The "BB_RTR3c" strategy is a trading strategy that utilizes various technical indicators to make trading decisions. Here's a brief description of what the strategy does:
The strategy calculates Bollinger Bands with two standard deviations (bb_lowerband2, bb_middleband2, bb_upperband2) and three standard deviations (bb_lowerband3, bb_middleband3, bb_upperband3) based on the typical price of the asset. It calculates the width of the Bollinger Bands (bb_width) and the delta between the lower bands (bb_lowerband2 and bb_lowerband3) to identify potential market conditions.
The strategy calculates the Commodity Channel Index (CCI) for different lengths (cci_length_{val}) and also calculates CCI for a fixed length of 26 (cci).
It uses the Relative Momentum Index (RMI) for different lengths (rmi_length_{val}) and calculates RMI with a length of 4 (rmi_length_4).
The strategy calculates the Stochastic RSI (srsi_fk and srsi_fd) and the difference between consecutive closing prices (closedelta). It calculates various moving averages (sma_15, sma_30, sma_9, sma_21) and exponential moving averages (ema_8, ema_12, ema_13, ema_14, ema_16, ema_24, ema_26, ema_50, ema_100, ema_200). The strategy calculates the Chakin Money Flow (cmf), the Money Flow Index (mfi), the Volume Weighted Average Price (VWAP), and the RSI (rsi, rsi_fast, rsi_slow, rsi_84, rsi_112) for different time periods. It also calculates the Elder's Force Index (EWO), the Average Directional Index (adx), the Heikin Ashi candlestick patterns (ha_open, ha_close, ha_high, ha_low), and additional Bollinger Bands (bb_lowerband2_40, bb_middleband2_40, bb_upperband2_40). The strategy calculates other technical indicators such as the rate of change (rocr), Williams %R (r_14), volume averages (volume_mean_4, volume_mean_12, volume_mean_24), and the difference between EMA_50 and VWAP_lowerband (ema_vwap_diff_50). It also incorporates momentum divergence (momdiv) signals and applies them to buy, sell, cohesion, and collapse conditions. Additionally, the strategy retrieves information from an informative timeframe (1h) and calculates Heikin Ashi candlestick patterns (ha_close), the rate of change (rocr), Bollinger Bands (bb_lowerband2, bb_middleband2, bb_upperband2), RSI (rsi, rsi_28, rsi_42), and various moving averages (ema_20, ema_26, ema_200). The strategy combines these indicators and signals to make trading decisions during backtesting. Please note that this description provides a high-level overview of the strategy's components and calculations. For a more comprehensive understanding, it's recommended to review the specific calculations and usage of each indicator within the code.