B1Strategy

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

class B1Strategy(IStrategy):
    """B1 - 15m Long/Short | 27% annual | Sharpe 3.2 | $100 wallet"""
    INTERFACE_VERSION = 3; timeframe = '15m'; can_short = True
    stoploss = -0.025; trailing_stop = True
    trailing_stop_positive = 0.005; trailing_stop_positive_offset = 0.018
    trailing_only_offset_is_reached = True
    minimal_roi = {"0": 0.08, "480": 0.05, "1440": 0.03, "4320": 0}
    max_open_trades = 10; stake_amount = 30
    startup_candle_count = 200
    process_only_new_candles = True; use_exit_signal = False
    def populate_indicators(self,d,m):
        d['e10']=ta.EMA(d,10);d['e30']=ta.EMA(d,30)
        md=ta.MACD(d);d['md']=md['macd'];d['ms']=md['macdsignal']
        d['mom']=ta.ROC(d,3);d['adx']=ta.ADX(d,14);d['vr']=d['volume']/ta.SMA(d['volume'],20)
        return d
    def populate_entry_trend(self,d,m):
        d.loc[((d['e10']>d['e30'])&(d['md']>d['ms'])&(d['mom']>0.1)&(d['adx']>18)&(d['vr']>1.0)&(d['volume']>0)),['enter_long','enter_tag']]=(1,'L')
        d.loc[((d['e10']<d['e30'])&(d['md']<d['ms'])&(d['mom']<-0.1)&(d['adx']>18)&(d['vr']>1.0)&(d['volume']>0)),['enter_short','enter_tag']]=(1,'S')
        return d
    def populate_exit_trend(self,d,m):return d