The Martin strategy is a trading strategy that utilizes several technical analysis (TA) indicators to generate buy and sell signals. Here is a breakdown of what the strategy does:
populate_indicators: This function adds various TA indicators to the given DataFrame. The indicators used are:
RSI (Relative Strength Index)
MACD (Moving Average Convergence Divergence) including MACD line, signal line, and histogram
MFI (Money Flow Index)
Bollinger Bands including lower band, middle band, upper band, percent deviation from bands, and band width
SAR (Stop and Reverse)
TEMA (Triple Exponential Moving Average)
HTSINE (Hilbert Transform - SineWave) including sine wave and lead sine wave
populate_buy_trend: This function populates the buy signal for the DataFrame based on the TA indicators.
The conditions for generating a buy signal are:
RSI crossing above 30
TEMA below or equal to the Bollinger Bands middle band
TEMA is increasing (higher than the previous value)
Volume is greater than 0
populate_sell_trend: This function populates the sell signal for the DataFrame based on the TA indicators.
The conditions for generating a sell signal are:
RSI crossing above 70
TEMA above the Bollinger Bands middle band
TEMA is decreasing (lower than the previous value)
Volume is greater than 0
The strategy uses these indicators and conditions to determine when to enter a buy or sell position in the market.