The BinHV27_short strategy is a trading strategy that uses various indicators to generate entry and exit signals for short positions. Here is a breakdown of what the strategy does:
In the populate_indicators method:
Calculates the RSI (Relative Strength Index) with a time period of 5. Calculates the EMA (Exponential Moving Average) of the RSI.
Calculates the ADX (Average Directional Index).
Calculates the MINUS_DI (Minus Directional Indicator).
Calculates the EMA of the MINUS_DI. Calculates the PLUS_DI (Plus Directional Indicator). Calculates the EMA of the PLUS_DI. Calculates various moving averages (lowsma, highsma, fastsma, slowsma). Determines if there is a significant upward movement (bigup) based on the fastsma and slowsma. Determines the trend by calculating the difference between fastsma and slowsma. Identifies potential trend change points. Calculates the rate of change (delta) of the fastsma. Determines if there is a slowing down in the rate of change. Calculates the RMI (Rahul Mohindar Oscillator) with a length of 24 and a momentum of 5. Determines if the RMI is in an uptrend. Determines if there is a down trend in the RMI based on the rolling sum of the uptrends. Calculates the SSL (Simplified Super Smoother) Channels using ATR (Average True Range). Determines the direction of the SSL channels (up or down). Determines if the current candle is an upward candle. Determines if there is a down trend in the candles based on the rolling sum of upward candles. In the populate_entry_trend method:
Defines various conditions for entering short positions based on the calculated indicators. Sets the enter_tag column in the dataframe based on the satisfied conditions. In the populate_exit_trend method:
Resets the exit_short and exit_tag columns to 0 and 'short_out' respectively. In the sizing method:
Returns the current leverage value. In the stop_loss method:
Calculates the trade duration and maximum profit. Determines the minimum ROI (Return on Investment) based on the trade duration and ROI settings. Checks if the trend conditions (RMI, SSL, Candle) are satisfied. If in trend and current profit is below the pullback value, determines the appropriate exit reason based on pullback respect. Please note that the strategy code provided is incomplete, and there may be additional methods or logic that are not shown.