from freqtrade.strategy.interface import IStrategy from pandas import DataFrame import talib.abstract as ta class ADXMomentum_416(IStrategy): """ author@: Gert Wohlgemuth converted from: https://github.com/sthewissen/Mynt/blob/master/src/Mynt.Core/Strategies/AdxMomentum.cs """ minimal_roi = {"0": 0.01} stoploss = -0.25 timeframe = "1h" startup_candle_count: int = 20 def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe["adx"] = ta.ADX(dataframe, timeperiod=14) dataframe["plus_di"] = ta.PLUS_DI(dataframe, timeperiod=25) dataframe["minus_di"] = ta.MINUS_DI(dataframe, timeperiod=25) dataframe["sar"] = ta.SAR(dataframe) dataframe["mom"] = ta.MOM(dataframe, timeperiod=14) return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe["adx"] > 26) & (dataframe["mom"] > 0) & (dataframe["plus_di"] > 25) & (dataframe["plus_di"] > dataframe["minus_di"]) ), "buy", ] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe["adx"] > 25) & (dataframe["mom"] < 0) & (dataframe["minus_di"] > 25) & (dataframe["plus_di"] < dataframe["minus_di"]) ), "sell", ] = 1 return dataframe