The "StrategyTestV2" class is a backtesting strategy that uses various technical indicators to generate buy and sell signals for trading. The method "populate_indicators" takes a DataFrame containing exchange data and adds several technical indicators to it, such as ADX (Average Directional Index), MACD (Moving Average Convergence Divergence), RSI (Relative Strength Index), stochastic fast, Bollinger Bands, and EMA (Exponential Moving Average). These indicators provide insights into market trends, momentum, volatility, and overbought/oversold conditions.
The method "populate_buy_trend" uses the populated indicators in the DataFrame to determine the buy signals.
It sets the 'buy' column to 1 for rows that meet specific conditions, such as RSI below 35, fastd below 35, ADX above 30, and plus_di above 0.5.
Additionally, if ADX is above 65 and plus_di is above 0.5, it also generates a buy signal. The method "populate_sell_trend" uses the indicators to determine the sell signals. It sets the 'sell' column to 1 for rows that meet conditions such as RSI crossing above 70, fastd crossing above 70, ADX above 10, and minus_di above 0. It also generates a sell signal if ADX is above 70 and minus_di is above 0.5. The last part of the code defines a condition based on the current_profit variable and sets a specific action. If the current_profit is less than -0.0075, it selects the filled buy orders and returns the rounded cost of the first order. Otherwise, it returns None. Overall, this strategy uses a combination of technical indicators to generate buy and sell signals, aiming to capture potential trends and market conditions for trading.