# --- Do not remove these libs --- from freqtrade.strategy.interface import IStrategy from pandas import DataFrame # -------------------------------- import talib.abstract as ta class Turtle(IStrategy): minimal_roi = { "0": 10 } stoploss = -0.25 startup_candle_count = 60 ticker_interval = '1h' timeframe = '1h' trailing_stop = True trailing_stop_positive = 0.01 trailing_only_offset_is_reached = True trailing_stop_positive_offset = 0.1 def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe['rmax'] = dataframe['close'].rolling(240).max() dataframe['rmin'] = dataframe['close'].rolling(120).min() return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['high'] >= dataframe['rmax']) ), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['low'] <= dataframe['rmin']) ), 'sell'] = 1 return dataframe