The DefaultStrategy class is a trading strategy that uses various technical indicators to generate buy and sell signals. It consists of three main methods: populate_indicators, populate_buy_trend, and populate_sell_trend. The populate_indicators method adds several technical indicators to the given DataFrame.
These indicators include ADX (Average Directional Index), MACD (Moving Average Convergence Divergence), MINUS_DI, PLUS_DI, RSI (Relative Strength Index), Stochastic Fast, Bollinger Bands, and EMA (Exponential Moving Average).
The indicators are calculated based on the provided data from the exchange.
The populate_buy_trend method generates the buy signal for the DataFrame based on the calculated indicators. It uses conditions such as low RSI, low Stochastic Fast, high ADX, and positive PLUS_DI to identify potential buying opportunities. If the conditions are met, the 'buy' column in the DataFrame is set to 1. The populate_sell_trend method generates the sell signal for the DataFrame based on the indicators. It uses conditions such as RSI crossing above 70, Stochastic Fast crossing above 70, high ADX, and positive MINUS_DI to identify potential selling opportunities. If the conditions are met, the 'sell' column in the DataFrame is set to 1. Overall, the DefaultStrategy class combines multiple indicators to determine when to buy and sell in a trading strategy.