"""Strategy: TEMA Cross Strategy""" import talib.abstract as ta from freqtrade.strategy import IStrategy from pandas import DataFrame class TemaStrategy(IStrategy): timeframe = "5m" minimal_roi = {"0": 0.10, "180": 0.05} stoploss = -0.05 startup_candle_count = 35 def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe["tema20"] = ta.TEMA(dataframe, timeperiod=20) dataframe["tema50"] = ta.TEMA(dataframe, timeperiod=50) dataframe["tema20_prev"] = dataframe["tema20"].shift(1) dataframe["tema50_prev"] = dataframe["tema50"].shift(1) dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14) dataframe["adx"] = ta.ADX(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["tema20"] > dataframe["tema50"]) & (dataframe["tema20_prev"] <= dataframe["tema50_prev"]) & (dataframe["adx"] > 20) & (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["tema20"] < dataframe["tema50"]) | (dataframe["rsi"] > 74), "exit_long", ] = 1 return dataframe