The SampleStrategy class is a trading strategy that utilizes various technical indicators to generate buy and sell signals. The strategy consists of three main methods: populate_indicators, populate_buy_trend, and populate_sell_trend. The populate_indicators method takes a DataFrame containing exchange data and adds several technical indicators to it.
These indicators include ADX (Average Directional Index), RSI (Relative Strength Index), Stochastic Fast, MACD (Moving Average Convergence Divergence), MFI (Money Flow Index), Bollinger Bands, SAR (Stop and Reverse), TEMA (Triple Exponential Moving Average), and HT_SINE (Hilbert Transform - SineWave).
By adding these indicators to the DataFrame, they become available for analysis in the strategy.
The populate_buy_trend method populates the "buy" column in the DataFrame based on the values of the technical indicators. The buy signal is triggered when the RSI crosses above a certain threshold (self.buy_rsi.value), the TEMA is below the Bollinger Bands middle band, the TEMA is rising (compared to the previous value), and the volume is greater than 0. The populate_sell_trend method populates the "sell" column in the DataFrame based on the values of the technical indicators. The sell signal is triggered when the RSI crosses above a certain threshold (self.sell_rsi.value), the TEMA is above the Bollinger Bands middle band, the TEMA is falling (compared to the previous value), and the volume is greater than 0. Overall, this strategy aims to identify potential buying opportunities when certain conditions are met and selling opportunities when other conditions are met. It leverages a combination of technical indicators to make these decisions.