The Strategy005 class is a trading strategy that utilizes various technical indicators to generate buy and sell signals. The strategy consists of three main methods: populate_indicators, populate_buy_trend, and populate_sell_trend. The populate_indicators method adds several technical indicators to the given DataFrame.
These indicators include MACD (Moving Average Convergence Divergence), MINUS_DI (Minus Directional Indicator), RSI (Relative Strength Index), Fisher RSI, STOCHF (Stochastic Fast), SAR (Stop and Reverse), and SMA (Simple Moving Average).
The populate_buy_trend method populates the buy signal for the DataFrame based on the values of the indicators and specific conditions.
The buy signal is generated when the following conditions are met:
The closing price is greater than 0.00000200. The volume is greater than the 200-period volume moving average multiplied by 4. The closing price is below the SMA. The fastd value of STOCHF is greater than the fastk value. The RSI value is greater than 0. The fastd value of STOCHF is greater than 0. The normalized Fisher RSI value is less than 38.900000000000006. The populate_sell_trend method populates the sell signal for the DataFrame based on the values of the indicators and specific conditions. The sell signal is generated when either of the following conditions is met:
The RSI value crosses above 50. The MACD value is less than 0 and the MINUS_DI value is greater than 0. The SAR value is greater than the closing price and the Fisher RSI value is greater than 0.3. In summary, this strategy aims to generate buy signals when certain technical conditions are met, and sell signals when different conditions are satisfied.