Strategy005 is a trading strategy that utilizes various technical indicators to generate buy and sell signals for a given financial instrument. The strategy consists of three main functions: populate_indicators, populate_buy_trend, and populate_sell_trend. In the populate_indicators function, several technical indicators are calculated and added to the input DataFrame.
These indicators include MACD (Moving Average Convergence Divergence), MINUS_DI (Minus Directional Indicator), RSI (Relative Strength Index), Fisher RSI, STOCHF (Stochastic Fast), SAR (Stop and Reverse), and SMA (Simple Moving Average).
The calculated values are stored as additional columns in the DataFrame.
The populate_buy_trend function populates the buy signal based on the defined conditions. The buy signal is triggered when the following conditions are met simultaneously: the closing price is greater than 0.00000200, the volume is greater than 4 times the 200-period rolling average volume, the closing price is below the SMA, the fastd value is greater than the fastk value, the RSI is greater than 0, the fastd value is greater than 0, and the normalized Fisher RSI is less than 38.9. If all these conditions are satisfied, the 'buy' column in the DataFrame is set to 1. The populate_sell_trend function populates the sell signal based on the defined conditions. The sell signal is triggered when either of the following conditions is met: the RSI crosses above 50, the MACD is negative, and the minus_di is positive; or the SAR is greater than the closing price and the Fisher RSI is greater than 0.3. If any of these conditions are satisfied, the 'sell' column in the DataFrame is set to 1. Overall, Strategy005 combines various technical indicators to determine buy and sell signals based on specific conditions in order to assist in making trading decisions.