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 ASDTSRockwellTrading_3(IStrategy): """ trading strategy based on the concept explained at https://www.youtube.com/watch?v=mmAWVmKN4J0 author@: Gert Wohlgemuth idea: uptrend definition: MACD above 0 line AND above MACD signal downtrend definition: MACD below 0 line and below MACD signal sell definition: MACD below MACD signal it's basically a very simple MACD based strategy and we ignore the definition of the entry and exit points in this case, since the trading bot, will take of this already """ 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'] 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'] > 0) & (dataframe['macd'] > dataframe['macdsignal']) ), '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']) ), 'sell'] = 1 return dataframe