The CombinedBinHClucAndSMAOffset strategy combines multiple indicators to generate buy and sell signals for trading. Here's a breakdown of what the strategy does:
populate_indicators: This function populates the indicators used by the strategy. It takes a DataFrame containing price and volume data and returns the modified DataFrame with additional indicator columns.
populate_buy_trend: This function determines the conditions for buying an asset.
It defines multiple sets of conditions using logical operators like & (AND) and | (OR).
The conditions include comparisons between different price and indicator values, rolling calculations, and threshold checks. If any of the conditions are met, the 'buy' signal is set to 1 for the corresponding rows in the DataFrame. populate_sell_trend: This function determines the conditions for selling an asset. Similar to populate_buy_trend, it defines conditions based on price and indicator values. If any of the conditions are met, the 'sell' signal is set to 1 for the corresponding rows in the DataFrame. The strategy uses various indicators such as moving averages (MA), exponential moving averages (EMA), Bollinger Bands (BB), relative strength index (RSI), moving average convergence divergence (MACD), and others. The specific parameters and calculations involved in these indicators are not explicitly mentioned in the provided code snippet. Overall, the strategy aims to identify potential buying and selling opportunities based on the defined conditions and the values of different indicators.