The DCBBBounce strategy is a trading strategy that utilizes various technical indicators to generate buy and sell signals for backtesting. Here's a breakdown of what the strategy does:
populate_indicators: This function calculates and adds several technical indicators to the given DataFrame, including Bollinger Bands, Donchian Channels, ADX, Directional Movement indicators, MFI, MACD, Stochastic Fast, RSI, Fisher RSI, EMAs (Exponential Moving Averages), SAR (Stop and Reverse), and SMA (Simple Moving Average). populate_entry_trend: This function populates the buy signal based on specific conditions.
It checks for the presence of certain indicators and their values relative to the price.
If the conditions are met, a buy signal is assigned to the corresponding rows in the DataFrame.
populate_exit_trend: This function populates the sell signal based on specific conditions. It checks for the presence of certain indicators and their values relative to predefined thresholds. If the conditions are met, a sell signal is assigned to the corresponding rows in the DataFrame. The strategy combines indicators such as Bollinger Bands, Donchian Channels, ADX, Moving Averages, and others to identify potential entry and exit points for trades. The buy and sell signals are based on the intersection of certain indicator values or their relationships with the price.