The EMA_CROSSOVER_STRATEGY is a trading strategy that uses exponential moving averages (EMAs) to generate buy and sell signals. The strategy is implemented as a class that inherits from the IStrategy interface. The strategy has three main functions:
populate_indicators: This function adds EMA indicators with different time periods (10, 100, and 1000) to the given DataFrame.
These indicators will be used for generating trading signals.
populate_buy_trend: This function populates the "buy" column in the DataFrame based on the EMA indicators.
It checks if the EMA10 (10-period EMA) has crossed above the EMA100 (100-period EMA), indicating a potential buy signal. If the condition is met, the "buy" column is set to 1. populate_sell_trend: This function populates the "sell" column in the DataFrame based on the EMA indicators. It checks if the EMA100 has crossed above the EMA10, indicating a potential sell signal. If the condition is met, the "sell" column is set to 1. Overall, the strategy aims to capture potential market trends by identifying crossovers between different EMA periods. When the shorter EMA crosses above the longer EMA, it generates a buy signal, and when the shorter EMA crosses below the longer EMA, it generates a sell signal.