# --- Do not remove these libs --- from freqtrade.strategy.interface import IStrategy from typing import Dict, List from functools import reduce from pandas import DataFrame # -------------------------------- import talib.abstract as ta class MACDStrategy(IStrategy): INTERFACE_VERSION = 3 '\n\n author@: Gert Wohlgemuth\n\n idea:\n\n uptrend definition:\n MACD above MACD signal\n and CCI < -50\n\n downtrend definition:\n MACD below MACD signal\n and CCI > 100\n\n ' # Minimal ROI designed for the strategy. # This attribute will be overridden if the config file contains "minimal_roi" minimal_roi = {'60': 0.01, '30': 0.03, '20': 0.04, '0': 0.05} # Optimal stoploss designed for the strategy # This attribute will be overridden if the config file contains "stoploss" stoploss = -0.3 # Optimal timeframe for the strategy timeframe = '5m' 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['cci'] = ta.CCI(dataframe) 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[(dataframe['macd'] > dataframe['macdsignal']) & (dataframe['cci'] <= -50.0), '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[(dataframe['macd'] < dataframe['macdsignal']) & (dataframe['cci'] >= 100.0), 'exit_long'] = 1 return dataframe