The SupertrendStrategy is a trading strategy that utilizes various technical analysis (TA) indicators to generate buy and sell signals. Here is a brief description of what the strategy does:
populate_indicators(): This function adds several TA indicators to the given DataFrame, including:
Stochastic RSI (stoch_rsi)
Exponential Moving Average (ema90)
Supertrend indicators with different parameters (supertrend_1, supertrend_2, supertrend_3) and their corresponding directional values (supertrend_direction_1, supertrend_direction_2, supertrend_direction_3)
populate_buy_trend(): Based on the TA indicators, this function populates the buy signal for the DataFrame. The buy signal is generated when the following conditions are met:
The sum of supertrend directional values is greater than or equal to 1
Stochastic RSI is below a certain threshold (self.buy_stoch_rsi.value)
The closing price is above the 90-day Exponential Moving Average (ema90)
The volume is greater than 0
populate_sell_trend(): Similar to the buy signal, this function populates the sell signal for the DataFrame.
The sell signal is generated when the following conditions are met:
The sum of supertrend directional values is less than 1
Stochastic RSI is above a certain threshold (self.sell_stoch_rsi.value)
The volume is greater than 0
Overall, the SupertrendStrategy combines multiple TA indicators to identify potential buying and selling opportunities based on the market conditions.