The "EasyInEasyOut" strategy is a trading strategy that aims to identify buy signals based on the relationship between the current closing price and a Hull Moving Average (HMA) indicator. Here's a breakdown of the important parts of the strategy:
The strategy uses a Hull Moving Average with a window size of 20 to smooth the closing price data. The strategy calculates the previous closing price and the previous HMA value using the shift function.
It also calculates the current closing price and the current HMA value by shifting the data by one time step.
In the populate_buy_trend function, the strategy identifies a buy signal when the current closing price is greater than the current HMA value, and the previous closing price is less than the previous HMA value.
The strategy assigns a value of 1 to the "buy" column in the dataframe to indicate the buy signal. The populate_sell_trend function is empty, indicating that the strategy does not define any specific sell conditions. In summary, the EasyInEasyOut strategy generates buy signals when the current closing price crosses above the Hull Moving Average, and the previous closing price was below the previous HMA value. The strategy does not provide any specific sell conditions, so the selling decisions are not determined by this strategy alone.