The "ClucHAnix_hhll" strategy is a trading strategy that uses various technical indicators to generate buy and sell signals. Here is a breakdown of what the strategy does:
It starts by populating a set of indicators based on the provided dataframe and metadata. It calculates Heikin-Ashi candlestick values (open, close, high, low).
It calculates Bollinger Bands and their deltas.
It calculates exponential moving averages (EMAs) and simple moving averages (SMAs).
It calculates the Hull Moving Average (HMA). It calculates the volume-weighted moving average (VWMA). It calculates the Chaikin Money Flow (CMF). It calculates other indicators such as RSI, Fisher Transform, rate of change (ROCR), highest high (HH), lowest low (LL), etc. It populates the buy trend based on specific conditions. It checks for conditions such as ROCR values, Bollinger Bands, candlestick patterns, and other indicators. If the conditions are met, it marks the corresponding row as a buy signal. It populates the sell trend based on specific conditions. It checks for conditions such as Fisher Transform values, candlestick patterns, moving averages, RSI, and volume. If the conditions are met, it marks the corresponding row as a sell signal. It calculates the volume-weighted moving average (VWMA) and its rate of change. It calculates the VWMA based on the provided dataframe. It calculates the rate of change of the slow VWMA. It calculates the rolling percentage change maximum across a given interval. It calculates the percentage change between high and low or open and close prices. The length of the interval determines the look-back period. Overall, the strategy combines various indicators and conditions to generate buy and sell signals based on the provided data. It utilizes candlestick patterns, moving averages, price and volume relationships, and other technical indicators to make trading decisions.