Timeframe
5m
Direction
Long Only
Stoploss
-10.0%
Trailing Stop
No
ROI
0m: 5.0%
Interface Version
3
Startup Candles
N/A
Indicators
1
freqtrade/freqtrade-strategies
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