from freqtrade.strategy import IStrategy, merge_informative_pair from pandas import DataFrame import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib import numpy # noqa class EMAPriceCrossoverWithThreshold(IStrategy): """ EMAPriceCrossoverWithThreshold author@: Paul Csapak github@: https://github.com/paulcpk/freqtrade-strategies-that-work How to use it? > freqtrade download-data --timeframes 1h --timerange=20180301-20200301 > freqtrade backtesting --export trades -s EMAPriceCrossoverWithThreshold --timeframe 1h --timerange=20180301-20200301 > freqtrade plot-dataframe -s EMAPriceCrossoverWithThreshold --indicators1 ema800 --timeframe 1h --timerange=20180301-20200301 """ # Minimal ROI designed for the strategy. # This attribute will be overridden if the config file contains "minimal_roi" # minimal_roi = { # "40": 0.0, # "30": 0.01, # "20": 0.02, # "0": 0.04 # } # This attribute will be overridden if the config file contains "stoploss" stoploss = -0.15 # Optimal timeframe for the strategy timeframe = '1h' # trailing stoploss trailing_stop = True def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: threshold_percentage = 1 dataframe['ema800'] = ta.EMA(dataframe, timeperiod=800) dataframe['ema_threshold'] = dataframe['ema800'] * (100 - threshold_percentage) / 100 return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( # Close price crossed above EMA (qtpylib.crossed_above(dataframe['close'], dataframe['ema800'])) & # Ensure this candle had volume (important for backtesting) (dataframe['volume'] > 0) ), 'buy'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( # Close price crossed below EMA threshold (qtpylib.crossed_below(dataframe['close'], dataframe['ema_threshold'])) ), 'sell'] = 1 return dataframe