from freqtrade.strategy.interface import IStrategy from pandas import DataFrame import talib.abstract as ta class JustROCR4(IStrategy): INTERFACE_VERSION = 3 minimal_roi = {'0': 0.15} stoploss = -0.15 trailing_stop = False timeframe = '5m' def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe['rocr'] = ta.ROCR(dataframe, period=499) dataframe['rocr_200'] = ta.ROCR(dataframe, period=200) dataframe['rocr_100'] = ta.ROCR(dataframe, period=100) dataframe['rocr_20'] = ta.ROCR(dataframe, period=20) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[(dataframe['rocr'] > 1.2) & (dataframe['rocr_200'] > 1.15) & (dataframe['rocr_100'] > 1.1) & (dataframe['rocr_20'] > 1.05), 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[(), 'exit_long'] = 1 return dataframe