from freqtrade.strategy.interface import IStrategy from typing import Dict, List from hyperopt import hp from functools import reduce from pandas import DataFrame import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib class MACDStrategy_4(IStrategy): """ author@: Gert Wohlgemuth idea: uptrend definition: MACD above MACD signal and CCI < -50 downtrend definition: MACD below 0 line and below MACD signal and CCI > 100 """ minimal_roi = { "60": 0.01, "30": 0.03, "20": 0.04, "0": 0.05 } stoploss = -0.3 ticker_interval = '5m' def populate_indicators(self, dataframe: DataFrame) -> DataFrame: macd = ta.MACD(dataframe) dataframe['macd'] = macd['macd'] dataframe['macdsignal'] = macd['macdsignal'] dataframe['macdhist'] = macd['macdhist'] dataframe['cci'] = ta.CCI(dataframe) return dataframe def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame: """ Based on TA indicators, populates the buy signal for the given dataframe :param dataframe: DataFrame :return: DataFrame with buy column """ dataframe.loc[ ( (dataframe['macd'] > dataframe['macdsignal']) & (dataframe['cci'] <= -50.0) ), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame: """ Based on TA indicators, populates the sell signal for the given dataframe :param dataframe: DataFrame :return: DataFrame with buy column """ dataframe.loc[ ( (dataframe['macd'] < dataframe['macdsignal']) & (dataframe['cci'] >= 100) ), 'sell'] = 1 return dataframe