The Strategy003 class is an implementation of a trading strategy that utilizes various technical analysis (TA) indicators. The strategy consists of three main functions: populate_indicators, populate_buy_trend, and populate_sell_trend. The populate_indicators function adds several TA indicators to the given DataFrame.
These indicators include:
MFI (Money Flow Index)
Stochastic Fast %D and %K
RSI (Relative Strength Index)
Fisher RSI
Bollinger Bands (lower band)
EMA (Exponential Moving Average) with different time periods (5, 10, 50, and 100)
SAR (Stop and Reverse)
SMA (Simple Moving Average) with a time period of 40
The populate_buy_trend function populates the "buy" column in the DataFrame based on certain conditions and the values of the TA indicators.
The conditions for a buy signal include:
RSI is below 28 and above 0
Close price is below the SMA (Simple Moving Average)
Fisher RSI is below -0.94
MFI is below 16.0
Either the EMA50 is greater than the EMA100 or the EMA5 has crossed above the EMA10
Stochastic Fast %D is greater than %K and both are above 0
The populate_sell_trend function populates the "sell" column in the DataFrame based on conditions and the values of the TA indicators.
The condition for a sell signal is:
SAR (Stop and Reverse) is above the close price
Fisher RSI is above 0.3
Overall, this strategy aims to generate buy signals when certain TA indicators align, indicating potential buying opportunities, and sell signals when other conditions are met, suggesting potential selling opportunities.