The ClucHAnix strategy is a trading strategy that involves the following steps:
Indicator Population:
Heikin Ashi candles are calculated based on the provided dataframe. Various indicators are calculated and added to the dataframe, including Bollinger Bands, moving averages (EMA), volume mean, and rate of change (ROCR). RSI (Relative Strength Index) and Fisher Transform indicators are also calculated.
Informative Pair Calculation:
An informative timeframe (1 hour) is set.
The informative pair dataframe is obtained based on the provided metadata (pair and timeframe).
Heikin Ashi candles are calculated for the informative pair. The informative dataframe is merged with the main dataframe using the appropriate timeframe. Buy Trend Population:
Buy parameters are obtained. Buy signals are generated based on specific conditions:
ROCR (Rate of Change) value in the informative pair is greater than the specified threshold. Multiple conditions involving Bollinger Bands, delta values, tail, and candle close price are checked to determine buy signals. Sell Trend Population:
Sell parameters are obtained. Sell signals are generated based on specific conditions:
Fisher Transform indicator value is greater than the specified threshold. High values of Heikin Ashi candles in the current and previous two periods. Close price of Heikin Ashi candles is lower than the previous close price. Fast EMA (Exponential Moving Average) is greater than the Heikin Ashi close price. Conditions involving close price, Bollinger Bands middle band, and volume are checked to determine sell signals. The ClucHAnix_ETH class extends the ClucHAnix strategy specifically for ETH (Ethereum) trading. Please note that this is a simplified explanation, and the actual implementation and usage of the strategy may involve additional details and considerations.