The ClucHAnix5m strategy is a trading strategy that involves multiple indicators to make buying and selling decisions. Here's a breakdown of what the strategy does:
In the populate_indicators method:
It calculates Heikin-Ashi candles by using the heikinashi function from the qtpylib library. It adds columns to the dataframe for Heikin-Ashi open, close, high, and low prices.
It calculates the mid and lower Bollinger Bands based on the typical price of Heikin-Ashi candles.
It adds columns for the lower Bollinger Band, mid Bollinger Band, Bollinger Band delta, close delta, tail, EMA fast, EMA slow, volume mean slow, ROCR, RSI, and Fisher Transform.
It retrieves informative data on a higher timeframe ('1h') and merges it with the current timeframe dataframe. In the populate_buy_trend method:
It identifies buy signals based on various conditions:
ROCR on the higher timeframe is greater than a specified value. Lower Bollinger Band is positive. Bollinger Band delta is greater than a fraction of the Heikin-Ashi close price. Close delta is greater than a fraction of the Heikin-Ashi close price. Tail is less than the Bollinger Band delta multiplied by a specified value. Heikin-Ashi close is less than the previous lower Bollinger Band. Heikin-Ashi close is less than or equal to the previous Heikin-Ashi close. Heikin-Ashi close is below the EMA slow and a specified fraction of the lower Bollinger Band. In the populate_sell_trend method:
It identifies sell signals based on various conditions:
Fisher Transform is greater than a specified value. Heikin-Ashi high is less than or equal to the previous Heikin-Ashi high. Previous Heikin-Ashi high is less than or equal to the second previous Heikin-Ashi high. Heikin-Ashi close is less than or equal to the previous Heikin-Ashi close. EMA fast is greater than the Heikin-Ashi close. Heikin-Ashi close multiplied by a specified value is greater than the mid Bollinger Band. Volume is greater than 0. The TrailingBuyStratCluc5m class extends the ClucHAnix5m class and adds functionality for trailing buy orders. It overrides the populate_indicators method to call the parent method and then perform additional actions related to trailing buy orders. It also overrides the confirm_trade_entry method to handle trailing buy orders based on the current price and trailing buy information. Note: The provided code snippet seems to be incomplete, and some parts may be missing, which could affect the understanding of the strategy as a whole.