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# --- Do not remove these libs --- | ||
from freqtrade.strategy.interface import IStrategy | ||
from pandas import DataFrame | ||
# -------------------------------- | ||
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# Add your lib to import here | ||
import talib.abstract as ta | ||
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import nonexiting_module # noqa | ||
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# This class is a sample. Feel free to customize it. | ||
class TestStrategyLegacy(IStrategy): | ||
""" | ||
This is a test strategy using the legacy function headers, which will be | ||
removed in a future update. | ||
Please do not use this as a template, but refer to user_data/strategy/sample_strategy.py | ||
for a uptodate version of this template. | ||
""" | ||
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# Minimal ROI designed for the strategy. | ||
# This attribute will be overridden if the config file contains "minimal_roi" | ||
minimal_roi = { | ||
"40": 0.0, | ||
"30": 0.01, | ||
"20": 0.02, | ||
"0": 0.04 | ||
} | ||
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# Optimal stoploss designed for the strategy | ||
# This attribute will be overridden if the config file contains "stoploss" | ||
stoploss = -0.10 | ||
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# Optimal ticker interval for the strategy | ||
ticker_interval = '5m' | ||
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def populate_indicators(self, dataframe: DataFrame) -> DataFrame: | ||
""" | ||
Adds several different TA indicators to the given DataFrame | ||
Performance Note: For the best performance be frugal on the number of indicators | ||
you are using. Let uncomment only the indicator you are using in your strategies | ||
or your hyperopt configuration, otherwise you will waste your memory and CPU usage. | ||
""" | ||
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# Momentum Indicator | ||
# ------------------------------------ | ||
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# ADX | ||
dataframe['adx'] = ta.ADX(dataframe) | ||
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# TEMA - Triple Exponential Moving Average | ||
dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9) | ||
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return dataframe | ||
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def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame: | ||
""" | ||
Based on TA indicators, populates the buy signal for the given dataframe | ||
:param dataframe: DataFrame | ||
:return: DataFrame with buy column | ||
""" | ||
dataframe.loc[ | ||
( | ||
(dataframe['adx'] > 30) & | ||
(dataframe['tema'] > dataframe['tema'].shift(1)) & | ||
(dataframe['volume'] > 0) | ||
), | ||
'buy'] = 1 | ||
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return dataframe | ||
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def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame: | ||
""" | ||
Based on TA indicators, populates the sell signal for the given dataframe | ||
:param dataframe: DataFrame | ||
:return: DataFrame with buy column | ||
""" | ||
dataframe.loc[ | ||
( | ||
(dataframe['adx'] > 70) & | ||
(dataframe['tema'] < dataframe['tema'].shift(1)) & | ||
(dataframe['volume'] > 0) | ||
), | ||
'sell'] = 1 | ||
return dataframe |