The TDSequentialStrategy is a trading strategy that uses various technical indicators to generate buy and sell signals. The strategy is implemented as a class and consists of three main functions: populate_indicators, populate_buy_trend, and populate_sell_trend. The populate_indicators function adds several technical indicators to the given DataFrame, such as "exceed_high" and "exceed_low." These indicators are used to track whether the price exceeds certain high or low thresholds.
The populate_buy_trend function populates the "buy" column in the DataFrame based on the generated indicators.
It sets the value to 1 when the price exceeds the lower threshold ("exceed_low") and the "seq_buy" value is greater than 8.
Similarly, the populate_sell_trend function populates the "sell" column in the DataFrame based on the indicators. It sets the value to 1 when the price exceeds the upper threshold ("exceed_high") or the "seq_sell" value is greater than 8. Overall, the strategy aims to identify potential buying and selling opportunities based on the price movement and predefined conditions.