The EXPERIMENTAL_STRATEGY is a trading strategy implemented as a class that inherits from the IStrategy interface. It consists of three main functions: populate_indicators, populate_buy_trend, and populate_sell_trend. The populate_indicators function calculates various technical analysis (TA) indicators and adds them to the given DataFrame.
The indicators used include ADX (Average Directional Index), MACD (Moving Average Convergence Divergence), MINUS_DI, PLUS_DI, RSI (Relative Strength Index), STOCHF (Stochastic Fast), Bollinger Bands, EMA (Exponential Moving Average), and SMA (Simple Moving Average).
The populate_buy_trend function populates the buy signal for the DataFrame based on specific conditions.
The buy signal is set to 1 when the RSI is less than 35, the fastd value is less than 35, the ADX is greater than 30, and the plus_di value is greater than 0.5. Alternatively, the buy signal is also set to 1 when the ADX is greater than 65 and the plus_di value is greater than 0.5. The populate_sell_trend function populates the sell signal for the DataFrame based on certain conditions. The sell signal is set to 1 when either the RSI or the fastd value crosses above 70, the ADX is greater than 10, and the minus_di value is greater than 0. Alternatively, the sell signal is also set to 1 when the ADX is greater than 70 and the minus_di value is greater than 0.5. Overall, this experimental strategy calculates a range of TA indicators, identifies buy and sell signals based on specific conditions, and adds the corresponding signals to the DataFrame, allowing for backtesting and evaluation of the strategy's performance.