From 790e6146f504f6a3f1ae35a0630701ae4afe81b2 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 14 Oct 2019 20:13:34 +0200
Subject: [PATCH] Use crossed() in sample strategy

---
 docs/strategy-customization.md          | 17 +++++++++++------
 user_data/strategies/sample_strategy.py | 10 +++++-----
 2 files changed, 16 insertions(+), 11 deletions(-)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index adcdf0208..39a36c469 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -138,15 +138,19 @@ def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
     """
     dataframe.loc[
         (
-            (dataframe['adx'] > 30) &
-            (dataframe['tema'] <= dataframe['bb_middleband']) &
-            (dataframe['tema'] > dataframe['tema'].shift(1))
+            (qtpylib.crossed_above(dataframe['adx'], 30)) &  # Signal: ADX crosses baove 30
+            (dataframe['tema'] <= dataframe['bb_middleband']) &  # Guard
+            (dataframe['tema'] > dataframe['tema'].shift(1)) &  # Guard
+            (dataframe['volume'] > 0)  # Make sure Volume is not 0
         ),
         'buy'] = 1
 
     return dataframe
 ```
 
+!!! Note
+    Buying requires sellers to buy from - therefore volume needs to be > 0 (`dataframe['volume'] > 0`) to make sure backtesting does not buy/sell in no-activity periods.
+
 ### Sell signal rules
 
 Edit the method `populate_sell_trend()` into your strategy file to update your sell strategy.
@@ -168,9 +172,10 @@ def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame
     """
     dataframe.loc[
         (
-            (dataframe['adx'] > 70) &
-            (dataframe['tema'] > dataframe['bb_middleband']) &
-            (dataframe['tema'] < dataframe['tema'].shift(1))
+            (qtpylib.crossed_above(dataframe['adx'], 70)) &  # Signal: ADX crosses above 30
+            (dataframe['tema'] > dataframe['bb_middleband']) &  # Guard
+            (dataframe['tema'] < dataframe['tema'].shift(1)) &  #Guard
+            (dataframe['volume'] > 0)  # Make sure Volume is not 0
         ),
         'sell'] = 1
     return dataframe
diff --git a/user_data/strategies/sample_strategy.py b/user_data/strategies/sample_strategy.py
index 623addb1e..84ff9ec2c 100644
--- a/user_data/strategies/sample_strategy.py
+++ b/user_data/strategies/sample_strategy.py
@@ -277,9 +277,9 @@ class SampleStrategy(IStrategy):
         """
         dataframe.loc[
             (
-                (dataframe['adx'] > 30) &
-                (dataframe['tema'] <= dataframe['bb_middleband']) &
-                (dataframe['tema'] > dataframe['tema'].shift(1)) &
+                (qtpylib.crossed_above(dataframe['adx'], 30)) &  # Signal: ADX crosses above 30
+                (dataframe['tema'] <= dataframe['bb_middleband']) &  # Guard: tema below BB middle
+                (dataframe['tema'] > dataframe['tema'].shift(1)) &  # Guard: tema is raising
                 (dataframe['volume'] > 0)  # Make sure Volume is not 0
             ),
             'buy'] = 1
@@ -295,9 +295,9 @@ class SampleStrategy(IStrategy):
         """
         dataframe.loc[
             (
-                (dataframe['adx'] > 70) &
+                (qtpylib.crossed_above(dataframe['adx'], 70)) &  # Signal: - ADX crosses above 70
                 (dataframe['tema'] > dataframe['bb_middleband']) &
-                (dataframe['tema'] < dataframe['tema'].shift(1)) &
+                (dataframe['tema'] < dataframe['tema'].shift(1)) &  # Guard: tema is raising
                 (dataframe['volume'] > 0)  # Make sure Volume is not 0
             ),
             'sell'] = 1