The "NostalgiaForInfinityX2" strategy is a trading strategy that involves backtesting multiple trading strategies. Here's a short description of what the strategy does:
The strategy begins by populating informative indicators related to Bitcoin (BTC) on different timeframes, such as daily (1d), 4-hourly (4h), hourly (1h), 15-minute (15m), and 5-minute (5m) timeframes. These indicators provide additional information for analysis.
Next, the strategy merges the informative indicators with the base timeframe (5-minute) indicators of the trading pair.
After merging the indicators, the strategy proceeds to populate the buy trend.
It checks various conditions, including the Relative Strength Index (RSI) being less than 30, the volume being greater than zero, and additional user-defined parameters for buy protection. If these conditions are met, the strategy marks the corresponding data points as potential buy signals. The strategy then populates the sell trend, although the provided code does not contain any specific sell conditions or logic. The "sell" column is set to zero for all data points. Finally, the strategy includes a function that determines whether to execute a buy order based on the current rate and the latest data point in the analyzed dataframe. It checks the slippage (the difference between the desired rate and the actual rate) and cancels the buy order if the slippage exceeds a certain threshold. Additionally, the strategy includes two helper functions for generating conditions based on row data and calculating the Chaikin Money Flow (CMF) indicator. Overall, the "NostalgiaForInfinityX2" strategy utilizes various indicators, buy conditions, and slippage checks to backtest and analyze trading strategies on different timeframes.