The SampleStrategy class is a trading strategy that performs backtesting on a given DataFrame of exchange data. It aims to generate buy and sell signals based on technical analysis indicators. The strategy first populates the DataFrame with various technical indicators such as ADX, RSI, stochastic fastd and fastk, MACD, MFI, Bollinger Bands, SAR, TEMA, HTSINE, and HTLEADSINE.
These indicators provide insights into market trends, volatility, momentum, and other factors.
In the populate_buy_trend method, the strategy determines the buy signal based on specific conditions.
It checks if the RSI crosses above 30, the TEMA is below the Bollinger Bands middle band, the TEMA is rising, and the volume is not zero. If all conditions are met, the 'buy' column in the DataFrame is set to 1 for that particular data point. Similarly, in the populate_sell_trend method, the strategy determines the sell signal. It checks if the RSI crosses above 70, the TEMA is above the Bollinger Bands middle band, the TEMA is falling, and the volume is not zero. If all conditions are met, the 'sell' column in the DataFrame is set to 1 for that particular data point. By analyzing the buy and sell signals generated by this strategy, traders can make decisions on when to enter or exit positions in the market.