The SMAOPv1_TTF strategy is a trading strategy that uses several indicators to generate buy and sell signals. Here's a short description of what the strategy does:
In the populate_indicators function:
Calculates Exponential Moving Averages (EMAs) for different time periods and adds them as columns to the dataframe. Calculates the Elder's Force Index (EWO) and adds it as a column to the dataframe.
Calculates the Relative Strength Index (RSI) and adds it as a column to the dataframe.
Calculates a custom indicator called Time Till Flip (TTF) and adds it as a column to the dataframe.
In the populate_buy_trend function:
Defines conditions for buy signals based on various indicators such as price crossing below a moving average, EWO value, volume, and RSI. If any of the conditions are met, sets the 'buy' column of the dataframe to 1 for the corresponding rows. In the populate_sell_trend function:
Defines conditions for sell signals based on indicators such as price crossing above a moving average and TTF value. If any of the conditions are met, sets the 'sell' column of the dataframe to 1 for the corresponding rows. Calculates the TTF value outside of the strategy class by performing some calculations on the 'high' and 'low' columns of the dataframe. The strategy uses these indicators and conditions to determine when to buy or sell assets. The TTF indicator plays a significant role in generating signals, and the strategy considers various factors such as price, volume, and other indicators to make trading decisions.