# --- Do not remove these libs --- import freqtrade.vendor.qtpylib.indicators as qtpylib import talib.abstract as ta from freqtrade.strategy.interface import IStrategy from pandas import DataFrame # -------------------------------- class CofiBitStrategy(IStrategy): """ taken from slack by user CofiBit """ # Minimal ROI designed for the strategy. # This attribute will be overridden if the config file contains "minimal_roi" minimal_roi = { "40": 0.05, "30": 0.06, "20": 0.07, "0": 0.10 } # Optimal stoploss designed for the strategy # This attribute will be overridden if the config file contains "stoploss" stoploss = -0.25 # Optimal timeframe for the strategy timeframe = '5m' def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: stoch_fast = ta.STOCHF(dataframe, 5, 3, 0, 3, 0) dataframe['fastd'] = stoch_fast['fastd'] dataframe['fastk'] = stoch_fast['fastk'] 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') dataframe['adx'] = ta.ADX(dataframe) return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ Based on TA indicators, populates the buy signal for the given dataframe :param dataframe: DataFrame :return: DataFrame with buy column """ dataframe.loc[ ( (dataframe['open'] < dataframe['ema_low']) & (qtpylib.crossed_above(dataframe['fastk'], dataframe['fastd'])) & # (dataframe['fastk'] > dataframe['fastd']) & (dataframe['fastk'] < 30) & (dataframe['fastd'] < 30) & (dataframe['adx'] > 30) ), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ Based on TA indicators, populates the sell signal for the given dataframe :param dataframe: DataFrame :return: DataFrame with buy column """ dataframe.loc[ ( (dataframe['open'] >= dataframe['ema_high']) ) | ( # (dataframe['fastk'] > 70) & # (dataframe['fastd'] > 70) (qtpylib.crossed_above(dataframe['fastk'], 70)) | (qtpylib.crossed_above(dataframe['fastd'], 70)) ), 'sell'] = 1 return dataframe