from freqtrade.strategy.interface import IStrategy from typing import Dict, List from functools import reduce from pandas import DataFrame import freqtrade.vendor.qtpylib.indicators as qtpylib import talib.abstract as ta __author__ = 'Robert Roman' __copyright__ = 'Free For Use' __license__ = 'MIT' __version__ = '1.0' __maintainer__ = 'Robert Roman' __email__ = 'robertroman7@gmail.com' __BTC_donation__ = '3FgFaG15yntZYSUzfEpxr5mDt1RArvcQrK' # Optimized With Sortino Ratio and 2 years data class macd_recovery(IStrategy): INTERFACE_VERSION = 3 timeframe = '5m' # ROI table: minimal_roi = {'0': 0.03024, '296': 0.02924, '596': 0.02545, '840': 0.02444, '966': 0.02096, '1258': 0.01709, '1411': 0.01598, '1702': 0.0122, '1893': 0.00732, '2053': 0.00493, '2113': 0} # Stoploss: stoploss = -0.04032 def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # EMA200 dataframe['ema200'] = ta.EMA(dataframe, timeperiod=200) #RSI dataframe['rsi'] = ta.RSI(dataframe) # MACD macd = ta.MACD(dataframe) dataframe['macd'] = macd['macd'] dataframe['macdsignal'] = macd['macdsignal'] dataframe['macdhist'] = macd['macdhist'] return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[(dataframe['rsi'].rolling(8).min() < 41) & (dataframe['close'] > dataframe['ema200']) & qtpylib.crossed_above(dataframe['macd'], dataframe['macdsignal']), 'entry'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[(dataframe['rsi'].rolling(8).max() > 93) & (dataframe['macd'] > 0) & qtpylib.crossed_below(dataframe['macd'], dataframe['macdsignal']), 'exit'] = 1 return dataframe