The Saturn5 strategy is a trading strategy that utilizes various technical indicators to generate buy and sell signals for backtesting. Here is a breakdown of what the strategy does:
populate_indicators:
Calculates exponential moving averages (EMAs) of different time periods. Computes EMA values for the "s2_ema" and "s2_ema_xxl" indicators.
Calculates the standard deviation and lower band values for Bollinger Bands.
Calculates the lower band value for Fibonacci Bands.
Computes the lower band value for the lower Bollinger Band. populate_buy_trend:
Checks conditions for different buy signals:
If buy_signal_1 is enabled, checks multiple conditions related to the VWMACD indicator, EMA values, and volume. If buy_signal_2 is enabled, checks conditions related to the Fibonacci and Bollinger Bands, EMA values, and volume. If buy_signal_3 is enabled, checks conditions related to the lower Bollinger Band, EMA values, and volume. Sets the "buy" and "buy_tag" columns to 1 and the respective buy signal label if the conditions are met. populate_sell_trend:
Sets the "sell" column to 0 for all rows. Overall, the strategy calculates various indicators using historical price and volume data. It then generates buy signals based on specific conditions related to the indicators. The sell signals are not implemented in this code snippet. This strategy can be used for backtesting trading decisions and evaluating their performance.