The Ichimoku strategy is a sample trading strategy that uses the Ichimoku Cloud indicator to generate buy and sell signals. Here's a breakdown of what the strategy does:
The strategy uses the ichimoku function from the technical.indicators module to calculate the Ichimoku Cloud values for the given DataFrame. It adds several indicators derived from the Ichimoku Cloud to the DataFrame, including the Tenkan Sen, Kijun Sen, Senkou Span A, Senkou Span B, and two cloud color indicators.
The populate_buy_trend method populates the 'buy' column of the DataFrame with a value of 1 for the rows that meet the following conditions:
The Tenkan Sen value in the previous row is less than the Kijun Sen value in the previous row.
The Tenkan Sen value is greater than the Kijun Sen value.
The cloud color is red. The populate_sell_trend method populates the 'sell' column of the DataFrame with a value of 1 for the rows that meet certain conditions (conditions not specified in the provided code). The strategy also includes other parameters and configurations such as ROI (return on investment), stop loss, trailing stop, timeframe, order types, and plot configurations. These parameters can be customized based on the specific requirements of the trading strategy. Please note that the provided code is a sample strategy, and it may require further customization and testing to suit your specific backtesting needs.