# --- Do not remove these libs --- import freqtrade.vendor.qtpylib.indicators as qtpylib import talib.abstract as ta from freqtrade.strategy.interface import IStrategy from pandas import DataFrame # -------------------------------- class CofiBitStrategy(IStrategy): INTERFACE_VERSION = 3 '\n taken from slack by user CofiBit\n ' # Minimal ROI designed for the strategy. # This attribute will be overridden if the config file contains "minimal_roi" minimal_roi = {'40': 0.05, '30': 0.06, '20': 0.07, '0': 0.1} # Optimal stoploss designed for the strategy # This attribute will be overridden if the config file contains "stoploss" stoploss = -0.25 # Optimal timeframe for the strategy timeframe = '5m' def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: stoch_fast = ta.STOCHF(dataframe, 5, 3, 0, 3, 0) dataframe['fastd'] = stoch_fast['fastd'] dataframe['fastk'] = stoch_fast['fastk'] dataframe['ema_high'] = ta.EMA(dataframe, timeperiod=5, price='high') dataframe['ema_close'] = ta.EMA(dataframe, timeperiod=5, price='close') dataframe['ema_low'] = ta.EMA(dataframe, timeperiod=5, price='low') dataframe['adx'] = ta.ADX(dataframe) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ Based on TA indicators, populates the entry signal for the given dataframe :param dataframe: DataFrame :return: DataFrame with entry column """ dataframe.loc[(dataframe['open'] < dataframe['ema_low']) & qtpylib.crossed_above(dataframe['fastk'], dataframe['fastd']) & (dataframe['fastk'] < 30) & (dataframe['fastd'] < 30) & (dataframe['adx'] > 30), 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ Based on TA indicators, populates the exit signal for the given dataframe :param dataframe: DataFrame :return: DataFrame with entry column """ dataframe.loc[(dataframe['open'] >= dataframe['ema_high']) | (dataframe['fastk'] > 70) | qtpylib.crossed_above(dataframe['fastd'], 70), 'exit_long'] = 1 return dataframe