# --- Do not remove these libs --- from freqtrade.strategy.interface import IStrategy from pandas import DataFrame # -------------------------------- import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib class EMAVolume(IStrategy): """ author@: Gert Wohlgemuth idea: buys and sells on crossovers - doesn't really perfom that well and its just a proof of concept """ # 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 = '15m' def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe['ema13']=ta.EMA(dataframe, timeperiod=13) dataframe['ema34']=ta.EMA(dataframe, timeperiod=34) dataframe['ema7']=ta.EMA(dataframe, timeperiod=7) dataframe['ema21']=ta.EMA(dataframe, timeperiod=21) dataframe['volume_mean'] = dataframe['volume'].rolling(window=10).mean() dataframe['ema50']=ta.EMA(dataframe, timeperiod=50) dataframe['ema200']=ta.EMA(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['ema13'], dataframe['ema34'])) & (dataframe['volume'] > dataframe['volume'].rolling(window=10).mean()) ), '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_below(dataframe['ema13'], dataframe['ema34'])) ), 'sell'] = 1 return dataframe