The MACDStrategy_crossed is a trading strategy that uses the Moving Average Convergence Divergence (MACD) and Commodity Channel Index (CCI) indicators to generate buy and sell signals. Here's a short description of what the strategy does:
Buy Signal:
The MACD line crosses above the MACD signal line. The CCI (Commodity Channel Index) indicator is less than or equal to -50.
Sell Signal:
The MACD line crosses below the MACD signal line.
The CCI indicator is greater than or equal to 100.
The strategy calculates the MACD and CCI indicators for the given dataset and uses them to determine when to buy and sell. When a buy signal is generated, the strategy sets the 'buy' column in the dataframe to 1. Similarly, when a sell signal is generated, the 'sell' column is set to 1. The strategy also defines a minimal return on investment (ROI) and stop loss values, as well as the ticker interval of '5m' (5 minutes) for optimal performance. Overall, the strategy aims to capture potential market trends by identifying MACD and CCI signal crossovers and uses them to make buying and selling decisions.