The Cluc5werk trading strategy is designed to backtest and analyze trading signals based on various indicators. Here is a brief description of what the strategy does:
populate_indicators(): This function calculates and adds several indicators to the input dataframe, including:
Bollinger Bands (mid and lower bands) based on the closing price. Absolute difference between the Bollinger Bands mid band and lower band.
Absolute difference between the current closing price and the previous closing price.
Absolute difference between the current closing price and the lowest price within the timeframe.
Bollinger Bands (lower and middle bands) based on the typical price. Exponential Moving Average (EMA) with a time period of 50. Rolling mean of the volume over a window of 30. Rate of Change Ratio (ROCR) with a time period of 28. Retrieve an informative pair's data (e.g., ETH) for the same timeframe (1h) and merge it with the current dataframe. populate_buy_trend(): This function generates buy signals based on predefined parameters. It identifies potential buying opportunities when the following conditions are met:
Rate of Change Ratio (ROCR) in the 1-hour timeframe is greater than a specified threshold. Several conditions related to Bollinger Bands, such as the lower band's shift, the delta between the mid and lower bands, the delta between the closing price and the mid band, the delta between the closing prices, and the tail (difference between the closing and lowest prices). The current closing price is lower than the previous lower band, and it is less than or equal to the previous closing price. The current closing price is lower than the EMA slow indicator and below a certain threshold multiplied by the Bollinger Bands lower band. The volume is lower than the previous mean volume multiplied by a specified threshold. populate_sell_trend(): This function generates sell signals based on predefined parameters. It identifies potential selling opportunities when the following conditions are met:
Three consecutive lower highs in the high prices. Three consecutive lower closes in the closing prices. The current closing price multiplied by a specified threshold is higher than the Bollinger Bands middle band. The volume is greater than zero. The class Cluc5werk_ETH is a subclass of Cluc5werk, indicating that it inherits the behavior and functionality of the parent class with potential modifications specific to ETH trading.