from freqtrade.strategy.interface import IStrategy from freqtrade.strategy import CategoricalParameter, IntParameter,DecimalParameter 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 MACDStrategy_crossed_419(IStrategy): """ buy: MACD crosses MACD signal above and CCI < -50 sell: MACD crosses MACD signal below and CCI > 100 """ minimal_roi = { "0": 0.015, } stoploss = -0.99 trailing_stop = False trailing_stop_positive = 0.023 trailing_stop_positive_offset = 0.109 trailing_only_offset_is_reached = False timeframe = '5m' cci_buy_param = IntParameter(-700,0, default=-50, space='buy', optimize=True) cci_sell_param = IntParameter(0, 700, default=100, space='sell', optimize=True) 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'] dataframe['cci'] = ta.CCI(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 :return: DataFrame with buy column """ dataframe.loc[ ( qtpylib.crossed_above(dataframe['macd'], dataframe['macdsignal']) & (dataframe['cci'] <= self.cci_buy_param.value) ), '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_below(dataframe['macd'], dataframe['macdsignal']) & (dataframe['cci'] >= self.cci_sell_param.value) ), 'sell'] = 1 return dataframe