from freqtrade.strategy import IStrategy from pandas import DataFrame import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib class MACDStrategy(IStrategy): INTERFACE_VERSION = 3 minimal_roi = { "0": 0.05 } stoploss = -0.10 timeframe = '5m' def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> 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[ ( (qtpylib.crossed_above(dataframe['macd'], dataframe['macdsignal'])) & (dataframe['macd'] > 0) & # Optional: Trend confirmation (dataframe['volume'] > 0) ), 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (qtpylib.crossed_below(dataframe['macd'], dataframe['macdsignal'])) & (dataframe['volume'] > 0) ), 'exit_long'] = 1 return dataframe