The FrayLIVEBTC15m strategy is designed to backtest trading strategies using various technical indicators. Here is a breakdown of what the strategy does:
populate_indicators function:
Adds several technical analysis (TA) indicators to the given DataFrame. The indicators used include Relative Strength Index (RSI), Moving Average Convergence Divergence (MACD), Exponential Moving Averages (EMA), and Stop and Reverse (SAR).
The calculated indicator values are stored in new columns of the DataFrame.
populate_buy_trend function:
Based on the TA indicators, populates the buy signal for the DataFrame.
Checks for specific conditions to generate a buy signal, such as crossing above a certain RSI value, MACD signal crossing above the MACD line, SAR being less than or equal to the EMA, and positive volume. If the conditions are met, sets the 'buy' column value to 1. populate_sell_trend function:
Populates the sell signal for the DataFrame. Checks for conditions such as EMA crossing below a shorter EMA, RSI crossing above a certain value, MACD difference being less than or equal to a specified threshold, and positive volume. If the conditions are met, sets the 'sell' column value to 1. The strategy utilizes various indicators to generate buy and sell signals based on specific conditions. These signals can be used to test and evaluate the performance of different trading strategies.