# -*- coding: utf-8 -*- from typing import Dict, Any from freqtrade.strategy.interface import IStrategy from pandas import DataFrame import numpy as np class BreakoutStrategy(IStrategy): timeframe = "1h" can_short = True minimal_roi = {0: 0.03} stoploss = -0.09 def populate_indicators(self, df: DataFrame, metadata: Dict[str, Any]) -> DataFrame: df["high_max"] = df["high"].rolling(20).max() df["low_min"] = df["low"].rolling(20).min() tr = np.maximum(df["high"]-df["low"], np.maximum(abs(df["high"]-df["close"].shift(1)), abs(df["low"]-df["close"].shift(1)))) df["atr"] = tr.rolling(14).mean() return df def populate_entry_trend(self, df: DataFrame, metadata: Dict[str, Any]) -> DataFrame: df.loc[df["close"] > df["high_max"], "enter_long"] = 1 df.loc[df["close"] < df["low_min"], "enter_short"] = 1 return df def populate_exit_trend(self, df: DataFrame, metadata: Dict[str, Any]) -> DataFrame: df["exit_long"] = 0 df["exit_short"] = 0 return df # def leverage(self, pair: str, current_rate: float, proposed_leverage: float = 1.0, **kwargs) -> float: # return 2.0