The SARCross strategy is a trading strategy that uses various technical indicators to generate buy and sell signals for a given dataset. In the populate_indicators method, the strategy calculates several technical indicators including ADX (Average Directional Index), PLUS_DM, PLUS_DI, MINUS_DM, MINUS_DI, RSI (Relative Strength Index), Fisher RSI, Stochastic Fast, MACD (Moving Average Convergence Divergence), MFI (Money Flow Index), Bollinger Bands, EMA (Exponential Moving Average), SAR (Stop and Reverse), and TEMA (Triple Exponential Moving Average). These indicators provide insights into market trends, momentum, volatility, and price levels.
The populate_buy_trend method populates the buy signal based on the calculated indicators.
It checks various conditions such as the ADX value, delta values of DM (Directional Movement), MFI value, Fisher RSI value, volume, and BB (Bollinger Bands) gain.
If these conditions are met, a buy signal is assigned to the corresponding data points. Similarly, the populate_sell_trend method populates the sell signal based on the indicators. It checks conditions such as the SAR and TEMA crossing above each other. Overall, the SARCross strategy aims to capture potential buying and selling opportunities in the market based on the calculated technical indicators.