The TestStrategy class is an implementation of a trading strategy for backtesting purposes. It is designed to populate indicators in a given DataFrame using technical analysis (TA) indicators. The strategy calculates various indicators such as ADX (Average Directional Index), Bollinger Bands, TEMA (Triple Exponential Moving Average), and HT_SINE (Hilbert Transform - SineWave) among others.
The populate_indicators() method takes a raw DataFrame and additional metadata as input.
It adds multiple TA indicators to the DataFrame, such as ADX, MACD, RSI, Bollinger Bands, TEMA, and HT_SINE.
However, some indicators are commented out to optimize performance and reduce memory and CPU usage. The populate_buy_trend() method populates the "buy" signal based on the TA indicators. It sets the "buy" column to 1 when certain conditions are met, including ADX being greater than 30, TEMA being less than or equal to the middle Bollinger Band, and TEMA being greater than the previous TEMA value. The populate_sell_trend() method populates the "sell" signal based on the TA indicators. It sets the "sell" column to 1 when certain conditions are met, including ADX being greater than 70, TEMA being greater than the middle Bollinger Band, and TEMA being less than the previous TEMA value. Overall, this strategy uses a combination of TA indicators to generate buy and sell signals for backtesting trading strategies.