MacdMomentum

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

class MacdMomentum(IStrategy):
    INTERFACE_VERSION = 3
    timeframe = '5m'
    minimal_roi = {"0": 0.05}
    stoploss = -0.10
    startup_candle_count: int = 26

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        macd = ta.MACD(dataframe, fastperiod=12, slowperiod=26, signalperiod=9)
        dataframe['macd'] = macd['macd']
        dataframe['macdsignal'] = macd['macdsignal']
        dataframe['macdhist'] = macd['macdhist']
        return dataframe

    def populate_entry_signal(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[
            (dataframe['macd'] > dataframe['macdsignal']) &
            (dataframe['macdhist'] > 0),
            'enter_long'] = 1
        return dataframe

    def populate_exit_signal(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[
            (dataframe['macd'] < dataframe['macdsignal']) &
            (dataframe['macdhist'] < 0),
            'exit_long'] = 1
        return dataframe