The TrixV15Strategy is a trading strategy that uses various technical indicators to generate buy and sell signals for a given DataFrame of price data. Here's a breakdown of what the strategy does:
populate_indicators() function:
Adds TA (Technical Analysis) indicators to the DataFrame. The indicators used include:
Stochastic RSI (stoch_rsi)
Exponential Moving Average (EMA) for buy signals (ema_b_)
Trix indicator for buy signals (trix_b_)
Trix signal indicator for buy signals (trix_b_signal_)
Trix indicator for sell signals (trix_s_)
Trix signal indicator for sell signals (trix_s_signal_)
The specific time periods and sources for the indicators are determined by the strategy's configurable parameters.
populate_buy_trend() function:
Based on the populated indicators, determines the buy signal for each row in the DataFrame.
The conditions for a buy signal include:
Volume is greater than 0
Trix indicator for sell signals is greater than the corresponding Trix signal indicator
(Optional) Stochastic RSI is below a certain threshold
(Optional) Close price is above the EMA signal
(Optional) Trix indicator for buy signals is above the corresponding Trix signal indicator (either trailing or trigger)
populate_sell_trend() function:
Based on the populated indicators, determines the sell signal for each row in the DataFrame.
The conditions for a sell signal include:
Volume is greater than 0
(Optional) Stochastic RSI is above a certain threshold
(Optional) Trix indicator for sell signals is below the corresponding Trix signal indicator (either trailing or trigger)
The strategy uses a combination of indicators and configurable parameters to generate buy and sell signals, allowing users to backtest and evaluate its performance in trading scenarios.