The BigZ06 strategy is a backtesting strategy designed for trading. It implements the IStrategy interface and consists of several methods for populating indicators and defining entry conditions. In the populate_indicators method, the strategy calculates various indicators based on the provided dataframe and metadata.
It merges informative data from the 1-hour timeframe and normal timeframe indicators, ensuring that missing values are forward-filled.
The populate_entry_trend method defines the entry conditions for the strategy.
It includes multiple conditions that need to be satisfied for a buy signal. These conditions involve comparisons between different price and indicator values, such as the close price, exponential moving averages (EMA), Bollinger Bands (BB), Commodity Channel Index (CCI), relative strength index (RSI), and volume. The conditions are specified using logical operators such as & (AND) and | (OR). Each condition is encapsulated within parentheses and appended to the conditions list. The conditions cover various scenarios, including price crossing EMAs, volume thresholds, BB patterns, RSI levels, and MACD crossovers. The strategy aims to identify potential buying opportunities based on the specified conditions.