The DefaultStrategy class is a trading strategy that uses various technical analysis (TA) indicators to generate buy and sell signals for a given DataFrame of financial data. In the method populate_indicators, the strategy calculates and adds several TA indicators to the DataFrame. These indicators include ADX (Average Directional Index), Awesome Oscillator, MACD (Moving Average Convergence Divergence), MFI (Money Flow Index), MINUS_DM, MINUS_DI, PLUS_DM, PLUS_DI, RSI (Relative Strength Index), Fisher RSI, Stochastic Oscillator (slowd and slowk), Bollinger Bands (bb_lowerband, bb_middleband, and bb_upperband), EMA (Exponential Moving Average) with different time periods, SAR (Stop and Reverse), SMA (Simple Moving Average), TEMA (Triple Exponential Moving Average), Hilbert Transform - SineWave (htsine and htleadsine), and Heikin-Ashi candles (ha_open, ha_close, ha_high, and ha_low).
Some indicators are commented out, indicating that they are optional and not currently used in the strategy.
In the method populate_buy_trend, the strategy defines the conditions for a buy signal based on the values of certain indicators.
The conditions include a low RSI (<35), low Stochastic Oscillator (%D < 35), high ADX (>30), and positive PLUS_DI. Another condition is a high ADX (>65) and positive PLUS_DI. If any of these conditions are met, the 'buy' column in the DataFrame is set to 1 for the corresponding rows. In the method populate_sell_trend, the strategy defines the conditions for a sell signal based on the values of certain indicators. The conditions include crossing above certain thresholds for RSI or Stochastic Oscillator, a minimum ADX value, and a positive MINUS_DI. Another condition is a high ADX (>70) and positive MINUS_DI. If any of these conditions are met, the 'sell' column in the DataFrame is set to 1 for the corresponding rows. Overall, the DefaultStrategy uses a combination of TA indicators to generate buy and sell signals based on certain conditions in the financial data.