The ClucHAnix_BB_RPB_MOD strategy is a trading strategy that involves several indicators and conditions to determine buy signals. Here is a breakdown of the strategy:
Indicator Calculation:
Heikin Ashi candles are calculated based on the input dataframe. Various moving averages (EMA) are calculated with different time periods (8, 14, 26).
Simple moving average (SMA) is calculated with a time period of 15.
Relative Strength Index (RSI) is calculated with different time periods (4, 14, 20).
Commodity Channel Index (CTI) is calculated with a length of 20. Stochastic Fast Oscillator (STOCHF) is calculated with parameters (5, 3, 0, 3, 0). Average Directional Index (ADX) is calculated. Bollinger Bands are calculated with parameters (ha_typical_price, window_size=40, num_of_std=2). Bollinger Bands are calculated again with different parameters (typical_price, window=20, stds=2). Various other calculations are performed on the data, such as delta calculations and exponential moving averages (EMA) on Heikin Ashi candles. Data Integration:
Additional informative data for a different timeframe (1h) is retrieved for the same trading pair. Heikin Ashi candles are calculated for the informative data. Rate of Change Ratio (ROCR) is calculated for the informative data. The informative data is merged with the original dataframe. Additional Data:
Historical price data for the BTC/USDT pair is retrieved for two different timeframes (1m, 1d). Exponential Moving Averages (EMA) are calculated for the BTC/USDT data. Zero-Lag Exponential Moving Average (ZEMA) is calculated with different periods (30, 200). Pump strength is calculated based on the ZEMA values. Populate Buy Signals:
Buy conditions are defined based on various indicators and parameters. Each buy condition is appended to the 'buy_tag' column of the dataframe. Buy conditions include checks for BTC safety, pump safety, specific patterns (lambo1, lambo2), local uptrend, NFI-32 pattern, EWO-1 pattern, EWO low pattern, and COFI pattern. Overall, the strategy combines multiple indicators and conditions to generate buy signals based on the provided data.