The strategy implemented in this code is called "DNSSAR." It is a backtesting strategy for trading. Here is a short description of what the strategy does:
The strategy calculates the SAR (Stop and Reverse) indicator using the TA-Lib library. It determines the last SAR value and the last closing price of the trading pair.
Based on the selected timeframe (either "15m" or "1h"), the strategy applies additional conditions.
If the timeframe is "15m," it checks if the 1-hour and 4-hour SAR values are increasing.
If the timeframe is "1h," it checks if the 4-hour SAR value is increasing. The SAR values are printed for debugging purposes. The strategy populates the "buy" signal in the dataframe. The strategy populates the "sell" signal in the dataframe. The strategy uses the SAR indicator to generate buy and sell signals based on certain conditions. It has a minimal ROI (Return on Investment) of 10% and a stop loss of -0.99. The strategy is designed to be used on the 1-hour timeframe.