"""Strategy: Aroon Trend Strategy""" from freqtrade.strategy import IStrategy from pandas import DataFrame import talib.abstract as ta class AroonTrendStrategy(IStrategy): timeframe = "5m" minimal_roi = {"0": 0.10, "180": 0.05} stoploss = -0.05 startup_candle_count = 30 def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: aroon = ta.AROON(dataframe, timeperiod=25) dataframe["aroon_up"] = aroon["aroonup"] dataframe["aroon_down"] = aroon["aroondown"] dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14) dataframe["ema50"] = ta.EMA(dataframe, timeperiod=50) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ (dataframe["aroon_up"] > 70) & (dataframe["aroon_down"] < 30) & (dataframe["close"] > dataframe["ema50"]) & (dataframe["rsi"] > 45) & (dataframe["rsi"] < 68) & (dataframe["volume"] > 0), "enter_long", ] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ (dataframe["aroon_down"] > dataframe["aroon_up"]) | (dataframe["rsi"] > 73), "exit_long", ] = 1 return dataframe