The TrixStrategy is a trading strategy that utilizes several technical analysis (TA) indicators to generate buy and sell signals. In the populate_indicators method, the strategy adds the following indicators to the given DataFrame:
Stochastic RSI (stoch_rsi): Calculates the Stochastic RSI using the close prices with a window of 14 and smoothing parameters. Trix (trix): Calculates the Triple Exponential Moving Average (TEMA) indicator with a length of 9.
It applies the TEMA indicator three times to the close prices.
Trix Percentage Change (trix_pct): Calculates the percentage change of the Trix indicator.
Trix Signal (trix_signal): Calculates the Simple Moving Average (SMA) of the Trix percentage change with a signal length of 21. Trix Histogram (trix_histo): Calculates the difference between the Trix percentage change and the Trix signal. The populate_buy_trend method populates the buy signal column in the DataFrame based on the following conditions:
Trix Histogram is greater than 0. Stochastic RSI is less than a specified threshold (self.buy_stoch_rsi.value). Volume is greater than 0. The populate_sell_trend method populates the sell signal column in the DataFrame based on the following conditions:
Trix Histogram is less than 0. Stochastic RSI is greater than a specified threshold (self.sell_stoch_rsi.value). Volume is greater than 0. Overall, the TrixStrategy combines the signals from the Trix indicator, Stochastic RSI, and volume to determine the optimal times to buy and sell in a trading strategy.