"""Strategy 2: Golden Cross Strategy""" from freqtrade.strategy import IStrategy from pandas import DataFrame import talib.abstract as ta class GoldenCrossStrategy(IStrategy): timeframe = "5m" minimal_roi = {"0": 0.12, "240": 0.06} stoploss = -0.05 startup_candle_count = 55 def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe["ema50"] = ta.EMA(dataframe, timeperiod=50) dataframe["ema50_prev"] = dataframe["ema50"].shift(1) dataframe["ema200"] = ta.EMA(dataframe, timeperiod=200) dataframe["ema200_prev"] = dataframe["ema200"].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["ema50"] > dataframe["ema200"]) & (dataframe["ema50_prev"] <= dataframe["ema200_prev"]) & (dataframe["rsi"] < 70) & (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["ema50"] < dataframe["ema200"]) | (dataframe["rsi"] > 75), "exit_long", ] = 1 return dataframe