sell' column to 1 for rows where the closing price is above the upper Bollinger Band (with std=2). Overall, the strategy uses Bollinger Bands and RSI indicators to identify potential buying and selling opportunities based on the price movements relative to these indicators.