The Neat_RL strategy is designed to backtest trading strategies by adding various technical analysis indicators to a given dataset. These indicators provide insights into market trends, volatility, and other relevant factors. The strategy aims to enhance performance by selecting the most appropriate indicators based on the specific requirements of the trading strategy or hyperparameter optimization configuration.
The indicators included in the strategy are as follows:
Average Directional Index (ADX)
Plus Directional Movement (PLUS_DM)
Plus Directional Indicator (PLUS_DI)
Minus Directional Movement (MINUS_DM)
Minus Directional Indicator (MINUS_DI)
Aroon Up and Down (AROON)
Aroon Oscillator (AROONOSC)
Awesome Oscillator (AO)
Keltner Channel (KC) - Upper Band, Lower Band, Middle Band, Percent, and Width
Ultimate Oscillator (UO)
Commodity Channel Index (CCI)
Relative Strength Index (RSI) and Fisher RSI
Stochastic Oscillator (SlowD and SlowK)
Fast Stochastic Oscillator (FastD and FastK)
Stochastic RSI (FastD_RSI and FastK_RSI)
Moving Average Convergence Divergence (MACD) - MACD Line, Signal Line, and Histogram
Money Flow Index (MFI)
Rate of Change (ROC)
Bollinger Bands (BB) - Upper Band, Middle Band, Lower Band, Percent, and Width
Weighted Bollinger Bands (WBB) - Upper Band, Lower Band, Middle Band, Percent, and Width
Exponential Moving Averages (EMA) - 3, 5, 10, 21, 50, and 100 periods
Simple Moving Averages (SMA) - 3, 5, 10, 21, 50, and 100 periods
Stop and Reverse (SAR)
Triple Exponential Moving Average (TEMA)
Hilbert Transform - Sine and Lead Sine
Candlestick Patterns - Hammer, Inverted Hammer, Dragonfly Doji, Piercing, Morning Star, Three White Soldiers, Hanging Man, Shooting Star, Gravestone Doji, Dark Cloud Cover, Evening Doji Star, Evening Star, Three Line Strike, Spinning Top, Engulfing, Harami, Three Outside Up/Down, and Three Inside Up/Down
Heikin-Ashi Open, Close, High, and Low prices
Additionally, if the strategy is running in live or dry run mode, it fetches the current best bid and ask prices from the order book.
By incorporating these indicators, the strategy provides a comprehensive set of information that can be used to analyze market conditions and make informed trading decisions.