The strategy implemented in this code is called "CombinedBinHAndCluc". It is a backtesting strategy that combines elements from two other strategies: "BinHV45" and "ClucMay72018". The strategy uses Bollinger Bands, which are a volatility indicator, to identify potential buy signals.
It calculates the lower Bollinger Band based on a rolling window of stock prices.
The strategy also uses other indicators such as the difference between the mid Bollinger Band and the lower Bollinger Band, the difference between consecutive closing prices, and the difference between the closing price and the lowest price within a period.
For the "BinHV45" component of the strategy, the buy signal is generated when certain conditions are met. These conditions include the lower Bollinger Band being positive, the difference between the mid and lower Bollinger Bands being greater than a threshold, the difference between consecutive closing prices being greater than a threshold, the difference between the closing price and the lowest price being less than a fraction of the difference between the mid and lower Bollinger Bands, and the current closing price being lower than the previous closing price and the lower Bollinger Band. For the "ClucMay72018" component of the strategy, the buy signal is generated when the closing price is below the exponential moving average (EMA) with a specific time period, the closing price is below a fraction of the lower Bollinger Band, and the volume is lower than a certain threshold based on the previous average volume. The strategy also includes a sell signal, which is generated when the closing price is above the middle Bollinger Band. The strategy uses a 5-minute timeframe for the analysis and has predefined values for the minimal return on investment (ROI) and stop loss. Overall, the strategy combines elements from different indicators and conditions to identify potential buy and sell signals for backtesting trading strategies.