The Obelisk_TradePro_Ichi_v2_1 strategy is an implementation of a trading strategy using the Ichimoku Cloud indicator along with other technical indicators. Here's a breakdown of what the strategy does:
populate_indicators function:
Calculates the Ichimoku Cloud values for the given DataFrame, including conversion line, base line, lagging span, and other components. Adds columns for various Ichimoku Cloud values, such as chikou_span, tenkan_sen, kijun_sen, senkou_a, senkou_b, leading_senkou_span_a, leading_senkou_span_b, cloud_green, and cloud_red.
Calculates the future trend as future_green, indicating if the leading span A is greater than the leading span B.
Other indicator calculations:
Calculates SSL Channels values (ssl_down and ssl_up) with a length of 10.
Adds columns for ssl_down, ssl_up, and ssl_high based on the relationship between ssl_up and ssl_down. Calculates the Rate of Change Ratio (rocr) and RMI Fast (rmi-fast) indicators. populate_buy_trend function:
Sets the 'buy' column to 1 when the following conditions are met:
The go_long value crosses above 0 (using the qtpylib.crossed_above function). populate_sell_trend function:
Sets the 'sell' column to 1 when the following conditions are met:
The ssl_high value is 0 (indicating a downward SSL Channel trend). Either the Tenkan Sen is less than the Kijun Sen or the close price is less than the Kijun Sen. The strategy combines multiple technical indicators, including the Ichimoku Cloud, SSL Channels, Rate of Change Ratio, and RMI Fast, to generate buy and sell signals based on specific conditions.