The "RunStrategy" is a trading strategy designed for backtesting on a trading website. It uses various technical analysis (TA) indicators to generate buy and sell signals for a given DataFrame of price data. The strategy includes the following indicators:
Stochastic Oscillator (STOCH): Computes the Stochastic %K and %D values.
Relative Strength Index (RSI): Calculates the RSI value.
Fisher Transform on RSI: Applies an inverse Fisher transform on the RSI values to normalize them.
Bollinger Bands: Constructs the upper and lower Bollinger Bands based on the typical price. Parabolic SAR (SAR): Calculates the SAR values. Hammer Candlestick Pattern (CDLHAMMER): Identifies hammer candlestick patterns. The strategy defines the following rules for generating buy signals:
RSI is below 30. Stochastic %K is below 20. The lower Bollinger Band is above the closing price. A hammer candlestick pattern is present. The strategy defines the following rule for generating sell signals:
The SAR value is above the closing price. The Fisher-transformed RSI value is above 0.3. By applying these rules, the strategy populates the "buy" and "sell" columns in the DataFrame, indicating when to buy or sell an asset. The strategy also specifies a minimal return on investment (ROI) and a stop loss percentage. To use this strategy, you can run the backtesting program with the "Strategy002" parameter.