The BBRSIV3 strategy is a trading strategy that uses Bollinger Bands and the Relative Strength Index (RSI) as indicators to generate buy and sell signals. Here is a brief description of what the strategy does:
populate_indicators: This function adds the RSI and Bollinger Bands indicators to the given DataFrame. It calculates the RSI using the dataframe's data and calculates the Bollinger Bands using the typical price of the dataframe with a window of 20 and 3 standard deviations.
populate_buy_trend: Based on the TA indicators, this function populates the buy signal for the dataframe.
It checks if the closing price is below the lower Bollinger Band and assigns a value of 1 to the 'buy' column of the dataframe.
populate_sell_trend: Similar to the previous function, this one populates the sell signal for the dataframe. It checks if the closing price is above the middle Bollinger Band and assigns a value of 1 to the 'sell' column of the dataframe. The strategy essentially looks for buying opportunities when the price is below the lower Bollinger Band and selling opportunities when the price is above the middle Bollinger Band. The RSI indicator is not directly used in generating the buy and sell signals in this code snippet.