EmaTrendStrategy

"""Trend-following strategy: EMA stack + ADX confirmation on 1h timeframe."""

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


class EmaTrendStrategy(IStrategy):

    INTERFACE_VERSION = 3

    minimal_roi = {
        "0": 0.10,
        "240": 0.06,
        "720": 0.03,
        "1440": 0.015,
    }

    stoploss = -0.08
    trailing_stop = True
    trailing_stop_positive = 0.02
    trailing_stop_positive_offset = 0.04
    trailing_only_offset_is_reached = True

    timeframe = "1h"
    process_only_new_candles = True
    startup_candle_count: int = 250

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe["ema_12"] = ta.EMA(dataframe, timeperiod=12)
        dataframe["ema_26"] = ta.EMA(dataframe, timeperiod=26)
        dataframe["ema_50"] = ta.EMA(dataframe, timeperiod=50)
        dataframe["ema_200"] = ta.EMA(dataframe, timeperiod=200)
        dataframe["adx"] = ta.ADX(dataframe, timeperiod=14)
        dataframe["plus_di"] = ta.PLUS_DI(dataframe, timeperiod=14)
        dataframe["minus_di"] = ta.MINUS_DI(dataframe, timeperiod=14)
        dataframe["atr"] = ta.ATR(dataframe, timeperiod=14)
        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[
            (
                (dataframe["ema_12"] > dataframe["ema_26"]) &
                (dataframe["ema_26"] > dataframe["ema_50"]) &
                (dataframe["close"] > dataframe["ema_200"]) &
                (dataframe["adx"] > 25) &
                (dataframe["plus_di"] > dataframe["minus_di"]) &
                (dataframe["volume"] > 0)
            ),
            "enter_long"] = 1
        return dataframe

    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[
            (
                (
                    (dataframe["ema_12"] < dataframe["ema_26"]) |
                    (dataframe["plus_di"] < dataframe["minus_di"]) |
                    (dataframe["close"] < dataframe["ema_50"])
                ) &
                (dataframe["volume"] > 0)
            ),
            "exit_long"] = 1
        return dataframe