The KAMACCIRSI strategy is a trading strategy that combines multiple indicators to determine buy and sell signals. Here's a breakdown of what the strategy does:
populate_indicators: This function calculates and adds various indicators to the input dataframe. The indicators used are:
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 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 buy-kama-long indicator. 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 sell-kama-long indicator. populate_buy_trend: This function determines the buy signals based on the specified conditions. The conditions checked are:
If RSI is enabled for buying and the RSI value is greater than the specified limit. If CCI is enabled for buying and the CCI value is greater than the specified limit. If the KAMA trigger for buying is set to 'cross' and the buy-kama-short value is greater than the buy-kama-long value. If the KAMA trigger for buying is set to 'slope' and the buy-kama-long value is greater than 1. Volume is greater than 0. If all the conditions are met, the 'buy' column in the dataframe is set to 1 for those corresponding rows. populate_sell_trend: This function determines the sell signals based on similar conditions as the buy signals. The conditions checked are:
If RSI is enabled for selling and the RSI value is less than the specified limit. If CCI is enabled for selling and the CCI value is less than the specified limit. If the KAMA trigger for selling is set to 'cross' and the sell-kama-short value is less than the sell-kama-long value. If the KAMA trigger for selling is set to 'slope' and the sell-kama-long value is less than 1. Volume is greater than 0. If all the conditions are met, the 'sell' column in the dataframe is set to 1 for those corresponding rows. The strategy utilizes indicators such as CCI, RSI, and KAMA to generate buy and sell signals based on specific conditions and thresholds. These signals can be used for backtesting trading strategies on the website.