The Diamond strategy is a backtesting strategy that aims to generate buy and sell signals based on specific conditions. Here's a brief description of what the strategy does:
The populate_indicators function takes a dataframe and metadata as input and returns the same dataframe. It is responsible for populating any indicators used in the strategy, but in this case, it doesn't perform any indicator calculations.
The populate_buy_trend function takes a dataframe and metadata as input and returns the modified dataframe.
It defines a list of conditions for generating buy signals.
The main condition checks if the value of a fast key has crossed above the shifted value of another key multiplied by a vertical push factor. If the conditions are met, the 'buy' column of the dataframe is set to 1. The populate_sell_trend function takes a dataframe and metadata as input and returns the modified dataframe. It defines a list of conditions for generating sell signals. The main condition checks if the value of a fast key has crossed below the shifted value of another key multiplied by a vertical push factor. If the conditions are met, the 'sell' column of the dataframe is set to 1. Overall, the Diamond strategy uses specific crossed above and crossed below conditions to determine buy and sell signals in a backtesting scenario.