The NASOSRv6_private_Reinuvader_20211121 strategy is a trading strategy implemented as a class in Python. It extends the IStrategy class. The strategy involves populating indicators and making trading decisions based on various technical indicators.
Here is a summary of what the strategy does:
Populating Indicators:
The strategy populates various indicators using the provided dataframe and metadata.
Long-Term Price Warning:
The strategy calculates a long-term price warning based on rolling averages and maximum values of the close price over different periods.
RSI and Linear Regression Angle:
The strategy calculates the Relative Strength Index (RSI) and Linear Regression Angle for different time periods. Moving Averages:
The strategy calculates exponential moving averages (EMA) for different time periods. Other Indicators:
The strategy calculates various other indicators, such as Hull Moving Average (HMA), Exponential Weighted Oscillator (EWO), Bollinger Bands, Heikin-Ashi candlestick data, and more. BTC-Related Indicators:
If the stake currency is a cryptocurrency, the strategy fetches Bitcoin (BTC) data and calculates indicators such as RSI and EMA for BTC. Trading Decision:
The strategy uses the calculated indicators to make trading decisions based on certain conditions. These conditions may involve comparing indicator values, thresholds, or specific patterns. Additional Indicators:
The strategy calculates additional indicators, such as Stochastic Fast, Average Directional Index (ADX), Commodity Channel Index (CCI), and others. Other Features:
The strategy includes features like VWAP Bands, Top Percent Change, Triple Exponential Moving Average (TEMA), Chaikin Money Flow (CMF), Keltner Channels, and more. Please note that the provided code is only a snippet, and there may be additional logic or methods within the complete strategy implementation.