The SampleStrategy class is a trading strategy implemented in Python. It inherits from the IStrategy class, indicating that it follows a specific interface for strategies. The strategy consists of three main methods: populate_indicators, populate_buy_trend, and populate_sell_trend.
populate_indicators:
This method takes a DataFrame containing exchange data and additional metadata as input.
It adds various technical analysis (TA) indicators to the DataFrame, such as ADX, RSI, Stochastic Fast, MACD, MFI, Bollinger Bands, SAR, TEMA, and Hilbert Transform Sine and Lead Sine.
The indicators provide information about market trends, momentum, volatility, and other factors relevant to the strategy. populate_buy_trend:
This method populates the "buy" column in the DataFrame based on the TA indicators and specified conditions. The conditions include crossing above a certain RSI threshold, the TEMA being below the Bollinger Bands middle band, the TEMA showing an upward trend, and positive volume. When these conditions are met, the "buy" column is set to 1, indicating a buy signal. populate_sell_trend:
This method populates the "sell" column in the DataFrame based on the TA indicators and specified conditions. The conditions include crossing above a certain RSI threshold (different from the buy threshold), the TEMA being above the Bollinger Bands middle band, the TEMA showing a downward trend, and positive volume. When these conditions are met, the "sell" column is set to 1, indicating a sell signal. Overall, this strategy uses a combination of TA indicators to generate buy and sell signals based on specific conditions.