The KAMACCIRSI strategy is a trading strategy that uses a combination of technical indicators to generate buy and sell signals. Here's a breakdown of what the strategy does:
The populate_indicators function calculates various indicators and adds them to the input dataframe:
buy-cci: Commodity Channel Index (CCI) calculated using the specified period for buying. sell-cci: CCI calculated using the specified period for selling.
buy-rsi: Relative Strength Index (RSI) calculated using the specified period for buying.
sell-rsi: RSI calculated using the specified period for selling.
buy-kama-short: Kaufman's Adaptive Moving Average (KAMA) calculated using the specified short period for buying. buy-kama-long: KAMA calculated using the specified long period for buying. buy-kama-long-slope: Slope of the long KAMA line (ratio of current value to the previous value). sell-kama-short: KAMA calculated using the specified short period for selling. sell-kama-long: KAMA calculated using the specified long period for selling. sell-kama-long-slope: Slope of the long KAMA line for selling. The populate_buy_trend function determines the buy signals based on the calculated indicators and specified parameters:
The function checks various conditions, including RSI, CCI, and KAMA triggers, as well as volume. If all the conditions are met, the 'buy' column in the dataframe is set to 1 for the corresponding rows. The populate_sell_trend function determines the sell signals based on the calculated indicators and specified parameters:
Similar to the buy function, this function checks conditions based on RSI, CCI, and KAMA triggers, as well as volume. If all the conditions are met, the 'sell' column in the dataframe is set to 1 for the corresponding rows. Overall, the KAMACCIRSI strategy combines CCI, RSI, and KAMA indicators to generate buy and sell signals based on specified parameter thresholds and triggers. The strategy aims to capture potential trends and reversals in the market using these technical indicators.