The MFI2 strategy is a trading strategy that uses various technical analysis (TA) indicators to generate buy and sell signals for a given dataset. Here is a brief description of what the strategy does:
populate_indicators: This function calculates and adds several TA indicators to the dataset, including ADX, PLUS_DM, PLUS_DI, MINUS_DM, MINUS_DI, MFI, MACD, STOCHF, RSI, Fisher RSI, Bollinger Bands, EMA (Exponential Moving Average), SAR, and SMA (Simple Moving Average). populate_buy_trend: This function populates the buy signal for the dataset based on the configured buy conditions.
It checks various indicators and applies conditions such as close price being below EMA5, RSI being above a certain threshold, positive directional movement, low MFI (Money Flow Index), close price below SAR, Fisher RSI below a certain value, negative MACD, and Bollinger Bands gain above a specified value.
populate_sell_trend: This function populates the sell signal for the dataset based on the configured sell conditions.
It applies conditions such as close price being above EMA5 and MFI being above a certain threshold. The strategy combines these indicators and conditions to generate buy and sell signals, which can be used for backtesting trading strategies.