The NFINextMultiOffsetAndHO2 strategy is a backtesting strategy that performs various calculations and analysis on financial data to determine buying conditions for trading. Here's a breakdown of what the strategy does:
Populating Indicators:
The strategy starts by populating indicators for the Bitcoin (BTC) pair at different timeframes (5 minutes and 1 hour). It merges the informative pair data with the original dataframe.
It resamples the data to another timeframe if specified.
Finally, it calculates indicators for the normal (5 minutes) timeframe.
Populating Buy Trend:
The strategy defines conditions and a buy protection list. It checks for various buy protection parameters and appends corresponding conditions to the protection list. It calculates the rolling volume and applies conditions based on different indicators such as moving averages (EMA), simple moving averages (SMA), relative strength index (RSI), money flow index (MFI), etc. It sets buy conditions based on the defined logic for each condition. The buy conditions involve comparisons between different indicators and price/volume data. Overall, the strategy involves populating indicators for different timeframes, merging and resampling data, and applying buy conditions based on various technical indicators and price/volume data.