# pragma pylint: disable=missing-docstring, invalid-name """ OdelfTrend — Binance futures long/short strategy for Odelf Bot showcase. Adapted from community TrendFollowingStrategy (freqtrade-strategies/futures). 5m EMA20 cross + OBV confirmation. Educational / paper-trading only. """ from datetime import datetime from pandas import DataFrame import talib.abstract as ta from freqtrade.strategy import IStrategy class OdelfTrend(IStrategy): """EMA20 trend-follow with OBV filter — long and short on futures.""" INTERFACE_VERSION = 3 can_short = True timeframe = "5m" process_only_new_candles = True startup_candle_count = 30 minimal_roi = { "0": 0.02, "30": 0.01, "60": 0.005, } stoploss = -0.06 trailing_stop = True trailing_stop_positive = 0.01 trailing_stop_positive_offset = 0.02 trailing_only_offset_is_reached = True use_exit_signal = True exit_profit_only = False ignore_roi_if_entry_signal = False order_types = { "entry": "limit", "exit": "limit", "stoploss": "market", "stoploss_on_exchange": False, } def leverage( self, pair: str, current_time: datetime, current_rate: float, proposed_leverage: float, max_leverage: float, entry_tag: str | None, side: str, **kwargs, ) -> float: return min(2.0, max_leverage) def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe["obv"] = ta.OBV(dataframe) dataframe["ema20"] = ta.EMA(dataframe, timeperiod=20) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe["close"] > dataframe["ema20"]) & (dataframe["close"].shift(1) <= dataframe["ema20"].shift(1)) & (dataframe["obv"] > dataframe["obv"].shift(1)) & (dataframe["volume"] > 0) ), ["enter_long", "enter_tag"], ] = (1, "ema20_obv_long") dataframe.loc[ ( (dataframe["close"] < dataframe["ema20"]) & (dataframe["close"].shift(1) >= dataframe["ema20"].shift(1)) & (dataframe["obv"] < dataframe["obv"].shift(1)) & (dataframe["volume"] > 0) ), ["enter_short", "enter_tag"], ] = (1, "ema20_obv_short") return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe["close"] < dataframe["ema20"]) & (dataframe["close"].shift(1) >= dataframe["ema20"].shift(1)) & (dataframe["volume"] > 0) ), ["exit_long", "exit_tag"], ] = (1, "ema20_exit_long") dataframe.loc[ ( (dataframe["close"] > dataframe["ema20"]) & (dataframe["close"].shift(1) <= dataframe["ema20"].shift(1)) & (dataframe["volume"] > 0) ), ["exit_short", "exit_tag"], ] = (1, "ema20_exit_short") return dataframe