bbstrategy

The BB_RTR strategy is a backtesting strategy that uses various indicators to determine buy signals. Here is a breakdown of what the strategy does: It populates several indicators, including Bollinger Bands with two standard deviations (bb_lowerband2, bb_middleband2, bb_upperband2) and Bollinger Bands with three standard deviations (bb_lowerband3, bb_middleband3, bb_upperband3). It calculates the width of the Bollinger Bands (bb_width) and the delta between the lower bands (bb_lowerband2 and bb_lowerband3) (bb_delta).

It calculates the Commodity Channel Index (CCI) for different lengths (cci_length_{val}) and the CCI for a fixed length of 26 (cci).

It calculates the Relative Momentum Index (RMI) for different lengths (rmi_length_{val}) and the RMI with a length of 4.

It calculates the Stochastic RSI (srsi_fk and srsi_fd). It calculates the difference between the current close price and the previous close price (closedelta). It calculates various moving averages: 15-day simple moving average (sma_15), 30-day simple moving average (sma_30), and 21-day simple moving average (sma_21). It calculates the Chaikin Money Flow (cmf) with a length of 20. It calculates the Money Flow Index (MFI). It calculates several exponential moving averages (ema_8, ema_12, ema_13, ema_16, ema_24, ema_26, ema_50, ema_100, ema_200). It calculates the Hull Moving Average (hma_50) with a window of 50. It calculates the VWAP Bands (vwap_upperband, vwap_middleband, vwap_lowerband) and the width of the VWAP Bands (vwap_width). It calculates the Relative Strength Index (RSI) for different lengths (rsi, rsi_fast, rsi_slow, rsi_84, rsi_112). It calculates the Elliott Wave Oscillator (EWO) with a length of 50 and 200. It calculates the Stochastic Fast (fastd, fastk). It calculates the Average Directional Index (adx). It calculates the Heikin-Ashi candles (ha_open, ha_close, ha_high, ha_low). It calculates Bollinger Bands for Heikin-Ashi candles (bb_lowerband2_40, bb_middleband2_40, bb_upperband2_40) with a window of 40 and two standard deviations. It calculates the delta between the middle and lower bands of the Bollinger Bands for Heikin-Ashi candles (bb_delta_cluc). It calculates the difference between the current Heikin-Ashi close price and the previous Heikin-Ashi close price (ha_closedelta). It calculates the difference between the Heikin-Ashi close price and the Heikin-Ashi low price (tail). It calculates the exponential moving average for the Heikin-Ashi close price with a length of 50 (ema_slow). It calculates the Rate of Change Ratio (rocr) for the Heikin-Ashi close price with a length of 28. It calculates the Williams %R (r_14) with a period of 14. It calculates the mean volume for different periods (volume_mean_4, volume_mean_12, volume_mean_24). It calculates the difference between the 50-day exponential moving average and the lower band of the VWAP Bands divided by the 50-day exponential moving average (ema_vwap_diff_50). It calculates the top percent change for different periods (tpct_change_1, tpct_change_2, tpct_change_4). It calculates the momentum divergence (momdiv_buy, momdiv_sell, momdiv_coh, momdiv_col) based on custom functions. It retrieves an informative timeframe (1h) and populates indicators for the informative timeframe, including Heikin-Ashi candles, Bollinger Bands, RSI, exponential moving averages, Williams %R, and CTI. It merges the informative timeframe data with the original timeframe data. It populates buy signals based on various conditions, including a pump condition (is_pump_1) and pump protection conditions (pump_protection_strict). Overall, the strategy uses a combination of trend indicators, oscillators, moving averages, and other technical analysis tools to generate buy signals based on specific conditions.