The provided strategy is called "BinHV45" and it is designed for backtesting trading strategies. Here is a short description of what the strategy does:
The strategy uses Bollinger Bands, a technical analysis tool, to identify potential buy signals. Bollinger Bands consist of a middle band (rolling mean) and upper and lower bands (based on rolling standard deviation).
The strategy calculates these bands using a window size of 40 and 2 standard deviations.
The strategy has three parameters: buy_bbdelta, buy_closedelta, and buy_tail, which are used to fine-tune the buy signals.
These parameters are specified as integer values within specific ranges. In the populate_indicators method, the strategy populates additional indicators based on the price data. These indicators include the upper band, middle band, lower band, bbdelta (difference between the middle and lower bands), pricedelta (difference between open and close prices), closedelta (difference between consecutive close prices), and tail (difference between close price and low price). The populate_buy_trend method determines the buy signals based on specific conditions. It checks if the lower band is positive, if bbdelta is greater than a percentage of the close price, if closedelta is greater than a percentage of the close price, if tail is less than a percentage of bbdelta, and if the close price is lower than the previous close price and lower than the lower band. If all these conditions are met, a buy signal is generated. The populate_sell_trend method does not generate any sell signals in this strategy. Overall, the strategy aims to identify potential buying opportunities based on the Bollinger Bands and specific conditions related to the price and indicators. It can be customized by adjusting the parameters to optimize its performance.