The TDSequentialStrategy is a trading strategy that utilizes several technical analysis (TA) indicators to generate buy and sell signals. In the populate_indicators method, various TA indicators are added to the input DataFrame. These indicators include 'exceed_high' and 'exceed_low', which are initially set to False.
Additionally, the strategy calculates the 'seq_buy' and 'seq_sell' values based on the comparison of the closing prices with their respective values shifted four periods ago.
The 'seq_buy' and 'seq_sell' values are then modified using groupby and cumcount operations.
The populate_indicators method also contains a loop that iterates over each row in the DataFrame. Within the loop, the strategy checks the value of 'seq_buy' and 'seq_sell' for each row and performs certain calculations based on their values. For example, if 'seq_buy' is 8, the strategy checks if the current row's low price is below the low prices of the two preceding rows. Similar calculations are performed for other cases of 'seq_buy' and 'seq_sell'. The populate_buy_trend method populates the 'buy' column in the DataFrame based on the TA indicators and conditions. If 'exceed_low' is True and 'seq_buy' is greater than 8, the 'buy' column is set to 1 for the corresponding row. The populate_sell_trend method populates the 'sell' column in the DataFrame based on the TA indicators and conditions. If 'exceed_high' is True or 'seq_sell' is greater than 8, the 'sell' column is set to 1 for the corresponding row. Overall, the TDSequentialStrategy aims to identify potential buying and selling opportunities based on the provided TA indicators and their respective conditions.