The SampleStrategy is a trading strategy implemented as a class in Python. It inherits from the IStrategy class. The strategy consists of several methods, each serving a specific purpose.
The populate_indicators method takes a DataFrame and a metadata dictionary as input and returns a modified DataFrame.
It calculates and adds various indicators to the DataFrame, including informative indicators from a 1-hour timeframe and normal timeframe indicators.
The populate_buy_trend method populates the buy signals in the DataFrame based on specific conditions. It uses multiple protection filters and logical conditions to determine the buy triggers. The protection filters include checks on exponential moving averages (EMA), close prices relative to EMAs, rising moving averages, safe dips, and safe pumps. The logical conditions involve checks on relative strength index (RSI), money flow index (MFI), open and close prices, Bollinger Bands, and volume. The resulting buy triggers are stored in the DataFrame. The strategy supports multiple buy conditions, each with its own set of protection filters and logical conditions. The conditions are stored in a list, and if enabled, their respective buy triggers are added to the DataFrame. Overall, the SampleStrategy class provides methods to calculate indicators and generate buy signals based on various conditions and filters, allowing for the backtesting of different trading strategies.