"""Strategy: EMA Ribbon Strategy""" from freqtrade.strategy import IStrategy from pandas import DataFrame import talib.abstract as ta class EmaRibbonStrategy(IStrategy): timeframe = "5m" minimal_roi = {"0": 0.10, "180": 0.05} stoploss = -0.05 startup_candle_count = 40 def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe["ema8"] = ta.EMA(dataframe, timeperiod=8) dataframe["ema13"] = ta.EMA(dataframe, timeperiod=13) dataframe["ema21"] = ta.EMA(dataframe, timeperiod=21) dataframe["ema34"] = ta.EMA(dataframe, timeperiod=34) dataframe["ema55"] = ta.EMA(dataframe, timeperiod=55) dataframe["ribbon_bull"] = ( (dataframe["ema8"] > dataframe["ema13"]) & (dataframe["ema13"] > dataframe["ema21"]) & (dataframe["ema21"] > dataframe["ema34"]) & (dataframe["ema34"] > dataframe["ema55"]) ).astype(int) dataframe["ribbon_bull_prev"] = dataframe["ribbon_bull"].shift(1) 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["ribbon_bull"] == 1) & (dataframe["ribbon_bull_prev"] == 0) & (dataframe["rsi"] > 45) & (dataframe["rsi"] < 68) & (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["ribbon_bull"] == 0) | (dataframe["rsi"] > 75), "exit_long", ] = 1 return dataframe