MyStrategy

from freqtrade.strategy.interface import IStrategy
from pandas import DataFrame
import talib.abstract as ta
from freqtrade.strategy import IntParameter, CategoricalParameter

class MyStrategy(IStrategy):
    timeframe = '5m'

    # Hyperoptable buy parameters
    ema_period = IntParameter(20, 100, default=50, space="buy")
    rsi_buy = IntParameter(10, 40, default=30, space="buy")
    macd_fast = IntParameter(8, 15, default=12, space="buy")
    macd_slow = IntParameter(20, 30, default=26, space="buy")
    macd_signal = IntParameter(5, 12, default=9, space="buy")

    # ROI and Stoploss from previous best
    minimal_roi = {
        "0": 0.149,
        "27": 0.049,
        "50": 0.036,
        "92": 0
    }

    stoploss = -0.338
    trailing_stop = False

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
        dataframe['ema'] = ta.EMA(dataframe, timeperiod=self.ema_period.value)

        macd = ta.MACD(dataframe,
                       fastperiod=self.macd_fast.value,
                       slowperiod=self.macd_slow.value,
                       signalperiod=self.macd_signal.value)
        dataframe['macd'] = macd['macd']
        dataframe['macdsignal'] = macd['macdsignal']
        dataframe['macdhist'] = macd['macdhist']

        return dataframe

    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[
            (
                (dataframe['rsi'] < self.rsi_buy.value) &
                (dataframe['close'] < dataframe['ema']) &
                (dataframe['macd'] > dataframe['macdsignal']) &
                (dataframe['volume'] > 0)
            ),
            'buy'
        ] = 1
        return dataframe

    def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[
            (dataframe['rsi'] > 70),
            'sell'
        ] = 1
        return dataframe