The "STRATEGY_001_HEIKENASHI" strategy is a backtesting strategy designed to trade based on the Heiken Ashi candlestick chart pattern. Here's a brief description of how the strategy works:
The strategy uses three exponential moving averages (EMAs) with different time periods: 20, 50, and 100. It also calculates the Heiken Ashi candlestick values based on the input dataframe.
In the "populate_buy_trend" function, the strategy generates a buy signal when the 20-period EMA crosses above the 50-period EMA, the Heiken Ashi close is above the 20-period EMA, and the Heiken Ashi open is lower than the close (green bar).
In the "populate_sell_trend" function, the strategy generates a sell signal when the 50-period EMA crosses above the 100-period EMA, the Heiken Ashi close is below the 20-period EMA, and the Heiken Ashi open is higher than the close (red bar).
The strategy has predefined values for minimal return on investment (ROI) targets and a stop loss percentage. The ticker interval for the strategy is set to 5 minutes. There is an option for a trailing stop loss, but it is currently disabled. The strategy can use sell signals and consider only profitable trades. The strategy defines the order types for buying and selling as "limit" and the stop loss order type as "market". This strategy aims to capture potential trends in the market by using moving averages and Heiken Ashi candlestick patterns. It generates buy and sell signals based on the defined conditions, allowing users to test its performance through backtesting.