from freqtrade.strategy.interface import IStrategy from pandas import DataFrame import talib.abstract as ta class JustROCR4(IStrategy): minimal_roi = { "0": 0.15 } stoploss = -0.15 trailing_stop = False timeframe = '5m' def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe['rocr'] = ta.ROCR(dataframe, period=499) dataframe['rocr_200'] = ta.ROCR(dataframe, period=200) dataframe['rocr_100'] = ta.ROCR(dataframe, period=100) dataframe['rocr_20'] = ta.ROCR(dataframe, period=20) return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['rocr'] > 1.20) & (dataframe['rocr_200'] > 1.15) & (dataframe['rocr_100'] > 1.10) & (dataframe['rocr_20'] > 1.05) ), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( ), 'sell'] = 1 return dataframe