The NotAnotherSMAOffSetStrategy_V2 is a trading strategy that utilizes various technical indicators to generate buy and sell signals. Here's a breakdown of what the strategy does:
In the populate_indicators method:
Exponential Moving Averages (EMA) are calculated for different time periods and stored in the dataframe. Hull Moving Average (HMA), another type of moving average, is calculated and stored.
EMA for a fixed time period of 100 is calculated and stored.
Simple Moving Average (SMA) for a time period of 9 is calculated and stored.
The Elder's Force Index (EWO) is calculated based on the provided parameters. Relative Strength Index (RSI) is calculated for different time periods and stored. Rolling maximum and minimum volume values are calculated for specific windows. Volume-based calculations are performed, including a rolling calculation and additional moving averages. In the populate_buy_trend method:
Buy signals are generated based on a set of conditions:
Volume-based criteria, RSI, and close price are compared against certain thresholds. Exponential Moving Average (EMA) and EWO are used for further conditions. Multiple conditions are checked, and if satisfied, a buy signal is triggered and tagged accordingly. In the populate_sell_trend method:
Sell signals are generated based on a set of conditions:
The close price, moving averages, RSI, and volume are compared against specific thresholds. Multiple conditions are checked using logical OR operations, and if any condition is met, a sell signal is triggered. The strategy combines various technical indicators such as moving averages, volume-based calculations, RSI, and EWO to determine optimal entry and exit points for trading.