The DNSAlarmReporter strategy is designed to backtest trading strategies and generate alarms based on certain conditions. Here is a short description of what the strategy does:
The strategy uses candlestick data (OHLC: open, high, low, close) for different timeframes (30 minutes, 1 hour, 2 hours, 4 hours, 1 day, 1 week). It calculates a set of indicators called "demand and supply lines" (DNS) for each timeframe.
It identifies bullish and bearish engulfing patterns based on the previous range (the difference between the previous open and close prices).
The strategy keeps track of the latest bullish and bearish engulfing patterns for a specified number of simultaneous patterns.
It calculates the closest demand and offer lines based on the current closing price and the stored engulfing patterns. The strategy compares the distances between the current price and the demand/offer lines. If the distance falls below certain alert thresholds, it generates buy or sell signals. The strategy provides desktop notifications with relevant information about the trading pair, timeframe, and distances to the demand and offer lines. The strategy uses candlestick data to determine whether an engulfing pattern exists and calculates the minimum low price from each point to the end of the dataset. It returns the generated alarms as well as the modified dataframe with added columns. Please note that this is a high-level summary, and the full functionality and implementation details of the strategy may require further analysis and understanding.