from freqtrade.strategy.interface import IStrategy from typing import Dict, List from functools import reduce from pandas import DataFrame import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib class ASDTSRockwellTrading_97(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 = { "214": 0, "136": 0.0316, "42": 0.102, "0": 0.10 } stoploss = -0.05 ticker_interval = '5m' def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> 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: """ 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, metadata: dict) -> 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