The MultiMA_TSL strategy is a trading strategy that uses multiple moving averages (MA) and trend stop-loss (TSL) indicators to determine buy and sell signals. Here is a breakdown of the strategy:
In the populate_indicators method:
Calculates the EWO (Elder's Force Index) using fast and slow EWO values. Calculates the RSI (Relative Strength Index) with a time period of 14.
Calculates a rolling 48-period percentage change of the closing price and finds the maximum value within a 12-period rolling window.
In the populate_buy_trend method:
Sets up conditions for different buy offset indicators such as EMA (Exponential Moving Average), ZEMA (Zero-Lag Exponential Moving Average), and TRIMA (Triangular Moving Average).
Checks if the close price is below the respective offset values and satisfies additional conditions based on EWO and RSI values. If the conditions are met, marks the corresponding buy tag and sets the buy_copy and buy columns to 1. In the populate_sell_trend method:
Calculates the offset values for EMA and TRIMA based on the specified parameters. Sets up conditions for sell signals based on the close price exceeding the offset values and having positive volume. If the conditions are met, sets the sell_copy and sell columns to 1. The last part of the code snippet appears to be unrelated to the main strategy and calculates the difference between two EMAs divided by the close price, expressed as a percentage. Overall, the strategy uses various indicators and conditions to generate buy and sell signals based on moving averages and other technical factors.