from freqtrade.strategy.interface import IStrategy from pandas import DataFrame import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib class MyAwesomeStrategy(IStrategy): """ author@: Gert Wohlgemuth converted from: https://github.com/sthewissen/Mynt/blob/master/src/Mynt.Core/Strategies/AwesomeMacd.cs """ minimal_roi = { "0": 0.1 } stoploss = -0.25 trailing_stop = True trailing_stop_positive = 0.02 timeframe = '1h' startup_candle_count: int = 20 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) 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'] > 0) & (dataframe['ao'] > 0) & (dataframe['ao'].shift() < 0) ), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['macd'] < 0) & (dataframe['ao'] < 0) & (dataframe['ao'].shift() > 0) ), 'sell'] = 1 return dataframe