"""Strategy 10: Money Flow Index""" import talib.abstract as ta from freqtrade.strategy import IStrategy from pandas import DataFrame class MoneyFlowStrategy(IStrategy): timeframe = "5m" minimal_roi = {"0": 0.08, "120": 0.04} stoploss = -0.04 startup_candle_count = 20 def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe["mfi"] = ta.MFI(dataframe, timeperiod=14) dataframe["mfi_prev"] = dataframe["mfi"].shift(1) dataframe["ema50"] = ta.EMA(dataframe, timeperiod=50) dataframe["ema100"] = ta.EMA(dataframe, timeperiod=100) dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ (dataframe["mfi"] > 20) & (dataframe["mfi_prev"] <= 20) & (dataframe["ema50"] > dataframe["ema100"]) & (dataframe["rsi"] < 65) & (dataframe["volume"] > 0), "enter_long", ] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ (dataframe["mfi"] > 80) | (dataframe["rsi"] > 72), "exit_long", ] = 1 return dataframe