The MACDCross strategy is a trading strategy that uses various technical indicators to generate buy and sell signals for a given financial instrument. In the populate_indicators method, the strategy calculates several indicators, including:
ADX (Average Directional Index)
PLUS_DM and MINUS_DM (Plus Directional Movement and Minus Directional Movement)
PLUS_DI and MINUS_DI (Plus Directional Indicator and Minus Directional Indicator)
RSI (Relative Strength Index)
Fisher RSI (a transformed version of RSI)
Stochastic Fast (Stochastic Oscillator)
MACD (Moving Average Convergence Divergence)
MFI (Money Flow Index)
Bollinger Bands
EMA (Exponential Moving Average)
SAR (Stop and Reverse)
TEMA (Triple Exponential Moving Average)
In the populate_entry_trend method, the strategy determines the buy signal based on the indicator values and certain conditions:
ADX value is above a specified threshold (buy_adx)
Directional Movement Delta (dm_delta) is positive
MFI value is greater than a specified threshold (buy_mfi)
Close price is below the SAR (Stop and Reverse) value
Fisher RSI value is below a specified threshold (buy_fisher)
MACD value is negative
Bollinger Bands gain (bb_gain) is greater than or equal to a specified threshold (buy_bb_gain)
MACD line crosses above the MACD signal line
Volume is greater than 0
In the populate_exit_trend method, the strategy determines the sell signal based on the indicator values and conditions:
If the sell_hold parameter is enabled, no sell signal is generated (sell column is set to 0)
If the sell_pos_macd_enabled parameter is enabled, MACD value is positive
MACD line crosses below the MACD signal line
The strategy populates the buy and sell columns in the DataFrame, indicating when to buy and sell the financial instrument based on the defined conditions and indicator values.