# --- Do not remove these libs --- from freqtrade.strategy.interface import IStrategy from pandas import DataFrame # -------------------------------- import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib class AverageStrategy(IStrategy): """ author@: Gert Wohlgemuth idea: buys and sells on crossovers - doesn't really perfom that well and its just a proof of concept """ # Minimal ROI designed for the strategy. # This attribute will be overridden if the config file contains "minimal_roi" minimal_roi = { "0": 10000, } # Stoploss: stoploss = -0.25 # Trailing stop: trailing_stop = False trailing_stop_positive = 0.3073 trailing_stop_positive_offset = 0.33535 trailing_only_offset_is_reached = False timeframe = '5m' def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe['maShort'] = ta.EMA(dataframe, timeperiod=360) dataframe['maMedium'] = ta.EMA(dataframe, timeperiod=648) 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[ ( qtpylib.crossed_above(dataframe['maShort'],dataframe['maMedium']) ), '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[ ( qtpylib.crossed_above(dataframe['maMedium'],dataframe['maShort']) ), 'sell'] = 1 return dataframe