from freqtrade.strategy.interface import IStrategy from pandas import DataFrame import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib class AwesomeMacd_2(IStrategy): """ author@: Gert Wohlgemuth converted from: https://github.com/sthewissen/Mynt/blob/master/src/Mynt.Core/Strategies/AwesomeMacd.cs """ minimal_roi = { "0": 0.8 } stoploss = -0.016 timeframe = '1h' def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe['adx'] = ta.ADX(dataframe, timeperiod=14) dataframe['ao'] = qtpylib.awesome_oscillator(dataframe) macd = ta.MACD(dataframe, fastperiod=12, slowperiod=26, signalperiod=5) dataframe['macd'] = macd['macd'] dataframe['macdsignal'] = macd['macdsignal'] dataframe['macdhist'] = macd['macdhist'] return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['macd'] > dataframe['macdsignal']) & (dataframe['ao'] > dataframe['ao'].shift()) ), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['macd'] < dataframe['macdsignal']) & (dataframe['ao'] < dataframe['ao'].shift()) ), 'sell'] = 1 return dataframe