from freqtrade.strategy import IStrategy, merge_informative_pair from pandas import DataFrame import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib import numpy # noqa class MACDCrossoverWithTrend(IStrategy): INTERFACE_VERSION = 3 '\n MACDCrossoverWithTrend\n author@: Paul Csapak\n github@: https://github.com/paulcpk/freqtrade-strategies-that-work\n\n How to use it?\n\n > freqtrade download-data --timeframes 1h --timerange=20180301-20200301\n > freqtrade backtesting --export trades -s MACDCrossoverWithTrend --timeframe 1h --timerange=20180301-20200301\n > freqtrade plot-dataframe -s MACDCrossoverWithTrend --indicators1 ema100 --timeframe 1h --timerange=20180301-20200301\n\n ' # Minimal ROI designed for the strategy. # This attribute will be overridden if the config file contains "minimal_roi" # minimal_roi = { # "40": 0.0, # "30": 0.01, # "20": 0.02, # "0": 0.04 # } # This attribute will be overridden if the config file contains "stoploss" stoploss = -0.2 # Optimal timeframe for the strategy timeframe = '1h' # trailing stoploss trailing_stop = False trailing_stop_positive = 0.03 trailing_stop_positive_offset = 0.04 def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: macd = ta.MACD(dataframe) dataframe['macd'] = macd['macd'] dataframe['macdsignal'] = macd['macdsignal'] dataframe['macdhist'] = macd['macdhist'] dataframe['ema100'] = ta.EMA(dataframe, timeperiod=100) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # MACD is below zero # Signal crosses above MACD # Candle low is above EMA # Ensure this candle had volume (important for backtesting) dataframe.loc[(dataframe['macd'] < 0) & qtpylib.crossed_above(dataframe['macd'], dataframe['macdsignal']) & (dataframe['low'] > dataframe['ema100']) & (dataframe['volume'] > 0), 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # MACD crosses above Signal # OR price is below trend ema dataframe.loc[qtpylib.crossed_below(dataframe['macd'], 0) | (dataframe['low'] < dataframe['ema100']), 'exit_long'] = 1 return dataframe