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The Diamond strategy is an implementation of the IStrategy interface. It consists of three main functions: populate_indicators, populate_buy_trend, and populate_sell_trend. In the populate_indicators function, no additional indicators are calculated, and the original dataframe is returned unchanged.
The populate_buy_trend function defines a list of conditions for generating buy signals.
The main condition checks if the value of a fast moving average (defined by self.buy_fast_key) has crossed above the product of a slow moving average (defined by self.buy_slow_key) and a vertical push factor (self.buy_vertical_push).
If the condition is met, a 'buy' signal is generated by setting the corresponding value in the 'buy' column of the dataframe to 1. The populate_sell_trend function is similar to populate_buy_trend but generates sell signals instead. It checks if the value of a fast moving average has crossed below the product of a slow moving average and a vertical push factor. If the condition is met, a 'sell' signal is generated by setting the corresponding value in the 'sell' column of the dataframe to 1. Overall, the Diamond strategy uses moving averages and crossover conditions to generate buy and sell signals based on the provided parameters.
The populate_buy_trend function defines a list of conditions for generating buy signals.
The main condition checks if the value of a fast moving average (defined by self.buy_fast_key) has crossed above the product of a slow moving average (defined by self.buy_slow_key) and a vertical push factor (self.buy_vertical_push).
If the condition is met, a 'buy' signal is generated by setting the corresponding value in the 'buy' column of the dataframe to 1. The populate_sell_trend function is similar to populate_buy_trend but generates sell signals instead. It checks if the value of a fast moving average has crossed below the product of a slow moving average and a vertical push factor. If the condition is met, a 'sell' signal is generated by setting the corresponding value in the 'sell' column of the dataframe to 1. Overall, the Diamond strategy uses moving averages and crossover conditions to generate buy and sell signals based on the provided parameters.
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last change: 2024-07-27 15:02:22