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The Diamond strategy is a trading strategy implemented as a class. It has three main functions: populate_indicators, populate_buy_trend, and populate_sell_trend. Here is a brief description of what each function does:
populate_indicators: This function takes a dataframe containing trading data and a metadata dictionary as input.
It is responsible for calculating and adding any necessary indicators to the dataframe.
In the given code, this function simply returns the original dataframe without any modifications.
populate_buy_trend: This function takes a dataframe and metadata as input. It identifies conditions for initiating a buy trade based on specific criteria. In the code, it creates a list of conditions by checking if a certain value has crossed above another value multiplied by certain factors. If any of the conditions are met, the corresponding rows in the dataframe are marked with a value of 1 in the 'buy' column. populate_sell_trend: This function is similar to populate_buy_trend but focuses on identifying conditions for initiating a sell trade. It creates a list of conditions by checking if a certain value has crossed below another value multiplied by certain factors. If any of the conditions are met, the corresponding rows in the dataframe are marked with a value of 1 in the 'sell' column. Overall, the Diamond strategy class is designed to populate indicators, determine buy signals based on specific criteria, and determine sell signals based on other criteria. The implementation of these functions may vary depending on the specific trading strategy being backtested.
It is responsible for calculating and adding any necessary indicators to the dataframe.
In the given code, this function simply returns the original dataframe without any modifications.
populate_buy_trend: This function takes a dataframe and metadata as input. It identifies conditions for initiating a buy trade based on specific criteria. In the code, it creates a list of conditions by checking if a certain value has crossed above another value multiplied by certain factors. If any of the conditions are met, the corresponding rows in the dataframe are marked with a value of 1 in the 'buy' column. populate_sell_trend: This function is similar to populate_buy_trend but focuses on identifying conditions for initiating a sell trade. It creates a list of conditions by checking if a certain value has crossed below another value multiplied by certain factors. If any of the conditions are met, the corresponding rows in the dataframe are marked with a value of 1 in the 'sell' column. Overall, the Diamond strategy class is designed to populate indicators, determine buy signals based on specific criteria, and determine sell signals based on other criteria. The implementation of these functions may vary depending on the specific trading strategy being backtested.
stoploss: -0.271 timeframe: 5m hash(sha256): b1e3ced18171e7d88e11a1ef33907db7b8d333b040ffa302ea43245ea54f05d4
Was not able to fetch indicators from Strategyfile.
last change: 2022-07-02 19:54:08