The SampleStrategy class is a backtesting strategy that utilizes various technical analysis (TA) indicators to make buy and sell decisions. The strategy has three main components: indicator population, buy signal population, and sell signal population. In the populate_indicators() method, the strategy adds several TA indicators to the input DataFrame.
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), HT_SINE (Hilbert Transform - SineWave), and HT_LEADSINE (Hilbert Transform - Instantaneous Trendline).
The populate_buy_trend() method populates the buy signal column in the DataFrame based on the values of the indicators.
The conditions for generating a buy signal include RSI crossing above 30, TEMA being below the Bollinger Bands' middle band, TEMA trending upwards, and positive volume. Similarly, the populate_sell_trend() method populates the sell signal column in the DataFrame based on the indicator values. The conditions for generating a sell signal include RSI crossing above 70, TEMA being above the Bollinger Bands' middle band, TEMA trending downwards, and positive volume. Overall, this strategy aims to identify potential buying and selling opportunities based on the selected technical indicators and their respective conditions.