The Strategy003 class implements a trading strategy by populating various technical analysis indicators and generating buy and sell signals based on those indicators. Here's a breakdown of what the strategy does:
populate_indicators(): This method calculates and adds several technical analysis indicators to the given DataFrame. The indicators used are:
MFI (Money Flow Index)
Fast Stochastic Oscillator (fastd and fastk)
RSI (Relative Strength Index)
Fisher Transform of RSI (fisher_rsi)
Bollinger Bands (bb_lowerband)
Exponential Moving Averages (ema5, ema10, ema50, ema100)
SAR (Stop and Reverse)
Simple Moving Average (sma)
populate_buy_trend(): This method populates the "buy" column in the DataFrame based on specific conditions using the calculated indicators.
The conditions for a buy signal are:
RSI is below 28 and above 0
Close price is below the simple moving average (sma)
Fisher RSI is below -0.94
MFI is below 16.0
Either the 50-day exponential moving average (ema50) is above the 100-day exponential moving average (ema100), or the 5-day exponential moving average (ema5) crossed above the 10-day exponential moving average (ema10)
The fastd value of the fast stochastic oscillator is greater than the fastk value and greater than 0
populate_sell_trend(): This method populates the "sell" column in the DataFrame based on specific conditions using the calculated indicators.
The condition for a sell signal is:
SAR (Stop and Reverse) is above the close price
Fisher RSI is above 0.3
The strategy combines multiple indicators and their respective conditions to generate buy and sell signals for trading.