The BTCJump strategy is a trading strategy that uses various technical analysis (TA) indicators to generate buy and sell signals for Bitcoin trading. Here's a breakdown of what the strategy does:
populate_indicators: This function adds several TA indicators to the given DataFrame. These indicators include ADX, PLUS_DM, PLUS_DI, MINUS_DM, MINUS_DI, MFI, SMA (Simple Moving Average), MACD (Moving Average Convergence Divergence), STOCHF (Stochastic Fast), RSI (Relative Strength Index), Fisher RSI, Bollinger Bands, EMA (Exponential Moving Average), and SAR (Stop and Reverse).
The function calculates these indicators based on the provided DataFrame and stores the values in additional columns.
populate_entry_trend: This function determines the conditions for entering a trade (buy signal) based on the calculated TA indicators.
The conditions include the Fisher RSI being below a certain threshold (buy_fisher.value), the Bollinger Bands gain being above a certain threshold (buy_bb_gain.value), and the Bitcoin gain (btc_zgain) crossing above zero. If any of these conditions are met, the corresponding row in the DataFrame is marked with a 'buy' signal. populate_exit_trend: This function populates the sell signal based on a condition. In this case, the condition is that the closing price (close) is greater than or equal to zero. Rows in the DataFrame that meet this condition are marked with a 'sell' signal. Overall, the BTCJump strategy combines multiple TA indicators to identify potential entry points for buying Bitcoin and defines a simple exit condition for selling.