DailyTrendStrategy

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

class DailyTrendStrategy(IStrategy):
    INTERFACE_VERSION = 3
    timeframe = "1d"
    can_short = True
    minimal_roi = {"0": 0.02, "30": 0.01, "60": 0}
    stoploss = -0.05
    startup_candle_count = 60
    max_open_trades = 1
    def populate_indicators(self, dataframe, metadata):
        dataframe["ema20"] = ta.EMA(dataframe, timeperiod=20)
        dataframe["ema50"] = ta.EMA(dataframe, timeperiod=50)
        dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14)
        macd = ta.MACD(dataframe)
        dataframe["macd"] = macd["macd"]
        dataframe["macd_signal"] = macd["macdsignal"]
        return dataframe
    def populate_entry_trend(self, dataframe, metadata):
        dataframe.loc[((dataframe["ema20"]>dataframe["ema50"])&(dataframe["rsi"]>50)&(dataframe["macd"]>dataframe["macd_signal"])),["enter_long","enter_tag"]]=(1,"daily_long")
        dataframe.loc[((dataframe["ema20"]<dataframe["ema50"])&(dataframe["rsi"]<50)&(dataframe["macd"]<dataframe["macd_signal"])),["enter_short","enter_tag"]]=(1,"daily_short")
        return dataframe
    def populate_exit_trend(self, dataframe, metadata):
        dataframe.loc[(dataframe["ema20"]<dataframe["ema50"]),"exit_long"]=1
        dataframe.loc[(dataframe["ema20"]>dataframe["ema50"]),"exit_short"]=1
        return dataframe