The TaSearch5m strategy is a trading strategy designed for backtesting purposes. It utilizes technical analysis indicators and specific conditions to determine buy and sell signals for trading on a 5-minute timeframe. Here's a breakdown of the strategy:
The strategy defines a class named TaSearch5m that inherits from the IStrategy interface provided by the freqtrade.strategy.interface module.
The strategy initializes by setting up parameters and creating an instance of the TaSearch class.
The populate_indicators method is responsible for calculating and populating the required indicators in the DataFrame.
It renames the columns of the DataFrame and applies two methods from the TaSearch class: find_extremes and buy_past_rsi. The buy_past_rsi method iterates over the DataFrame rows in reverse order. It calculates a percentage value based on a subset of historical data and checks if certain conditions are met. If the conditions are satisfied, it assigns a value to the 'buy_past_rsi' column of the DataFrame. The buy_stride method iterates over the DataFrame rows in reverse order. It checks for specific conditions related to the RSI (Relative Strength Index) indicator and assigns values to the 'buy_stride', 'buy_past_rsi', and 'market' columns of the DataFrame. The populate_buy_trend method sets the 'buy' column of the DataFrame to 1 for rows where specific conditions related to the 'buy_stride', 'buy_past_rsi', and 'market' columns are satisfied. The populate_sell_trend method sets the 'sell' column of the DataFrame to 1 for rows where the RSI indicator value ('rsi_7') is greater than 80. The strategy combines multiple indicators and conditions to generate buy and sell signals based on historical price data. Please note that this is just a summary, and the specific details of the indicators and conditions can be found in the TaSearch class and its methods.