Timeframe
N/A
Direction
Long Only
Stoploss
-20.0%
Trailing Stop
No
ROI
0m: 50.0%
Interface Version
N/A
Startup Candles
N/A
Indicators
2
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 AverageStrategy_2(IStrategy):
"""
author@: Gert Wohlgemuth
idea:
buys and sells on crossovers - doesn't really perfom that well and its just a proof of concept
"""
minimal_roi = {
"0": 0.5
}
stoploss = -0.2
ticker_interval = '4h'
def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
macd = ta.MACD(dataframe)
dataframe['maShort'] = ta.EMA(dataframe, timeperiod=8)
dataframe['maMedium'] = ta.EMA(dataframe, timeperiod=21)
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[
(
qtpylib.crossed_above(dataframe['maShort'], dataframe['maMedium'])
),
'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[
(
qtpylib.crossed_above(dataframe['maMedium'], dataframe['maShort'])
),
'sell'] = 1
return dataframe