BollingerStrategy

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

class BollingerStrategy(IStrategy):
    INTERFACE_VERSION = 3
    minimal_roi = { "0": 0.1 }
    stoploss = -0.15
    timeframe = '5m'

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        # Bollinger bands
        bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
        dataframe['bb_lowerband'] = bollinger['lower']
        dataframe['bb_middleband'] = bollinger['mid']
        dataframe['bb_upperband'] = bollinger['upper']
        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[
            (
                # Cross below lower band
                (dataframe['close'] < dataframe['bb_lowerband']) &
                (dataframe['volume'] > 0)
            ),
            'enter_long'] = 1
        return dataframe

    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[
            (
                # Cross above upper band
                (dataframe['close'] > dataframe['bb_upperband']) &
                (dataframe['volume'] > 0)
            ),
            'exit_long'] = 1
        return dataframe