The provided code represents a trading strategy implemented as a class named "MyNewStrategy." It utilizes technical analysis (TA) indicators to generate buy and sell signals for a given DataFrame of exchange data. The strategy consists of three main functions:
populate_indicators: This function adds various TA indicators to the DataFrame. The indicators are used as inputs for generating trading signals.
It's important to be cautious with the number of indicators used to optimize performance.
populate_buy_trend: Using the populated indicators, this function determines the buy signals for the DataFrame.
In this case, the strategy generates a buy signal when the Relative Strength Index (RSI) crosses above a specified threshold (self.buy_rsi.value) and the volume is greater than zero. populate_sell_trend: Similarly, this function generates sell signals based on the TA indicators. It identifies a sell signal when the RSI crosses above a certain threshold (self.sell_rsi.value) and the volume is greater than zero. The strategy modifies the original DataFrame by adding a 'buy' column and a 'sell' column, where a value of 1 indicates a buy or sell signal, respectively.