The NFI46Z strategy is a trading strategy implemented as a class that inherits from the IStrategy interface. The strategy consists of two main methods: populate_indicators and populate_buy_trend. The populate_indicators method takes a DataFrame and metadata as input and returns a modified DataFrame.
It first calculates informative indicators based on the 1-hour timeframe using the informative_1h_indicators method.
Then, it merges the informative indicators with the original DataFrame using the merge_informative_pair function, ensuring forward-filling of missing values.
Lastly, it calculates additional indicators for the normal timeframe using the normal_tf_indicators method. The populate_buy_trend method is responsible for generating buy signals based on a set of predefined conditions. It appends conditions to a list, each represented by a logical expression. These conditions incorporate various technical indicators and market factors, including moving averages (EMA and SMA), relative strength index (RSI), money flow index (MFI), Bollinger Bands, and volume analysis. Each condition evaluates specific criteria such as price movements, trend direction, volatility, and volume. By evaluating these conditions, the strategy aims to identify favorable buying opportunities. The conditions are numbered from 1 to 10, and each condition can be enabled or disabled individually using boolean flags (e.g., self.buy_condition_1_enable.value). Overall, the NFI46Z strategy utilizes a combination of technical indicators and market signals to determine when to enter a buy position in a trading scenario.