Chispei

# Freqtrade_backtest_validation_freqtrade1.py
# This script is 1 of a pair the other being freqtrade_backtest_validation_tradingview1
# These should be executed on their respective platforms for the same coin/period/resolution
# The purpose is to test Freqtrade backtest provides like results to a known industry platform.
#
# --- Do not remove these libs ---
#
#
#
# - EDIT: "Maybe the sucess of a trading system is part of strategy and also a good config.son too!"
#
#
from freqtrade.strategy.interface import IStrategy
from pandas import DataFrame
# --------------------------------
# Add your lib to import here
import talib.abstract as ta
import freqtrade.vendor.qtpylib.indicators as qtpylib
import numpy

class Chispei(IStrategy):
    INTERFACE_VERSION = 3
    # Minimal ROI designed for the strategy.
    minimal_roi = {'5127': 0, '1836': 0.676, '2599': 0.079, '120': 0.1, '60': 0.1, '30': 0.05, '20': 0.05, '0': 0.04}
    stoploss = -0.32336
    timeframe = '4h'

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        # SMA - Simple Moving Average
        dataframe['fastMA'] = ta.SMA(dataframe, timeperiod=13)
        dataframe['slowMA'] = ta.SMA(dataframe, timeperiod=25)
        dataframe['mom'] = ta.MOM(dataframe, timeperiod=21)
        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[(dataframe['mom'] < 15) & (dataframe['fastMA'] > dataframe['slowMA']), 'enter_long'] = 1
        return dataframe

    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[(dataframe['mom'] < 80) & (dataframe['fastMA'] < dataframe['slowMA']), 'exit_long'] = 1
        return dataframe