The ClucHAnix_BB_RPB_MOD strategy is a backtesting strategy that uses various technical indicators and conditions to determine buy signals for trading. Here is a breakdown of what the strategy does:
Indicator Calculation:
Calculates Heikin-Ashi candlestick values (ha_open, ha_close, ha_high, ha_low) based on the input dataframe. Calculates moving averages: Exponential Moving Average (EMA) of periods 8, 14, and 26 (ema_8, ema_14, ema_26) and Simple Moving Average (SMA) of period 15 (sma_15).
Calculates Relative Strength Index (RSI) of periods 4, 14, and 20 (rsi_4, rsi_14, rsi_20).
Calculates Commodity Trend Index (CTI) with a length of 20 (cti).
Calculates Stochastic FastD and FastK values (fastd, fastk). Calculates Average Directional Index (ADX) (adx). Calculates Bollinger Bands: mid-band and lower band (mid, lower). Calculates Bollinger Bands using a different method: lower band, middle band, and upper band (bb_lowerband2, bb_middleband2, bb_upperband2). Calculates various other derived features such as price deltas, tail size, exponential moving averages (ema_fast, ema_slow), Rate of Change Ratio (ROCR) (rocr), and Elliott Wave Oscillator (EWO) (EWO). Retrieves additional informative data for the '1h' timeframe, including Heikin-Ashi close prices and ROCR values. Merges the informative data with the input dataframe. Buy Signal Generation:
Initializes an empty buy tag column (buy_tag) in the dataframe. Calculates moving averages for buy and sell signals based on the specified parameters (ma_buy_, ma_sell_). Checks for various conditions to generate buy signals:
BTC safety check: Ensures the percentage change between BTC/USDT prices on the 1d and 1m timeframes is above a threshold and that the volume is nonzero. Pump strength check: Ensures the pump strength indicator is below an antipump threshold. Lambo1 check: Compares the close price with the EMA-14 multiplied by a factor, and RSI values with specified limits. Lambo2 check: Similar to Lambo1 but with different parameter values. Local uptrend check: Checks for an uptrend based on moving average relationships, open price differences, and Bollinger Bands. NFI_32 check: Compares RSI values between two consecutive periods, RSI values with specified limits, close price with SMA-15 multiplied by a factor, and CTI values with a limit. EWO_1 check: Compares RSI values with specified limits, close price with moving averages multiplied by offsets, EWO values with a high limit, and RSI-14 values with a specified limit. EWO_low check: Similar to EWO_1 but with different parameter values. Populate Sell Trend (Not shown):
This part of the strategy is not included in the code snippet provided. It is likely responsible for generating sell signals based on specific conditions. Overall, the strategy calculates various technical indicators and combines them with specific conditions to generate buy signals for trading.