The "Seb" strategy in the backtesting website is designed to populate a DataFrame with various technical analysis (TA) indicators and generate buy and sell signals based on these indicators. In the populate_indicators function, the strategy adds the following indicators to the DataFrame:
Exponential Moving Averages (EMAs) with periods of 20, 50, and 100. Heikin-Ashi open and close values.
Average Directional Index (ADX).
Relative Strength Index (RSI).
Moving Average Convergence Divergence (MACD) values (macd, macdsignal, macdhist). Bollinger Bands (bb_lowerband, bb_middleband, bb_upperband). Stochastic oscillator values (slowk). Commodity Channel Index (CCI). Fast Stochastic oscillator values (fastd, fastk) and their previous values. Slow Stochastic oscillator values (slowfastd, slowfastk) and their previous values. Fisher Transform of RSI (fisher_rsi). Bollinger Bands lower band (bb_lowerband). Parabolic SAR (sar). Hammer Candlestick pattern (CDLHAMMER). Simple Moving Average (SMA) with a period of 40. The populate_buy_trend function generates the buy signal based on the following conditions:
EMA20 crossing above EMA50. Heikin-Ashi close value greater than EMA20. Heikin-Ashi open value less than Heikin-Ashi close value (green bar). The populate_sell_trend function generates the sell signal based on the following conditions:
EMA50 crossing above EMA100. Heikin-Ashi close value less than EMA20. Heikin-Ashi open value greater than Heikin-Ashi close value (red bar). The functions modify the DataFrame by adding a 'buy' or 'sell' column with a value of 1 where the corresponding conditions are met, indicating the occurrence of a buy or sell signal, respectively.