Timeframe
5m
Direction
Long Only
Stoploss
-30.0%
Trailing Stop
No
ROI
0m: 5.0%, 20m: 4.0%, 30m: 3.0%, 60m: 1.0%
Interface Version
3
Startup Candles
N/A
Indicators
1
freqtrade/freqtrade-strategies
# --- Do not remove these libs ---
from freqtrade.strategy.interface import IStrategy
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 ASDTSRockwellTrading(IStrategy):
INTERFACE_VERSION = 3
"\n trading strategy based on the concept explained at https://www.youtube.com/watch?v=mmAWVmKN4J0\n author@: Gert Wohlgemuth\n\n idea:\n\n uptrend definition:\n MACD above 0 line AND above MACD signal\n\n\n downtrend definition:\n MACD below 0 line and below MACD signal\n\n exit definition:\n MACD below MACD signal\n\n 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\n\n "
# Minimal ROI designed for the strategy.
# This attribute will be overridden if the config file contains "minimal_roi"
minimal_roi = {'60': 0.01, '30': 0.03, '20': 0.04, '0': 0.05}
# Optimal stoploss designed for the strategy
# This attribute will be overridden if the config file contains "stoploss"
stoploss = -0.3
# Optimal timeframe for the strategy
timeframe = '5m'
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']
return dataframe
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
"""
Based on TA indicators, populates the entry signal for the given dataframe
:param dataframe: DataFrame
:return: DataFrame with entry column
"""
dataframe.loc[(dataframe['macd'] > 0) & (dataframe['macd'] > dataframe['macdsignal']), 'enter_long'] = 1
return dataframe
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
"""
Based on TA indicators, populates the exit signal for the given dataframe
:param dataframe: DataFrame
:return: DataFrame with entry column
"""
dataframe.loc[dataframe['macd'] < dataframe['macdsignal'], 'exit_long'] = 1
return dataframe