ADXMomentum_416

from freqtrade.strategy.interface import IStrategy
from pandas import DataFrame
import talib.abstract as ta


class ADXMomentum_416(IStrategy):
    """

    author@: Gert Wohlgemuth

    converted from:

        https://github.com/sthewissen/Mynt/blob/master/src/Mynt.Core/Strategies/AdxMomentum.cs

    """



    minimal_roi = {"0": 0.01}

    stoploss = -0.25

    timeframe = "1h"

    startup_candle_count: int = 20

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe["adx"] = ta.ADX(dataframe, timeperiod=14)
        dataframe["plus_di"] = ta.PLUS_DI(dataframe, timeperiod=25)
        dataframe["minus_di"] = ta.MINUS_DI(dataframe, timeperiod=25)
        dataframe["sar"] = ta.SAR(dataframe)
        dataframe["mom"] = ta.MOM(dataframe, timeperiod=14)

        return dataframe

    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[
            (
                (dataframe["adx"] > 26)
                & (dataframe["mom"] > 0)
                & (dataframe["plus_di"] > 25)
                & (dataframe["plus_di"] > dataframe["minus_di"])
            ),
            "buy",
        ] = 1
        return dataframe

    def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[
            (
                (dataframe["adx"] > 25)
                & (dataframe["mom"] < 0)
                & (dataframe["minus_di"] > 25)
                & (dataframe["plus_di"] < dataframe["minus_di"])
            ),
            "sell",
        ] = 1
        return dataframe