The RsiQuickStrat strategy is a trading strategy that utilizes the Relative Strength Index (RSI), the Smoothed Moving Average (SMMA), and the Elder's Force Index (EWO) indicators to generate buy and sell signals. In the populate_indicators method, the strategy calculates the RSI with a time period of 14 and the SMMA of the RSI with a time period of 5, smoothed with a rolling mean over 3 periods. It also calculates the EWO indicator using the fast_ewo and slow_ewo parameters.
In the populate_buy_trend method, the strategy defines conditions for a buy signal.
These conditions include the EWO being greater than the maximum of its previous value smoothed with a rolling maximum over the ewo_rol_smma_buy value, the RSI being lower than the high_smma_rsi_buy value, and the RSI crossing above the SMMA.
Additionally, it checks if the volume is greater than 0. If the conditions are met, the 'buy' column in the dataframe is set to 1. In the populate_sell_trend method, the strategy defines conditions for a sell signal. These conditions include the EWO being greater than the low_ewo_sell value, the EWO being lower than the minimum of its previous value smoothed with a rolling minimum over the ewo_rol_sell value, the RSI being lower than the SMMA, and the volume being greater than 0. If the conditions are met, the 'sell' column in the dataframe is set to 1. The adjust_stoploss method adjusts the stop loss level based on the current_profit value. If the current_profit is greater than 0.2, the stop loss is set to 0.05. If the current_profit is greater than 0.1, the stop loss is set to 0.03. If the current_profit is greater than 0.05, the stop loss is set to 0.02. If the current_profit is greater than 0.02, the stop loss is set to 0.01. Overall, the RsiQuickStrat strategy generates buy signals based on specific conditions involving the RSI, SMMA, and EWO indicators, and it adjusts the stop loss level based on the current profit. The sell signals are generated based on conditions involving the EWO, RSI, and volume.