# --- Do not remove these libs --- import talib.abstract as ta from pandas import DataFrame import freqtrade.vendor.qtpylib.indicators as qtpylib from freqtrade.strategy.interface import IStrategy # -------------------------------- class Babico_SMA5xBBmid(IStrategy): INTERFACE_VERSION = 3 minimal_roi = {'0': 99999999} stoploss = -0.99 # Trailing stoploss (not used) trailing_stop = False trailing_only_offset_is_reached = True trailing_stop_positive = 0.01 trailing_stop_positive_offset = 0.03 use_exit_signal = True exit_profit_only = True process_only_new_candles = True # Optional order type mapping. order_types = {'entry': 'limit', 'exit': 'limit', 'trailing_stop_loss': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False} # Optimal timeframe for the strategy timeframe = '1d' def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: bb = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2) dataframe['bb_low'] = bb['lower'] dataframe['bb_mid'] = bb['mid'] dataframe['bb_upp'] = bb['upper'] dataframe['ema5'] = ta.EMA(dataframe, timeperiod=5) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[qtpylib.crossed_above(dataframe['ema5'], dataframe['bb_mid']), 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[qtpylib.crossed_above(dataframe['bb_mid'], dataframe['ema5']), 'exit_long'] = 1 return dataframe