The Squeeze001 strategy is a trading strategy that utilizes various technical indicators to generate buy and sell signals. Here is a brief description of what the strategy does:
The populate_indicators function adds several technical indicators to the given DataFrame. These indicators include Simple Moving Average (SMA), Exponential Moving Average (EMA) with different time periods, Moving Average Convergence Divergence (MACD), Average Directional Index (ADX), Directional Movement indicators (DM+ and DM-), Parabolic SAR (SAR), Relative Strength Index (RSI), Fisher Transform of RSI (fisher_rsi), Bollinger Bands (bb_upperband, bb_mid, bb_lowerband), Bollinger Band Gain (bb_gain), Keltner Channels (kc_upper, kc_lower, kc_middle), Donchian Channels (dc_upper, dc_lower, dc_mid), and Squeeze indicator components (sqz_upper, sqz_lower, sqz_on, sqz_off, sqz_ave, sqz_delta, sqz_val).
The populate_entry_trend function determines the conditions for entering a trade (generating a buy signal) based on the values of the indicators.
The conditions include positive volume, non-null sqz_upper value, optional ADX threshold, close price below EMA, and Bollinger Band Gain above a specified threshold.
The function sets the 'buy' column to 1 for rows that meet all the conditions. The populate_exit_trend function determines the conditions for exiting a trade (generating a sell signal) based on the indicator values. The conditions include positive volume, non-null sqz_upper value, and the Squeeze indicator value crossing above a specified threshold. The function sets the 'sell' column to 1 for rows that meet all the conditions. The strategy combines these indicators and conditions to identify potential entry and exit points for trading.