The NASOSv4 strategy is a trading strategy implemented as a class that inherits from the IStrategy interface. It has several methods for populating indicators, determining buy signals, determining sell signals, and confirming trade exits. In the populate_indicators method, the strategy calculates various indicators using the provided dataframe and metadata.
It merges informative 1-hour indicators with the current timeframe indicators and returns the updated dataframe.
The populate_buy_trend method identifies buy conditions based on a set of criteria.
It checks for specific conditions such as the rolling maximum of the previous hour's close price being below a profit threshold, RSI values, close prices relative to moving averages, EWO (Elliott Wave Oscillator) values, and volume. If the conditions are met, it sets the 'buy' column in the dataframe to 1 and assigns a corresponding buy tag. The populate_sell_trend method determines sell conditions based on criteria related to close prices, moving averages, RSI values, and volume. If the conditions are satisfied, it sets the 'sell' column in the dataframe to 1. The strat_dca_nasos class is a subclass of NASOSv4 that overrides the populate_indicators method to add an additional RSI indicator to the dataframe. Lastly, there are additional methods related to stake calculation, determining when to initiate safety orders, and confirming trade exits. These methods involve calculations based on parameters such as stake amounts, profit triggers, safety order step scales, safety order volume scales, current rates, and trade data. Overall, the NASOSv4 strategy aims to generate buy and sell signals based on various technical indicators and criteria. It incorporates elements of trend following, moving averages, RSI, EWO, and volume analysis to make trading decisions.