The ClucCrypROI strategy is a trading strategy designed for backtesting on a trading platform. Here is a short description of what the strategy does:
The strategy first populates various indicators using the input dataframe and metadata. It calculates Bollinger Bands (BBANDS) for two different time periods.
It calculates delta values and other metrics based on the close price, low price, and volume.
It calculates exponential moving averages (EMA) for two different time periods.
It calculates the relative strength index (RSI) and the Fisher transform of RSI. It calculates additional indicators (ADX and Aroon) for different trading pairs. In the populate_buy_trend method:
It checks if there is an active trade. If there is no active trade, it applies certain conditions for entering a new trade:
It checks the ADX and Aroon indicators for both stake/fiat and coin/fiat pairs. It checks conditions related to Bollinger Bands, delta values, and price movement. It also checks conditions related to EMA, lower Bollinger Band, and volume. In the populate_sell_trend method:
It applies conditions for exiting a trade:
It checks the ADX and Aroon indicators for both stake/fiat and coin/fiat pairs. It checks conditions related to Bollinger Bands and EMA. It also checks conditions related to volume. The strategy includes custom order timeout logic, where it checks the current price against the order price to determine if the order should be canceled. There is also a derived class ClucCrypROI_ETH, which extends the ClucCrypROI strategy specifically for trading with ETH as the base currency.