NotAnotherSMAOffsetStrategyLite

# --- Do not remove these libs ---
from freqtrade.strategy.interface import IStrategy
from pandas import DataFrame
# --------------------------------
import talib.abstract as ta
import numpy as np
import freqtrade.vendor.qtpylib.indicators as qtpylib
from datetime import datetime, timedelta
from freqtrade.persistence import Trade
from freqtrade.strategy import stoploss_from_open, DecimalParameter, IntParameter, CategoricalParameter
# @Rallipanos

def ewo(dataframe, ema_length=5, ema2_length=35):
    df = dataframe.copy()
    ema1 = ta.EMA(df, timeperiod=ema_length)
    ema2 = ta.EMA(df, timeperiod=ema2_length)
    emadif = (ema1 - ema2) / df['close'] * 100
    return emadif

class NotAnotherSMAOffsetStrategyLite(IStrategy):
    INTERFACE_VERSION = 3
    # Buy hyperspace params:
    entry_params = {'base_nb_candles_entry': 14, 'low_offset': 0.975}
    # Sell hyperspace params:
    exit_params = {'base_nb_candles_exit': 24, 'high_offset': 0.991}
    minimal_roi = {'0': 0.025}
    stoploss = -0.1
    # use_custom_stoploss = True
    # SMAOffset
    base_nb_candles_entry = IntParameter(5, 80, default=entry_params['base_nb_candles_entry'], space='entry', optimize=True)
    base_nb_candles_exit = IntParameter(5, 80, default=exit_params['base_nb_candles_exit'], space='exit', optimize=True)
    low_offset = DecimalParameter(0.9, 0.99, default=entry_params['low_offset'], space='entry', optimize=True)
    high_offset = DecimalParameter(0.95, 1.1, default=exit_params['high_offset'], space='exit', optimize=True)
    # Protection
    fast_ewo = 50
    slow_ewo = 200
    use_exit_signal = True
    exit_profit_only = False
    exit_profit_offset = 0.01
    ignore_roi_if_entry_signal = False
    order_time_in_force = {'entry': 'gtc', 'exit': 'ioc'}
    timeframe = '5m'
    process_only_new_candles = True
    startup_candle_count = 200
    plot_config = {'main_plot': {'ma_entry': {'color': 'orange'}, 'ma_exit': {'color': 'orange'}}}

    def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime, current_rate: float, current_profit: float, **kwargs) -> float:
        if current_profit < -0.05 and current_time - timedelta(minutes=720) > trade.open_date_utc:
            return -0.01
        return 1

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        for length in set(list(self.base_nb_candles_entry.range) + list(self.base_nb_candles_exit.range)):
            dataframe[f'ema_{length}'] = ta.EMA(dataframe, timeperiod=length)
        dataframe['ewo'] = ewo(dataframe, self.fast_ewo, self.slow_ewo)
        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[(dataframe['close'] < dataframe[f'ema_{self.base_nb_candles_entry.value}'] * self.low_offset.value) & (dataframe['ewo'] > 0) & (dataframe['volume'] > 0), 'enter_long'] = 1
        return dataframe

    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[(dataframe['close'] > dataframe[f'ema_{self.base_nb_candles_exit.value}'] * self.high_offset.value) & (dataframe['volume'] > 0), 'exit_long'] = 1
        return dataframe