The Strategy004 class implements a trading strategy for backtesting. The strategy involves populating indicators and determining buy and sell signals based on technical analysis (TA) indicators. In the populate_indicators method, several TA indicators are calculated and added to the input DataFrame.
These indicators include ADX (Average Directional Index), CCI (Commodity Channel Index), Stochastic FastD and FastK, Stochastic SlowFastD and SlowFastK, EMA (Exponential Moving Average), and mean volume.
The populate_buy_trend method populates the buy signal for the DataFrame based on the configured conditions.
The conditions include checking the values of ADX, slow ADX, CCI, FastK, FastD, SlowFastK, SlowFastD, and mean volume. If the conditions are met, the 'buy' column of the DataFrame is set to 1. Similarly, the populate_sell_trend method populates the sell signal for the DataFrame based on the configured conditions. The conditions include checking the values of slow ADX, FastK, FastD, close price, and EMA. If the conditions are met, the 'sell' column of the DataFrame is set to 1. Overall, the strategy uses a combination of TA indicators to generate buy and sell signals for trading decisions during backtesting.