The SampleShortStrategy is a trading strategy that uses various technical indicators to generate buy and sell signals for a given DataFrame of market data. In the populate_indicators method, several technical indicators are calculated and added to the DataFrame. These indicators include:
ADX (Average Directional Index)
RSI (Relative Strength Index)
Stochastic Fast (fast %K and %D)
MACD (Moving Average Convergence Divergence)
MFI (Money Flow Index)
Bollinger Bands
SAR (Stop and Reverse)
TEMA (Triple Exponential Moving Average)
Hilbert Transform - Sine Wave
The populate_buy_trend method populates the "enter_short" column in the DataFrame based on specific conditions:
RSI crosses above a certain threshold (self.short_rsi.value)
TEMA is above the Bollinger Bands' middle band
TEMA is falling (compared to the previous value)
Volume is greater than 0
The populate_sell_trend method populates the "exit_short" column in the DataFrame based on specific conditions:
RSI crosses above a certain threshold (self.exit_short_rsi.value)
TEMA is below or equal to the Bollinger Bands' middle band
TEMA is rising (compared to the previous value)
Volume is greater than 0
These buy and sell signals can be used to determine when to enter or exit short positions in a trading strategy.