The DuperFivish strategy is a trading strategy that utilizes various technical indicators to generate buy and sell signals. Here is a short description of what the strategy does:
populate_indicators: This method calculates and populates different indicators such as exponential moving averages (EMAs), Bollinger Bands, minimum and maximum values, Commodity Channel Index (CCI), Money Flow Index (MFI), Relative Strength Index (RSI), average price, and Average Directional Index (ADX) on the input DataFrame. populate_buy_trend: This method populates the buy signal based on the following conditions:
The close price is below the lower Bollinger Band.
The previous close is below the short-term EMA.
The close price is below the short-term EMA.
The short-term EMA is below the long-term EMA. The long-term EMA is above the medium-term EMA. OR
The average price over the last 5 periods is in a decreasing trend, and the current price is lower than the previous period's average price. The previous low price is below the middle Bollinger Band. The CCI is below -100. The RSI is below 30. The MFI is above 20. The volume is below 20 times the 30-period rolling average volume, the resample simple moving average (SMA) is below the close price, and the previous resample SMA is below the current resample SMA. populate_sell_trend: This method populates the sell signal based on the following conditions:
The close price is above the short-term EMA. The close price is above the medium-term EMA. The close price is equal to or higher than the maximum value over a specified period. The close price is equal to or higher than the upper Bollinger Band. The MFI is above 80. OR
The open price is lower than the close price for the last 7 periods. The RSI is above 70. The remaining code involves resampling the DataFrame, calculating the resample SMA, dropping unnecessary columns, interpolating missing values, merging the resampled DataFrame with the original DataFrame based on the date column, and returning the final DataFrame. Overall, the strategy combines various indicators and trend conditions to generate buy and sell signals for backtesting trading strategies.