The "FreqGym_normalized" strategy is a trading strategy that involves the use of various technical analysis (TA) indicators to make buy and sell decisions. The strategy aims to populate a DataFrame with these indicators and use them to generate signals for buying and selling. The strategy first populates the DataFrame with multiple TA indicators, such as PLUS_DI, MINUS_DI, HT_SINE, BOP, STOCH, STOCHF, Bollinger Bands, ADX, AROON, CMO, DX, MFI, WILLR, RSI, Fisher RSI, STOCHRSI, and LINEARREG_ANGLE.
Each indicator is normalized within a specific range to ensure consistent scaling across different indicators.
After populating the indicators, the strategy moves on to populate the buy and sell signals.
It uses an RL (reinforcement learning) model to predict the action to take based on the indicators. The predicted action is then used to determine the buy and sell signals. The buy signal is set to 1 when the predicted action is 1 (indicating a buy), and the sell signal is set to 1 when the predicted action is 2 (indicating a sell). Finally, the strategy generates an output DataFrame with the predicted results for each time window. The strategy uses a sliding window approach, where it takes a subset of indicators for each window and predicts the outcome using the RL model. The predicted results are stored in the output DataFrame. Overall, this strategy combines multiple TA indicators and an RL model to generate buy and sell signals for trading. It aims to backtest and evaluate the performance of these signals using historical data.