The Strategy005 class is a trading strategy that uses various technical indicators to generate buy and sell signals for a given DataFrame of price and volume data. In the populate_indicators method, the strategy calculates and adds several indicators to the DataFrame, including MACD, minus DI, RSI, Fisher RSI, stochastic fast, SAR, and SMA. The populate_buy_trend method populates the buy signal based on specific conditions.
These conditions include the close price being greater than a certain threshold, volume being higher than the rolling average volume multiplied by a factor, close price being below the simple moving average (SMA), stochastic fast (fastd) being greater than fastk, RSI being higher than a specified value, fastd being higher than a specified value, and Fisher RSI normalized value being lower than a specified threshold.
The populate_sell_trend method populates the sell signal based on different conditions.
The conditions depend on the selected sell trigger. If the sell trigger is "rsi-macd-minusdi," the conditions include RSI crossing below a specified value, MACD being negative, and minus DI being higher than a specified value. If the sell trigger is "sar-fisherRsi," the conditions include SAR being greater than the close price and Fisher RSI being higher than a specified threshold. Overall, the strategy uses a combination of indicators and specific conditions to determine when to generate buy and sell signals for trading.