The TrixStrategy is a trading strategy that uses technical analysis (TA) indicators to generate buy and sell signals for trading. The strategy calculates several indicators and applies specific conditions to determine when to buy or sell. In the populate_indicators function, the strategy adds the following indicators to the given DataFrame:
Stochastic Relative Strength Index (stoch_rsi): Calculates the stochastic RSI indicator using the closing prices with a window of 14 and smoothing factors of 3.
Triple Exponential Moving Average (trix): Calculates the triple exponential moving average indicator using the closing prices with a length of 9.
It applies the exponential moving average indicator three times consecutively.
trix_pct: Calculates the percentage change of the trix indicator. trix_signal: Calculates the simple moving average indicator of the trix_pct with a signal length of 21. trix_histo: Calculates the histogram by subtracting trix_pct from trix_signal. In the populate_buy_trend function, the strategy populates the buy signal based on the following conditions:
trix_histo is greater than 0. stoch_rsi is less than a specified value (self.buy_stoch_rsi). Volume is greater than 0. In the populate_sell_trend function, the strategy populates the sell signal based on the following conditions:
trix_histo is less than 0. stoch_rsi is greater than a specified value (self.sell_stoch_rsi). Volume is greater than 0. The strategy assigns a value of 1 to the 'buy' or 'sell' column in the DataFrame to indicate the corresponding signal.