"""Strategy: Chaikin Money Flow Strategy""" from freqtrade.strategy import IStrategy from pandas import DataFrame import talib.abstract as ta class ChaikinMoneyFlowStrategy(IStrategy): timeframe = "5m" minimal_roi = {"0": 0.08, "120": 0.04} stoploss = -0.04 startup_candle_count = 25 def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe["cmf"] = ta.ADOSC(dataframe, fastperiod=3, slowperiod=10) dataframe["cmf_prev"] = dataframe["cmf"].shift(1) dataframe["ema50"] = ta.EMA(dataframe, timeperiod=50) dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14) dataframe["volume_ma"] = dataframe["volume"].rolling(20).mean() return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ (dataframe["cmf"] > 0) & (dataframe["cmf_prev"] <= 0) & (dataframe["close"] > dataframe["ema50"]) & (dataframe["rsi"] < 65) & (dataframe["volume"] > dataframe["volume_ma"]) & (dataframe["volume"] > 0), "enter_long", ] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ (dataframe["cmf"] < 0) | (dataframe["rsi"] > 72), "exit_long", ] = 1 return dataframe