Strategy005 is a trading strategy that utilizes several technical indicators to make buy and sell decisions. In the populate_indicators function, the strategy adds the following indicators to the input DataFrame:
MACD (Moving Average Convergence Divergence)
Minus Directional Indicator (MINUS_DI)
RSI (Relative Strength Index)
Fisher RSI (a modified version of RSI)
Stochastic Fast Oscillator (STOCHF)
SAR (Stop and Reverse)
SMA (Simple Moving Average)
The populate_buy_trend function populates the buy signal in the DataFrame based on specific conditions. The buy signal is set to 1 when the following conditions are met:
Volume is greater than 4 times the 200-day volume moving average
Close price is below the SMA (Simple Moving Average)
Fastd value of Stochastic Fast Oscillator is greater than the fastk value
RSI is greater than 0
Fastd value of Stochastic Fast Oscillator is greater than 0
Normalized Fisher RSI is less than 38.9
The populate_sell_trend function populates the sell signal in the DataFrame based on specific conditions.
The sell signal is set to 1 when either of the following conditions are met:
RSI crosses above 50
MACD is below 0 and minus_di is greater than 0
SAR is above the close price and Fisher RSI is greater than 0.3
Overall, Strategy005 combines multiple indicators to generate buy and sell signals, aiming to capture potential trading opportunities in the market.