The SmoothOperator strategy is a trading strategy implemented as a class in Python. Here's a brief description of what the strategy does:
populate_indicators function:
Resamples the input dataframe to a specified interval and resample factor. Calculates various technical indicators such as CCI (Commodity Channel Index), RSI (Relative Strength Index), ADX (Average Directional Index), MFI (Money Flow Index), and their corresponding exponential moving averages (EMA).
Calculates Bollinger Bands for volatility analysis.
Calculates MACD (Moving Average Convergence Divergence) and its components.
Calculates additional Bollinger Bands for entry conditions. Computes other derived indicators like percentage of price within Bollinger Bands, Bollinger Band sharpness, smoothed Bollinger Band sharpness, a combination of MFI, RSI, and CCI, and their triple exponential moving average (TEMA). Calculates candle size and the average of open, high, low, and close prices. Computes simple moving averages (SMA) with different time periods. populate_buy_trend function:
Identifies buy signals based on specific conditions, including previous average price behavior, Bollinger Bands, CCI, RSI, and MFI values. Sets a 'buy' flag to 1 for identified buy signals. populate_sell_trend function:
Identifies sell signals based on specific conditions, including the smoothed combination of MFI, RSI, and CCI values, consecutive green candles, and high values of CCI and RSI. Sets a 'sell' flag to 1 for identified sell signals. The StrategyHelper class likely contains additional helper functions that are used within the SmoothOperator strategy but are not explicitly described in the provided code snippet.