"""Strategy: Momentum Score Strategy""" import talib.abstract as ta from freqtrade.strategy import IStrategy from pandas import DataFrame class MomentumScoreStrategy(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: dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14) dataframe["adx"] = ta.ADX(dataframe, timeperiod=14) dataframe["ema20"] = ta.EMA(dataframe, timeperiod=20) dataframe["ema50"] = ta.EMA(dataframe, timeperiod=50) dataframe["roc"] = ta.ROC(dataframe, timeperiod=10) dataframe["volume_ma"] = dataframe["volume"].rolling(20).mean() dataframe["score"] = ( (dataframe["rsi"] > 50).astype(int) + (dataframe["adx"] > 20).astype(int) + (dataframe["ema20"] > dataframe["ema50"]).astype(int) + (dataframe["roc"] > 0).astype(int) + (dataframe["volume"] > dataframe["volume_ma"]).astype(int) ) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ (dataframe["score"] >= 4) & (dataframe["rsi"] < 68) & (dataframe["volume"] > 0), "enter_long", ] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ (dataframe["score"] <= 2) | (dataframe["rsi"] > 74), "exit_long", ] = 1 return dataframe