Timeframe
5m
Direction
Long Only
Stoploss
-26.1%
Trailing Stop
No
ROI
0m: 18.6%, 16m: 2.8%, 68m: 1.1%, 151m: 0.0%
Interface Version
3
Startup Candles
N/A
Indicators
2
freqtrade/freqtrade-strategies
# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
# flake8: noqa: F401
# isort: skip_file
# --- Do not remove these libs ---
import numpy as np
import pandas as pd
from pandas import DataFrame
from datetime import datetime
from typing import Optional, Union
from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalParameter,
IntParameter, IStrategy, merge_informative_pair)
# --------------------------------
# Add your lib to import here
import talib.abstract as ta
import pandas_ta as pta
from technical import qtpylib
class Momentum_DF(IStrategy):
INTERFACE_VERSION = 3
timeframe = '5m'
minimal_roi = {
"0": 0.186,
"16": 0.028,
"68": 0.011,
"151": 0
}
stoploss = -0.261
trailing_stop = False
use_exit_signal = False
exit_profit_only = False
ignore_roi_if_entry_signal = False
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
#----------------------STOCH-------------------------------
dataframe['sma_50'] = qtpylib.sma(dataframe['close'], window=50)
dataframe['sma_200'] = qtpylib.sma(dataframe['close'], window=200)
return dataframe
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(
dataframe['sma_50'] > dataframe['sma_200']
)
,
'enter_long',] = 1
return dataframe
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(
dataframe['sma_50'] <= dataframe['sma_200']
),
'exit_long'] = 1
return dataframe