The "SwingHighToSky" strategy is designed to backtest a trading algorithm using the Freqtrade framework. Here's a brief description of what the strategy does:
It imports necessary libraries and modules for implementing the strategy. It sets the parameters for the CCI (Commodity Channel Index) and RSI (Relative Strength Index) indicators.
The strategy class inherits from the Freqtrade IStrategy interface.
The ticker_interval is set to '15m', indicating that the strategy operates on 15-minute intervals.
The stoploss parameter is set to -0.34338, representing the desired stop-loss threshold. The minimal_roi dictionary defines the minimum return on investment (ROI) levels at different time periods. For example, at time period 0, the minimum ROI is 0.27058. The informative_pairs method returns an empty list, indicating that no additional informative pairs are needed for this strategy. The populate_indicators method calculates the CCI and RSI indicators for the given dataframe. The populate_buy_trend method determines the buy signals based on the CCI and RSI indicators. If the CCI value is less than cciBuyVal and the RSI value is less than rsiBuyVal, a buy signal is generated. The populate_sell_trend method determines the sell signals based on the CCI and RSI indicators. If the CCI value is greater than cciSellVal and the RSI value is greater than rsiSellVal, a sell signal is generated. In summary, the strategy uses the CCI and RSI indicators to generate buy and sell signals based on predefined threshold values. It also incorporates a stop-loss mechanism and defines minimum ROI levels for different time periods.