The StrategyTestV2 class is a trading strategy that backtests various technical analysis (TA) indicators on a given DataFrame of exchange data. It has three main functions: populate_indicators, populate_buy_trend, and populate_sell_trend. The populate_indicators function adds several TA indicators to the DataFrame, including ADX (Average Directional Index), MACD (Moving Average Convergence Divergence), MINUS_DI, PLUS_DI, RSI (Relative Strength Index), Stochastic Fast, Bollinger Bands, and EMA (Exponential Moving Average).
These indicators provide important information about market trends, momentum, volatility, and other factors.
The populate_buy_trend function populates the "buy" signal in the DataFrame based on the TA indicators.
It checks for specific conditions such as low RSI, low Stochastic Fast, high ADX, and positive PLUS_DI, or high ADX and positive PLUS_DI. The populate_sell_trend function populates the "sell" signal in the DataFrame based on the TA indicators. It checks for conditions such as RSI or Stochastic Fast crossing above 70, ADX above 10, and positive MINUS_DI, or high ADX and positive MINUS_DI. Additionally, there is a variable called current_profit which represents the current profit of the strategy. If the profit is less than -0.0075 (a threshold), the strategy attempts to retrieve the trade stake amount from the wallets and return it. Overall, the strategy uses a combination of TA indicators to generate buy and sell signals, aiming to capture profitable trading opportunities.