The ClucDCA strategy is a trading strategy that utilizes various technical indicators to make buy and sell decisions. Here's a breakdown of what the strategy does:
Indicator Calculation:
Heikin Ashi candles are calculated using the input dataframe. Bollinger Bands are calculated based on the Heikin Ashi typical price, with a window size of 40 and 2 standard deviations.
Other derived indicators such as delta values, tail, exponential moving averages (EMA), and rate of change (ROCR) are calculated.
Informative Data:
The strategy retrieves additional informative data on a higher timeframe (1 hour).
Heikin Ashi candles and ROCR indicator are calculated for the informative data. Buy Signal:
The strategy checks certain conditions to generate a buy signal. Conditions include ROCR of the informative data being greater than a specified value and various conditions related to Bollinger Bands, delta values, tail, and candle patterns. Sell Signal:
The strategy checks certain conditions to generate a sell signal. Conditions include the Fisher indicator exceeding a specified threshold, specific candle patterns, EMA relationship, and volume. The ClucDCA strategy is a subclass of the IStrategy class and includes methods to populate indicators, generate buy signals, and generate sell signals.