trading strategy based on the concept explained at https://www.youtube.com/watch?v=mmAWVmKN4J0 author@: Gert Wohlgemuth
Timeframe
N/A
Direction
Long Only
Stoploss
-30.0%
Trailing Stop
No
ROI
0m: 5.0%, 20m: 4.0%, 30m: 3.0%, 60m: 1.0%
Interface Version
N/A
Startup Candles
N/A
Indicators
1
freqtrade/freqtrade-strategies
trading strategy based on the concept explained at https://www.youtube.com/watch?v=mmAWVmKN4J0 author@: Gert Wohlgemuth
freqtrade/freqtrade-strategies
Strategy 005 author@: Gerald Lonlas github@: https://github.com/freqtrade/freqtrade-strategies
freqtrade/freqtrade-strategies
author@: Gert Wohlgemuth
from freqtrade.strategy.interface import IStrategy
from typing import Dict, List
from hyperopt import hp
from functools import reduce
from pandas import DataFrame
import talib.abstract as ta
import freqtrade.vendor.qtpylib.indicators as qtpylib
class ASDTSRockwellTrading_3(IStrategy):
"""
trading strategy based on the concept explained at https://www.youtube.com/watch?v=mmAWVmKN4J0
author@: Gert Wohlgemuth
idea:
uptrend definition:
MACD above 0 line AND above MACD signal
downtrend definition:
MACD below 0 line and below MACD signal
sell definition:
MACD below MACD signal
it's basically a very simple MACD based strategy and we ignore the definition of the entry and exit points in this case, since the trading bot, will take of this already
"""
minimal_roi = {
"60": 0.01,
"30": 0.03,
"20": 0.04,
"0": 0.05
}
stoploss = -0.3
ticker_interval = '5m'
def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
macd = ta.MACD(dataframe)
dataframe['macd'] = macd['macd']
dataframe['macdsignal'] = macd['macdsignal']
dataframe['macdhist'] = macd['macdhist']
return dataframe
def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
"""
Based on TA indicators, populates the buy signal for the given dataframe
:param dataframe: DataFrame
:return: DataFrame with buy column
"""
dataframe.loc[
(
(dataframe['macd'] > 0) &
(dataframe['macd'] > dataframe['macdsignal'])
),
'buy'] = 1
return dataframe
def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame:
"""
Based on TA indicators, populates the sell signal for the given dataframe
:param dataframe: DataFrame
:return: DataFrame with buy column
"""
dataframe.loc[
(
(dataframe['macd'] < dataframe['macdsignal'])
),
'sell'] = 1
return dataframe