Strategy001 is a trading strategy designed for backtesting purposes. The strategy uses various technical indicators to generate buy and sell signals. Here is a summary of how the strategy works:
The strategy calculates exponential moving averages (EMAs) with different time periods (20, 50, and 100) and adds them to the input DataFrame.
It also calculates Heikin-Ashi candles using the qtpylib library.
The buy signal is generated when the EMA20 crosses above EMA50, the Heikin-Ashi close is above EMA20, and the Heikin-Ashi open is below the close (green bar).
The sell signal is generated when EMA50 crosses above EMA100, the Heikin-Ashi close is below EMA20, and the Heikin-Ashi open is above the close (red bar). The strategy has predefined values for minimal ROI (return on investment), stop-loss, timeframe, and trailing stop. It also supports the use of sell signals, profit-only selling, and optional order types. The populate_indicators function adds the calculated indicators to the DataFrame, while populate_buy_trend and populate_sell_trend determine the buy and sell signals, respectively.