The STRATEGY_FBPORT_GITHUB strategy is designed to backtest trading strategies using various technical analysis (TA) indicators. It consists of three main functions: populate_indicators, populate_buy_trend, and populate_sell_trend. The populate_indicators function calculates and adds several TA indicators to the given DataFrame.
These indicators include ADX (Average Directional Index), MACD (Moving Average Convergence Divergence), MINUS_DI, PLUS_DI, RSI (Relative Strength Index), Stochastic Fast, Bollinger Bands, EMA (Exponential Moving Average), and SMA (Simple Moving Average).
These indicators provide insights into market trends, volatility, and momentum.
The populate_buy_trend function determines the buy signals based on the TA indicators. It sets the 'buy' column in the DataFrame to 1 for the following conditions: RSI below 35, Stochastic Fast below 35, ADX above 30, and PLUS_DI above 0.5, or ADX above 65 and PLUS_DI above 0.5. The populate_sell_trend function determines the sell signals based on the TA indicators. It sets the 'sell' column in the DataFrame to 1 for the following conditions: RSI or Stochastic Fast crossed above 70, ADX above 10, and MINUS_DI above 0, or ADX above 70 and MINUS_DI above 0.5. Overall, this strategy aims to generate buy and sell signals based on the combination of multiple TA indicators to assist in making trading decisions.