Dracula

The Dracula strategy, implemented as a class called "Dracula," is a backtesting strategy for trading. It utilizes various indicators and conditions to generate buy and sell signals. Here is a brief description of what the strategy does: The strategy populates indicators: Bollinger Bands: Calculates the upper band (bb_bbh) and lower band (bb_bbl) based on the closing prices.

Bollinger Bands Indicator: Determines if the high price is above the upper band (bb_bbh_i) and if the low price is below the lower band (bb_bbl_i).

Bollinger Bands Tightness: Calculates the ratio between the band width and the upper band (bb_bbt).

Exponential Moving Average (EMA): Computes the EMA using a time period of 150. Support and Resistance: Utilizes a SupResFinder to find support and resistance levels. Chaikin Money Flow (CMF): Calculates the CMF indicator over a window of 20 periods. Relative Strength Index (RSI): Computes the RSI indicator using a time period of 14. The strategy populates the buy trend: It creates two sets of logical conditions (item_buy_logic) for potential buy signals. The conditions consider factors such as volume, CMF, Bollinger Bands, support, EMA, candlestick patterns, and a "lost_protect" condition. If all the conditions in either of the logic sets are met, the strategy marks the corresponding row with a "buy" signal and a specific "buy_tag" identifier. The strategy determines the sell signals: It analyzes the current candle and previous candles to identify specific patterns and conditions for selling. There are multiple sell signal conditions, including the detection of specific candlestick patterns, reaching resistance levels, or profit-taking based on predefined thresholds. The strategy assigns a unique identifier to each sell signal, which includes information about the buy_tag associated with the corresponding buy signal. The strategy populates the sell trend: It initializes the "sell" column in the dataframe with zeros. Overall, the Dracula strategy combines technical indicators, support/resistance levels, and candlestick patterns to generate buy and sell signals for backtesting trading strategies.