The MomStrategy is a trading strategy that uses several technical analysis (TA) indicators to make buy and sell decisions. In the method populate_indicators, the strategy adds the following indicators to the given DataFrame:
mom: Momentum indicator calculated using the close prices over a period of 10. signal: A binary signal that is set to 1 when both the momentum is positive and the volume is greater than zero.
It is set to 0 otherwise.
The signal column is then differentiated to identify changes in the signal.
The adx indicator is also added to the DataFrame using the ta.ADX function. The commented block within the method suggests that if a live or dry run mode is active and a data provider (dp) is available, additional data such as the best bid and ask prices from the order book are retrieved and added to the DataFrame. In the populate_buy_trend method, the strategy populates the "buy" column of the DataFrame when the signal is equal to 1. Similarly, in the populate_sell_trend method, the strategy populates the "sell" column of the DataFrame when the signal is equal to -1. Overall, the MomStrategy uses momentum, volume, and ADX indicators to generate buy and sell signals based on predefined conditions, and these signals are populated in the respective columns of the DataFrame.