The ClucCrypSlow strategy is designed for backtesting trading strategies. Here is a brief description of what the strategy does:
The strategy first populates various indicators using the input dataframe and metadata. It calculates Bollinger Bands (BBANDS) using two different time periods, as well as other indicators such as EMA (Exponential Moving Average), RSI (Relative Strength Index), and ADX (Average Directional Index).
Next, the strategy populates the buy trend by setting specific conditions.
These conditions involve checking the ADX and Aroon values for both the stake/fiat and coin/fiat pairs.
Additionally, it considers the delta between BB1 and the close price, the delta between consecutive close prices, the tail (difference between close and low), and volume-related conditions. For the sell trend, the strategy sets conditions based on the ADX and Aroon values for both pairs, the middle Bollinger Band (BB2), the fast EMA, and the volume. The strategy also includes a custom order timeout feature, where it checks the current order book for a specific pair and compares the current price to the order price with a percentage deviation. If the conditions are met, it returns True; otherwise, it returns False. Finally, the ClucCrypSlow_ETH class extends the ClucCrypSlow strategy specifically for ETH (Ethereum) trading. Note: The code provided is incomplete, and some parts are missing, such as import statements and variable definitions.