The ClucHAnix_hhll strategy is designed to backtest trading signals based on various indicators. Here's a short description of what the strategy does:
It populates indicators using the provided dataframe and metadata. It calculates Heikin-Ashi candles (ha_open, ha_close, ha_high, ha_low) based on the input dataframe.
It calculates Bollinger Bands (mid, lower) using the Heikin-Ashi close price and a window size of 40 with 2 standard deviations.
It calculates additional indicators such as bbdelta, closedelta, tail, bb_lowerband, bb_middleband, bb_lowerband2, bb_middleband2, bb_upperband2, bb_width, ema_fast, ema_slow, ema_24, ema_200, sma_9, sma_200, hma_50, volume_mean_12, volume_mean_24, volume_mean_slow, rocr, hh_48, hh_48_diff, ll_48, ll_48_diff, rsi, fisher, rsi_fast, rsi_slow, sma_200_dec_20, ema_vwma_osc_32, ema_vwma_osc_64, ema_vwma_osc_96, and cmf.
It retrieves an informative dataframe based on the '1h' timeframe and merges it with the original dataframe using the merge_informative_pair function. It populates the buy trend by setting the 'buy' column to 1 for certain conditions based on the indicators. It populates the sell trend by setting the 'sell' column to 1 for certain conditions based on the indicators. It defines a function for calculating the Volume Weighted Moving Average (VWMA). It defines a function for calculating the rolling percentage change maximum across a specified interval, either high to low (HL) or open to close (OC). This strategy combines multiple indicators to generate buy and sell signals based on specific conditions.