MACD003

The MACD003 strategy is a trading strategy that uses several technical analysis (TA) indicators to generate buy and sell signals for a given dataset. In the populate_indicators function, the strategy calculates and adds the following indicators to the dataset: MFI (Money Flow Index) MACD (Moving Average Convergence Divergence) line and signal line Stochastic Fast %K and %D RSI (Relative Strength Index) Fisher Transform of RSI Bollinger Bands (lower and upper bands) and percentage gain from the upper band EMA (Exponential Moving Average) with different time periods (5, 10, 50, and 100) SAR (Stop and Reverse) indicator SMA (Simple Moving Average) with a time period of 40 The populate_buy_trend function populates the buy signal column in the dataset based on specific conditions. These conditions include: MFI being below a certain threshold (self.buy_mfi.value) Fisher Transform of RSI being below a certain threshold (self.buy_fisher.value) Fast %D being greater than Fast %K and Fast %K being below 20 MACD being negative, crossing above the MACD signal line, and the percentage gain from the upper Bollinger Band being above a certain threshold (self.buy_bb_gain.value).

The populate_sell_trend function populates the sell signal column based on the following conditions: MFI being above a certain threshold (self.sell_mfi.value) SAR being above the closing price Fisher Transform of RSI being above a certain threshold (self.sell_fisher.value).

Overall, the strategy aims to identify potential buying opportunities when certain indicators align and selling opportunities when specific conditions are met.