# --- 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 talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib class SlowFastMACross(IStrategy): # Minimal ROI designed for the strategy. # This attribute will be overridden if the config file contains "minimal_roi" minimal_roi = { "0": 0.5 } # Optimal stoploss designed for the strategy # This attribute will be overridden if the config file contains "stoploss" stoploss = -0.2 # Optimal ticker interval for the strategy ticker_interval = '1h' plot_config = { 'main_plot': { # Configuration for main plot indicators. # Specifies `ema10` to be red, and `ema50` to be a shade of gray 'maShort': {'color': 'red'}, 'maMedium': {'color': 'black'}, # By omitting color, a random color is selected. 'sar': {}, } } def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: macd = ta.MACD(dataframe) dataframe['maShort'] = ta.MA(dataframe, timeperiod=50) dataframe['maMedium'] = ta.MA(dataframe, timeperiod=200) return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ Based on TA indicators, populates the buy signal for the given dataframe :param dataframe: DataFrame :return: DataFrame with buy column """ dataframe.loc[ ( qtpylib.crossed_above(dataframe['maShort'], dataframe['maMedium']) ), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ Based on TA indicators, populates the sell signal for the given dataframe :param dataframe: DataFrame :return: DataFrame with buy column """ dataframe.loc[ ( qtpylib.crossed_above(dataframe['maMedium'], dataframe['maShort']) ), 'sell'] = 1 return dataframe