import talib.abstract as ta from pandas import DataFrame import freqtrade.vendor.qtpylib.indicators as qtpylib from technical.indicator_helpers import fishers_inverse from freqtrade.strategy.interface import IStrategy class MACDRSI(IStrategy): minimal_roi = { "40": 0.0, "30": 0.01, "20": 0.02, "0": 0.04 } stoploss = -0.10 ticker_interval = '15m' """ order_types = { 'buy': 'limit', 'sell': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False } order_time_in_force = { 'buy': 'gtc', 'sell': 'gtc', } """ def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: macd1 = ta.MACD(dataframe, fastperiod=5, slowperiod=15) dataframe['macd1'] = macd1['macd'] dataframe['macdsignal1'] = macd1['macdsignal'] dataframe['macdhist1'] = macd1['macdhist'] macd2 = ta.MACD(dataframe, fastperiod=12, slowperiod=26) dataframe['macd2'] = macd2['macd'] dataframe['macdsignal2'] = macd2['macdsignal'] dataframe['macdhist2'] = macd2['macdhist'] dataframe['rsi'] = ta.RSI(dataframe) 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 :param metadata: Additional information, like the currently traded pair :return: DataFrame with buy column """ dataframe.loc[ ( (dataframe['rsi'] > 30) & (dataframe['rsi'] < 70) & (dataframe['macdhist1'] > 0) & (dataframe['macdhist1'].shift(-1) < 0) & (dataframe['macdhist2'] < 0) & (dataframe['macdhist2'].shift(-1) < dataframe['macdhist2']) & (dataframe['macdhist2'].shift(-2) < dataframe['macdhist2'].shift(-1)) ), '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 :param metadata: Additional information, like the currently traded pair :return: DataFrame with buy column """ dataframe.loc[ ( qtpylib.crossed_below(dataframe['macd1'], dataframe['macdsignal1']) ), 'sell'] = 1 return dataframe