The Strategy004 class is a trading strategy implemented as part of a backtesting website. It performs the following tasks:
populate_indicators: This method adds various technical analysis (TA) indicators to a given DataFrame. The indicators used include ADX (Average Directional Index), CCI (Commodity Channel Index), STOCHF (Stochastic Oscillator Fast), EMA (Exponential Moving Average), and a mean volume indicator.
These indicators are calculated and added as columns to the DataFrame.
populate_buy_trend: This method populates the buy signal for the DataFrame based on the TA indicators.
It sets the 'buy' column to 1 for rows that satisfy specific conditions. The conditions include thresholds for ADX, CCI, previous fastk and fastd values, previous slowfastk and slowfastd values, current fastk and fastd comparison, and mean volume. populate_sell_trend: This method populates the sell signal for the DataFrame based on certain conditions. It sets the 'sell' column to 1 for rows that meet specific conditions. The conditions include thresholds for slowadx, fastk, fastd, previous fastk and fastd comparison, and close price compared to the EMA5 (5-period Exponential Moving Average). These methods modify the DataFrame by adding the 'buy' and 'sell' columns, which indicate the signals generated by the strategy for buying and selling assets.