BollingerBandsBreakout

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

class BollingerBandsBreakout(IStrategy):
    INTERFACE_VERSION = 3
    timeframe = '5m'
    minimal_roi = {"0": 0.05}
    stoploss = -0.10
    startup_candle_count: int = 20

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        bollinger = ta.BBANDS(dataframe, timeperiod=20, nbdevup=2.0, nbdevdn=2.0)
        dataframe['bb_lowerband'] = bollinger['lowerband']
        dataframe['bb_middleband'] = bollinger['middleband']
        dataframe['bb_upperband'] = bollinger['upperband']

        # Squeeze detection
        dataframe['bb_width'] = (dataframe['bb_upperband'] - dataframe['bb_lowerband']) / dataframe['bb_middleband']
        dataframe['bb_width_ma'] = dataframe['bb_width'].rolling(20).mean()
        dataframe['squeeze_on'] = dataframe['bb_width'] < dataframe['bb_width_ma']

        return dataframe

    def populate_entry_signal(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[
            (
                (dataframe['squeeze_on'].rolling(5).sum() > 0) &
                qtpylib.crossed_above(dataframe['close'], dataframe['bb_upperband'])
            ),
            'enter_long'] = 1
        return dataframe

    def populate_exit_signal(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[
            (
                qtpylib.crossed_below(dataframe['close'], dataframe['bb_lowerband'])
            ),
            'exit_long'] = 1
        return dataframe