The TaSearch30m strategy is designed to backtest trading strategies using 30-minute timeframe data. Here's a brief description of what the strategy does:
The strategy utilizes the TaSearch module for performing technical analysis and searching for specific patterns. The strategy defines a parameter n as 72, which is used by the TaSearch object.
The strategy sets a minimal return on investment (minimal_roi) of 0.05 (5%) and a stop loss of -0.05 (-5%).
The populate_indicators method is responsible for populating indicators in the DataFrame.
It renames the columns and applies the find_extremes, buy_past_rsi, and buy_stride methods to generate additional data. The buy_past_rsi method calculates the percentage change and checks for buying opportunities based on certain conditions, such as the minimum percentage change and the relative strength index (RSI) value. The buy_stride method identifies buying opportunities based on the RSI value and the minimum percentage change. The populate_buy_trend method populates the "buy" column in the DataFrame based on specific conditions, including the values of buy_stride, buy_past_rsi, and market. The populate_sell_trend method populates the "sell" column in the DataFrame when the RSI value is above 85. Overall, the TaSearch30m strategy combines various indicators and conditions to determine when to buy and sell in a 30-minute timeframe, aiming for profitable trading opportunities.