The EMAVolume strategy is a proof of concept trading strategy that uses exponential moving averages (EMAs) and volume data to generate buy and sell signals. Here is a breakdown of how the strategy works:
The strategy uses four EMAs with different time periods: EMA13, EMA34, EMA7, and EMA21. It also calculates the 10-period rolling average of the volume data.
In the populate_buy_trend method, the strategy generates a buy signal when the EMA13 crosses above EMA34 and the current volume is greater than the 10-period volume average.
In the populate_sell_trend method, the strategy generates a sell signal when the EMA13 crosses below EMA34.
The strategy sets a minimal return on investment (ROI) of 0.5 and a stop loss of -0.2. The optimal ticker interval for the strategy is set to 15 minutes. Please note that the strategy is described as not performing well and serves as a proof of concept rather than a profitable trading strategy.