# --- Do not remove these libs --- from freqtrade.strategy.interface import IStrategy from pandas import DataFrame # -------------------------------- import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib class EMAVolume(IStrategy): INTERFACE_VERSION = 3 "\n\n author@: Gert Wohlgemuth\n\n idea:\n entrys and exits on crossovers - doesn't really perfom that well and its just a proof of concept\n " # Minimal ROI designed for the strategy. # This attribute will be overridden if the config file contains "minimal_roi" minimal_roi = {'0': 0.5} # Optimal stoploss designed for the strategy # This attribute will be overridden if the config file contains "stoploss" stoploss = -0.2 # Optimal ticker interval for the strategy timeframe = '15m' def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe['ema13'] = ta.EMA(dataframe, timeperiod=13) dataframe['ema34'] = ta.EMA(dataframe, timeperiod=34) dataframe['ema7'] = ta.EMA(dataframe, timeperiod=7) dataframe['ema21'] = ta.EMA(dataframe, timeperiod=21) dataframe['volume_mean'] = dataframe['volume'].rolling(window=10).mean() dataframe['ema50'] = ta.EMA(dataframe, timeperiod=50) dataframe['ema200'] = ta.EMA(dataframe, timeperiod=200) 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[qtpylib.crossed_above(dataframe['ema13'], dataframe['ema34']) & (dataframe['volume'] > dataframe['volume'].rolling(window=10).mean()), '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[qtpylib.crossed_below(dataframe['ema13'], dataframe['ema34']), 'exit_long'] = 1 return dataframe