The SqueezeMomentum strategy is a trading strategy that utilizes various technical indicators to identify buying and selling opportunities in the market. Here's a breakdown of what the strategy does:
populate_indicators: This function calculates and adds several technical indicators to the input DataFrame. The indicators used include Simple Moving Average (SMA), Exponential Moving Average (EMA), Triple Exponential Moving Average (TEMA), Moving Average Convergence Divergence (MACD), Money Flow Index (MFI), Average Directional Index (ADX), Directional Movement indicators (DM+ and DM-), Parabolic SAR (SAR), Relative Strength Index (RSI), Fisher Transform of RSI, Bollinger Bands (BB), Keltner Channels (KC), Donchian Channels (DC), and other derived indicators.
populate_buy_trend: This function determines the buying conditions based on the populated indicators.
The strategy checks for various conditions such as ADX, DM+, DM-, MFI, EMA, MACD, Bollinger Bands, and predicted values.
If the conditions are met, the 'buy' signal is generated for the corresponding data points. populate_sell_trend: This function determines the selling conditions based on the populated indicators. The strategy checks for conditions such as SAR, Donchian Channels, Fisher RSI, and predicted values. If the conditions are met, the 'sell' signal is generated for the corresponding data points. The SqueezeMomentum strategy combines multiple indicators to identify potential market trends and generate buy and sell signals accordingly. It aims to capture momentum and squeeze patterns in the market for improved trading decisions.