Timeframe
5m
Direction
Long Only
Stoploss
-5.0%
Trailing Stop
No
ROI
0m: 12.0%, 240m: 6.0%
Interface Version
N/A
Startup Candles
55
Indicators
2
freqtrade/freqtrade-strategies
Strategy 003 author@: Gerald Lonlas github@: https://github.com/freqtrade/freqtrade-strategies
"""Strategy 2: Golden Cross Strategy"""
import talib.abstract as ta
from freqtrade.strategy import IStrategy
from pandas import DataFrame
class GoldenCrossStrategy(IStrategy):
timeframe = "5m"
minimal_roi = {"0": 0.12, "240": 0.06}
stoploss = -0.05
startup_candle_count = 55
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe["ema50"] = ta.EMA(dataframe, timeperiod=50)
dataframe["ema50_prev"] = dataframe["ema50"].shift(1)
dataframe["ema200"] = ta.EMA(dataframe, timeperiod=200)
dataframe["ema200_prev"] = dataframe["ema200"].shift(1)
dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14)
dataframe["volume_ma"] = dataframe["volume"].rolling(20).mean()
return dataframe
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(dataframe["ema50"] > dataframe["ema200"])
& (dataframe["ema50_prev"] <= dataframe["ema200_prev"])
& (dataframe["rsi"] < 70)
& (dataframe["volume"] > dataframe["volume_ma"])
& (dataframe["volume"] > 0),
"enter_long",
] = 1
return dataframe
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(dataframe["ema50"] < dataframe["ema200"]) | (dataframe["rsi"] > 75),
"exit_long",
] = 1
return dataframe