"""Strategy: ADX Strength Entry Strategy""" from freqtrade.strategy import IStrategy from pandas import DataFrame import talib.abstract as ta class AdxStrengthStrategy(IStrategy): timeframe = "5m" minimal_roi = {"0": 0.10, "180": 0.05} stoploss = -0.05 startup_candle_count = 25 def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe["adx"] = ta.ADX(dataframe, timeperiod=14) dataframe["adx_prev"] = dataframe["adx"].shift(1) dataframe["plus_di"] = ta.PLUS_DI(dataframe, timeperiod=14) dataframe["minus_di"] = ta.MINUS_DI(dataframe, timeperiod=14) dataframe["ema50"] = ta.EMA(dataframe, timeperiod=50) dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ (dataframe["adx"] > 25) & (dataframe["adx_prev"] <= 25) & (dataframe["plus_di"] > dataframe["minus_di"]) & (dataframe["close"] > dataframe["ema50"]) & (dataframe["rsi"] < 68) & (dataframe["volume"] > 0), "enter_long", ] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ (dataframe["plus_di"] < dataframe["minus_di"]) | (dataframe["adx"] < 15) | (dataframe["rsi"] > 74), "exit_long", ] = 1 return dataframe