The RalliV1_disable56 strategy is a trading strategy that uses various indicators to generate buy and sell signals. Here is a short description of what the strategy does:
The populate_indicators function calculates and adds several indicators to the input dataframe:
Moving averages (MA) for different time periods (defined by self.base_nb_candles_buy.range and self.base_nb_candles_sell.range). Hull Moving Average (HMA) with windows of 50 and 9.
Exponential Moving Averages (EMA) with time periods of 100, 14, and 9.
The Elder's Force Index (EWO).
Relative Strength Index (RSI) with time periods of 14, 4, and 20. The populate_buy_trend function defines buy conditions based on the calculated indicators and assigns a value of 1 to the 'buy' column in the dataframe if the conditions are met. The buy conditions include checks for:
MA buy values being lower than the EMA 100. SMA 9 being lower than MA buy values. RSI fast being between 4 and 35. Close price being below a certain offset from MA buy values and above a certain offset from MA sell values. EWO being above a certain threshold. RSI being below a specified value. Volume being greater than zero. The populate_sell_trend function defines sell conditions based on the indicators and assigns a value of 1 to the 'sell' column if the conditions are met. The sell conditions include checks for:
HMA 50 being greater than EMA 100 and close price being above SMA 9. Close price being above a certain offset from MA sell values. Close price being below EMA 100. RSI fast being greater than RSI slow. Volume being greater than zero. The strategy aims to generate buy signals when specific conditions are met and sell signals when different conditions are satisfied. It utilizes moving averages, RSI, EWO, and other indicators to determine the appropriate times to enter and exit trades.