SmoothScalp

# --- Do not remove these libs ---
from freqtrade.strategy.interface import IStrategy
from typing import Dict, List
from functools import reduce
from pandas import DataFrame
# --------------------------------
import talib.abstract as ta
import freqtrade.vendor.qtpylib.indicators as qtpylib
from typing import Dict, List
from functools import reduce
from pandas import DataFrame, DatetimeIndex, merge
# --------------------------------
import talib.abstract as ta
import freqtrade.vendor.qtpylib.indicators as qtpylib
import numpy  # noqa

class SmoothScalp(IStrategy):
    INTERFACE_VERSION = 3
    '\n        this strategy is based around the idea of generating a lot of potentatils entrys and make tiny profits on each trade\n\n        we recommend to have at least 60 parallel trades at any time to cover non avoidable losses\n    '
    # Minimal ROI designed for the strategy.
    # This attribute will be overridden if the config file contains "minimal_roi"
    minimal_roi = {'0': 0.01}
    # Optimal stoploss designed for the strategy
    # This attribute will be overridden if the config file contains "stoploss"
    # should not be below 3% loss
    stoploss = -0.5
    # Optimal timeframe for the strategy
    # the shorter the better
    timeframe = '1m'

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe['ema_high'] = ta.EMA(dataframe, timeperiod=5, price='high')
        dataframe['ema_close'] = ta.EMA(dataframe, timeperiod=5, price='close')
        dataframe['ema_low'] = ta.EMA(dataframe, timeperiod=5, price='low')
        stoch_fast = ta.STOCHF(dataframe, 5, 3, 0, 3, 0)
        dataframe['fastd'] = stoch_fast['fastd']
        dataframe['fastk'] = stoch_fast['fastk']
        dataframe['adx'] = ta.ADX(dataframe)
        dataframe['cci'] = ta.CCI(dataframe, timeperiod=20)
        dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
        dataframe['mfi'] = ta.MFI(dataframe)
        # required for graphing
        bollinger = qtpylib.bollinger_bands(dataframe['close'], window=20, stds=2)
        dataframe['bb_lowerband'] = bollinger['lower']
        dataframe['bb_upperband'] = bollinger['upper']
        dataframe['bb_middleband'] = bollinger['mid']
        macd = ta.MACD(dataframe)
        dataframe['macd'] = macd['macd']
        dataframe['macdsignal'] = macd['macdsignal']
        dataframe['macdhist'] = macd['macdhist']
        dataframe['cci'] = ta.CCI(dataframe)
        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[(dataframe['open'] < dataframe['ema_low']) & (dataframe['adx'] > 30) & (dataframe['mfi'] < 30) & ((dataframe['fastk'] < 30) & (dataframe['fastd'] < 30) & qtpylib.crossed_above(dataframe['fastk'], dataframe['fastd'])) & (dataframe['cci'] < -150), 'enter_long'] = 1
        return dataframe

    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[((dataframe['open'] >= dataframe['ema_high']) | (qtpylib.crossed_above(dataframe['fastk'], 70) | qtpylib.crossed_above(dataframe['fastd'], 70))) & (dataframe['cci'] > 150), 'exit_long'] = 1
        return dataframe