The MFIRSICross strategy is a trading strategy that utilizes various technical indicators to generate buy and sell signals for a given financial instrument. Here is a brief description of what the strategy does:
populate_indicators function:
Calculates and adds the following technical indicators to the DataFrame:
MFI (Money Flow Index)
Stochastic Fast %D and %K
RSI (Relative Strength Index)
MFI and RSI averages using TEMA (Triple Exponential Moving Average)
Difference between MFI and RSI averages
Slope of the MFI-RSI difference
Acceleration of the MFI-RSI slope
Fisher RSI
populate_buy_trend function:
Determines the buy signal based on the following conditions:
MFI-RSI acceleration is not null
If enabled, MFI is less than or equal to a specified value (buy_mfi)
MFI-RSI acceleration crosses above 0
populate_sell_trend function:
Determines the sell signal based on the following conditions:
If enabled, holds the sell signal when close prices are not null (sell_hold_enabled)
MFI average is not null
MFI is greater than or equal to 80
MFI-RSI acceleration crosses below 0
The strategy uses these indicators and conditions to generate buy and sell signals in the DataFrame, indicating when to enter or exit a trade.