# --- 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 MFI(IStrategy): """ author@: Gert Wohlgemuth converted from: https://github.com/sthewissen/Mynt/blob/master/src/Mynt.Core/Strategies/BbandRsi.cs """ # 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" minimal_roi = { "1440": 0.01, "80": 0.02, "40": 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 = -0.10 # Optimal timeframe for the strateg timeframe = '5m' # trailing stoploss trailing_stop = False trailing_stop_positive = 0.01 trailing_stop_positive_offset = 0.02 def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe['MFI'] = ta.MFI(dataframe, timeperiod=14) return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['MFI'].shift() <= 14) ), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['MFI'] >= 75) ), 'sell'] = 1 return dataframe