# --- Do not remove these libs --- from freqtrade.strategy.interface import IStrategy from typing import Dict, List from functools import reduce from pandas import DataFrame # -------------------------------- import freqtrade.vendor.qtpylib.indicators as qtpylib import talib.abstract as ta class MACDRSI200(IStrategy): timeframe = '5m' # ROI table: minimal_roi = { "0": 0.03024, "296": 0.02924, "596": 0.02545, "840": 0.02444, "966": 0.02096, "1258": 0.01709, "1411": 0.01598, "1702": 0.0122, "1893": 0.00732, "2053": 0.00493, "2113": 0 } # Stoploss: stoploss = -0.04032 def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe['ema200'] = ta.EMA(dataframe, timeperiod=200) macd = ta.MACD(dataframe, fastperiod=24, slowperiod=56, signalperiod=6) dataframe['macd'] = macd['macd'] dataframe['macdsignal'] = macd['macdsignal'] dataframe['macdhist'] = macd['macdhist'] dataframe['rsi'] = ta.RSI(dataframe) dataframe['sell-rsi'] = ta.RSI(dataframe) return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['rsi'].rolling(8).min() < 41) & (dataframe['close'] > dataframe['ema200']) & (qtpylib.crossed_above(dataframe['macd'], dataframe['macdsignal'])) ), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['rsi'].rolling(8).max() > 93) & (dataframe['macd'] > 0) & (qtpylib.crossed_below(dataframe['macd'], dataframe['macdsignal'])) ), 'sell'] = 1 return dataframe