The provided code appears to define a class called "Ichess" that implements a strategy for backtesting trading signals. The strategy uses a set of technical indicators based on the Ichimoku Cloud, a popular technical analysis tool in trading. The strategy involves calculating various indicators such as conversion line, base line, lagging span, and displacement.
These indicators are computed based on the Heikin-Ashi candlestick data.
The Heikin-Ashi candlestick data is derived from the original candlestick data and aims to smooth out price fluctuations.
Once the indicators are calculated, the strategy defines several functions to evaluate trading signals. These functions compare the current values of the indicators with their previous values to determine the direction of the signal. The functions consider conditions such as the relative positions of the indicators and the price in relation to the Senkou Span lines. The strategy assigns scores to different types of trading signals. For example, a score of 2 might indicate a bullish signal, -2 a bearish signal, 0.5 a weak bullish signal, and so on. The scores are calculated using vectorized operations for efficiency. Overall, the strategy aims to generate trading signals based on the Ichimoku Cloud indicators and their interactions. It provides a numerical score to assess the strength and direction of each signal.