The "oldie" strategy is a backtesting strategy that uses various indicators to generate buy and sell signals. Here's a breakdown of what the strategy does:
Indicator Calculation: The strategy first calculates several technical indicators such as VWMACD, STOCHRSI, VFI, TKE, and exponential moving averages (EMAs) for both buying and selling. Buy Signal Generation: The strategy defines conditions for generating buy signals based on the calculated indicators.
The conditions include:
Crossing above EMAs (emamedb and emashortb)
Crossing above VWMACD (vwmacd and vwmacds)
Crossing above the fast stochastic RSI (stochfb and stochkb)
Stochastic RSI above a specified threshold (buy_stochkb)
Crossing above VFI (vfi and vfima)
VFI crossing above zero
VFIMA crossing above zero
Crossing above a specified threshold for TKE (TKE and buy_tke_val)
Sell Signal Generation: Similarly, the strategy defines conditions for generating sell signals based on the calculated indicators.
The conditions include:
Crossing below EMAs (emameds and emalongs)
Crossing below VWMACD (vwmacd and vwmacds)
Crossing below the fast stochastic RSI (stochfs and stochks)
Stochastic RSI below a specified threshold (sell_stochks)
Crossing below VFI (vfi and vfima)
VFI crossing below zero
VFIMA crossing below zero
Crossing above a specified threshold for TKE (TKE and sell_tke_val)
Signal Application: If any of the defined conditions are met, the strategy marks the corresponding row in the dataframe with a "buy" or "sell" signal.
In summary, the "oldie" strategy calculates multiple indicators and generates buy and sell signals based on specified conditions involving those indicators.