The "STRATEGY_BB_PLAY" strategy is a trading strategy that uses various technical indicators to generate buy and sell signals. Here is a short description of what the strategy does:
populate_indicators():
Calculates and adds the following indicators to the dataframe:
Average Directional Index (ADX)
Relative Strength Index (RSI)
Stochastic Fast %D and %K
Moving Average Convergence Divergence (MACD)
Money Flow Index (MFI)
Bollinger Bands (BB): lower band, middle band, upper band, percent deviation, and width
Stop and Reverse (SAR)
Triple Exponential Moving Average (TEMA)
Hilbert Transform - SineWave (HTSINE) and Leading SineWave (HTLEADSINE)
Returns the dataframe with all the calculated indicators. populate_buy_trend():
Based on the calculated indicators, identifies buy signals using the following conditions:
RSI crossing above 30
TEMA (Triple Exponential Moving Average) below BB middle band
TEMA is rising
Volume is greater than 0
Sets the 'buy' column to 1 for the identified buy signals.
Returns the updated dataframe.
populate_sell_trend():
Based on the calculated indicators, identifies sell signals using the following conditions:
RSI crossing above 70
TEMA above BB middle band
TEMA is falling
Volume is greater than 0
Sets the 'sell' column to 1 for the identified sell signals.
Returns the updated dataframe. Overall, the strategy uses a combination of indicators like RSI, TEMA, Bollinger Bands, and others to determine when to buy or sell in the market. The specific conditions for generating buy and sell signals can be customized based on the desired trading strategy.