# --- Do not remove these libs --- from freqtrade.strategy.interface import IStrategy from pandas import DataFrame import talib.abstract as ta # -------------------------------- class adx_opt_strat(IStrategy): INTERFACE_VERSION = 3 '\n author@: Gert Wohlgemuth\n converted from:\n https://github.com/sthewissen/Mynt/blob/master/src/Mynt.Core/Strategies/AdxMomentum.cs\n ' # Minimal ROI designed for the strategy. # adjust based on market conditions. We would recommend to keep it low for quick turn arounds # This attribute will be overridden if the config file contains "minimal_roi" minimal_roi = {'0': 0.0692, '7': 0.02682, '10': 0.00771, '32': 0} # Optimal stoploss designed for the strategy stoploss = -0.32766 # Trailing stoploss trailing_stop = True trailing_only_offset_is_reached = True trailing_stop_positive = 0.32634 trailing_stop_positive_offset = 0.34487 # Optimal ticker interval for the strategy timeframe = '1m' def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe['adx'] = ta.ADX(dataframe, timeperiod=14) dataframe['plus_di'] = ta.PLUS_DI(dataframe, timeperiod=25) dataframe['minus_di'] = ta.MINUS_DI(dataframe, timeperiod=25) dataframe['sar'] = ta.SAR(dataframe) dataframe['mom'] = ta.MOM(dataframe, timeperiod=14) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[(dataframe['mom'] < 0) & (dataframe['minus_di'] > 48) & (dataframe['plus_di'] < dataframe['minus_di']), 'entry'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[(dataframe['mom'] > 0) & (dataframe['minus_di'] > 48) & (dataframe['plus_di'] > dataframe['minus_di']), 'exit'] = 1 return dataframe