The ClucHAnix trading strategy is implemented as a class in Python. It is designed to backtest trading strategies using historical data. Here is a short description of what the strategy does:
populate_indicators function: This function calculates various technical indicators and populates them in the input dataframe.
The indicators include Heikin Ashi candlestick values (open, close, high, low), Bollinger Bands, EMA (Exponential Moving Average), ROCR (Rate of Change Ratio), RSI (Relative Strength Index), and Fisher Transform.
Additionally, it retrieves an informative pair's data and merges it with the current timeframe's data.
populate_buy_trend function: This function defines the conditions for buying or entering a trade. It uses a set of parameters to determine the buy signals based on the calculated indicators. The conditions include comparing the ROCR of the informative pair, Bollinger Bands values, close price delta, and tail value. If the conditions are met, a "buy" signal is generated for the corresponding data points. populate_sell_trend function: This function defines the conditions for selling or exiting a trade. It uses a set of parameters to determine the sell signals based on the calculated indicators. The conditions include comparing the Fisher Transform value, previous high prices, close prices, EMA value, and volume. If the conditions are met, a "sell" signal is generated for the corresponding data points. The strategy is derived from the base class ClucHAnix and is specific to ETH (Ethereum) as indicated by the class name ClucHAnix_ETH.