The "ep3mas2" strategy is a trading strategy that uses a combination of exponential moving averages (EMAs) to generate buy and sell signals. In the "populate_indicators" method, the strategy calculates several EMAs (epm1, epm2, epm3, epm4, epm5, epm6) based on the given input parameters. In the "populate_buy_trend" method, the strategy determines the buy signal conditions.
It checks if the rolling minimum of epm1 is greater than the rolling maximum of epm2, the rolling minimum of epm2 is greater than the rolling maximum of epm3, the rolling minimum of a specified category (epcat1) is greater than the rolling maximum of epm4, epm5 has crossed above a specified category (epcat2), and the volume is greater than 0.
If these conditions are met, a 'buy' signal is generated.
In the "populate_sell_trend" method, the strategy determines the sell signal conditions. It checks if the closing price is greater than 1000000 and the volume is greater than 0. If these conditions are met, a 'sell' signal is generated. In the "sizing" method, the strategy sets a stop loss level based on the open rate and a specified stop loss percentage (epstop). If the current rate falls below the stop loss level, a negative value is returned to indicate a stop loss exit. In the "sell" method, the strategy sets a target sell price based on the open rate and a specified target percentage (eptarg). If the current rate exceeds the target sell price, a 'sell_ep3mas' signal is returned to indicate a sell exit. If none of the conditions are met, 0 is returned to indicate no action. Overall, the strategy aims to generate buy signals based on the EMA crossovers and other conditions, and sell signals based on a target sell price and other conditions. The sizing methods handle the stop loss and target sell price calculations.