The DefaultStrategy class is a trading strategy implementation that uses technical analysis indicators to generate buy and sell signals. The method populate_indicators takes a DataFrame containing raw data from an exchange and adds various technical indicators to it. These indicators include ADX (Average Directional Index), MACD (Moving Average Convergence Divergence), MINUS_DI (Minus Directional Indicator), PLUS_DI (Plus Directional Indicator), RSI (Relative Strength Index), STOCHF (Stochastic Fast), Bollinger Bands, and EMA10 (Exponential Moving Average with a time period of 10).
The populate_buy_trend method populates the "buy" column in the DataFrame based on certain conditions using the calculated indicators.
The conditions include the RSI being less than 35, the fastd (Stochastic Fast %D) being less than 35, the ADX being greater than 30, and the plus_di (Plus Directional Indicator) being greater than 0.5.
Alternatively, if the ADX is greater than 65 and the plus_di is greater than 0.5, a "buy" signal is also generated. The populate_sell_trend method populates the "sell" column in the DataFrame based on certain conditions using the indicators. The conditions include the RSI crossing above 70 or the fastd crossing above 70, the ADX being greater than 10, and the minus_di (Minus Directional Indicator) being greater than 0. Alternatively, if the ADX is greater than 70 and the minus_di is greater than 0.5, a "sell" signal is generated. Overall, the DefaultStrategy class calculates technical indicators, generates buy signals based on specified conditions, and generates sell signals based on different conditions.