# --- Do not remove these libs --- from freqtrade.strategy import IStrategy from pandas import DataFrame import talib.abstract as ta # -------------------------------- class ADXMomentum(IStrategy): """ author@: Gert Wohlgemuth converted from: https://github.com/sthewissen/Mynt/blob/master/src/Mynt.Core/Strategies/AdxMomentum.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 = { "0": 0.375, "106": 0.084, "282": 0.059, "518": 0 } # # minimal_roi = { # "0": 100 # } # Optimal stoploss designed for the strategy stoploss = -0.173 # Optimal timeframe for the strategy timeframe = '1h' #was 1h # Number of candles the strategy requires before producing valid signals startup_candle_count: int = 20 def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe['adx'] = ta.ADX(dataframe, timeperiod=21) dataframe['plus_di'] = ta.PLUS_DI(dataframe, timeperiod=21) dataframe['minus_di'] = ta.MINUS_DI(dataframe, timeperiod=23) dataframe['sar'] = ta.SAR(dataframe) dataframe['mom'] = ta.MOM(dataframe, timeperiod=12) return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['adx'] > 30) & (dataframe['mom'] > 0) & (dataframe['plus_di'] > 30) & (dataframe['plus_di'] > dataframe['minus_di']) ), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['adx'] > 35) & (dataframe['mom'] < 0) & (dataframe['minus_di'] > 35) & (dataframe['plus_di'] < dataframe['minus_di']) ), 'sell'] = 1 return dataframe