The NfiNextModded strategy is designed to backtest trading strategies using various indicators and timeframes. Here is a brief description of what the strategy does:
It populates indicators for BTC (Bitcoin) using different timeframes (5 minutes, 1 hour, and daily). If the stake currency is a fiat currency, it retrieves informative BTC price data using the stake currency pair.
Otherwise, it uses BTC/USDT pair as the default.
It merges the informative BTC data with the strategy's main dataframe for the daily timeframe, removing duplicate columns.
If configured, it retrieves informative BTC price data for the strategy's timeframe (5 minutes) and merges it with the main dataframe, again removing duplicate columns. If configured, it retrieves informative BTC price data for the strategy's timeframe and indicators are calculated based on it. If configured, the strategy resamples the data to another timeframe and calculates indicators based on the resampled data. Finally, it calculates indicators for the normal timeframe (5 minutes) using the main dataframe. In terms of trading decisions:
The populate_buy_trend method sets the 'buy' signal when the close price is less than or equal to the minimum of the previous low prices and the volume is greater than zero. The populate_sell_trend method does not set any 'sell' signal. The should_sell method is not implemented, so by default, it returns True (always confirming the sell order). Please note that this description provides a general overview of the strategy based on the code provided. Additional details may be present in other parts of the strategy that are not shown here.