# --- Do not remove these libs --- from freqtrade.strategy.interface import IStrategy from pandas import DataFrame import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib # -------------------------------- class MACD_TRIPLE_MA(IStrategy): INTERFACE_VERSION = 3 # 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" # Optimal stoploss designed for the strategy # ROI table: minimal_roi = {'0': 0.15825, '28': 0.08491, '45': 0.04, '88': 0.0194, '120': 0} # Stoploss: stoploss = -0.03 # Trailing stop: trailing_stop = True trailing_stop_positive = 0.1455 trailing_stop_positive_offset = 0.15434 trailing_only_offset_is_reached = True # Optimal timeframe for the strategy timeframe = '5m' # Number of candles the strategy requires before producing valid signals startup_candle_count: int = 26 def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: SMA6 = 6 SMA14 = 14 SMA26 = 26 # MACD macd = ta.MACD(dataframe) dataframe['macd'] = macd['macd'] dataframe['macdsignal'] = macd['macdsignal'] dataframe['macdhist'] = macd['macdhist'] # SMA - Simple Moving Average dataframe['sma6'] = ta.SMA(dataframe, timeperiod=SMA6) dataframe['sma26'] = ta.SMA(dataframe, timeperiod=SMA26) dataframe['sma14'] = ta.SMA(dataframe, timeperiod=SMA14) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[qtpylib.crossed_above(dataframe['macd'], dataframe['macdsignal']) & qtpylib.crossed_above(dataframe['sma6'], dataframe['sma14']) & (dataframe['sma26'] > dataframe['sma6']), 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[qtpylib.crossed_below(dataframe['macd'], dataframe['macdsignal']) & qtpylib.crossed_below(dataframe['sma6'], dataframe['sma14']) & (dataframe['sma26'] < dataframe['sma6']) & (dataframe['sma26'] < dataframe['sma14']), 'exit_long'] = 1 return dataframe