AtrTrailingStopStrategy

"""Strategy: ATR Trailing Stop Strategy"""
import talib.abstract as ta
from freqtrade.strategy import IStrategy
from pandas import DataFrame


class AtrTrailingStopStrategy(IStrategy):
    timeframe = "5m"
    minimal_roi = {"0": 0.15, "300": 0.08}
    stoploss = -0.06
    trailing_stop = True
    trailing_stop_positive = 0.03
    trailing_stop_positive_offset = 0.06
    trailing_only_offset_is_reached = True
    startup_candle_count = 25

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe["atr"] = ta.ATR(dataframe, timeperiod=14)
        dataframe["ema20"] = ta.EMA(dataframe, timeperiod=20)
        dataframe["ema50"] = ta.EMA(dataframe, timeperiod=50)
        dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14)
        dataframe["adx"] = ta.ADX(dataframe, timeperiod=14)
        dataframe["atr_stop"] = dataframe["close"] - 2 * dataframe["atr"]
        dataframe["volume_ma"] = dataframe["volume"].rolling(20).mean()
        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[
            (dataframe["ema20"] > dataframe["ema50"])
            & (dataframe["adx"] > 22)
            & (dataframe["rsi"] > 50) & (dataframe["rsi"] < 68)
            & (dataframe["close"] > dataframe["ema20"])
            & (dataframe["volume"] > dataframe["volume_ma"])
            & (dataframe["volume"] > 0),
            "enter_long",
        ] = 1
        return dataframe

    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[
            (dataframe["close"] < dataframe["ema20"]) | (dataframe["rsi"] > 75),
            "exit_long",
        ] = 1
        return dataframe