"""Strategy: Heikin Ashi Trend Strategy""" from freqtrade.strategy import IStrategy from pandas import DataFrame import talib.abstract as ta class HeikinAshiStrategy(IStrategy): timeframe = "5m" minimal_roi = {"0": 0.10, "240": 0.05} stoploss = -0.05 startup_candle_count = 20 def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe["ha_close"] = (dataframe["open"] + dataframe["high"] + dataframe["low"] + dataframe["close"]) / 4 dataframe["ha_open"] = (dataframe["open"].shift(1) + dataframe["close"].shift(1)) / 2 dataframe["ha_bullish"] = (dataframe["ha_close"] > dataframe["ha_open"]).astype(int) dataframe["ha_bullish_prev"] = dataframe["ha_bullish"].shift(1) dataframe["ha_bullish_prev2"] = dataframe["ha_bullish"].shift(2) dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14) dataframe["ema50"] = ta.EMA(dataframe, timeperiod=50) dataframe["adx"] = ta.ADX(dataframe, timeperiod=14) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ (dataframe["ha_bullish"] == 1) & (dataframe["ha_bullish_prev"] == 1) & (dataframe["ha_bullish_prev2"] == 0) & (dataframe["close"] > dataframe["ema50"]) & (dataframe["adx"] > 20) & (dataframe["rsi"] < 68) & (dataframe["volume"] > 0), "enter_long", ] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ (dataframe["ha_bullish"] == 0) & (dataframe["ha_bullish_prev"] == 0), "exit_long", ] = 1 return dataframe