from freqtrade.strategy import IStrategy, IntParameter from freqtrade.vendor.qtpylib.indicators import crossed_above import talib.abstract as ta from pandas import DataFrame class advanced_strategy(IStrategy): INTERFACE_VERSION = 2 minimal_roi = { "0": 0.197, "14": 0.054, "74": 0.04, "85": 0 } stoploss = -0.10 timeframe = '5m' startup_candle_count: int = 50 buy_rsi = IntParameter(20, 50, default=30) sell_rsi = IntParameter(50, 80, default=70) def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14) return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['rsi'] < self.buy_rsi.value) & crossed_above(dataframe['rsi'], self.buy_rsi.value) ), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['rsi'] > self.sell_rsi.value) & crossed_above(dataframe['rsi'], self.sell_rsi.value) ), 'sell'] = 1 return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: return dataframe