41 lines
1006 B
Python
41 lines
1006 B
Python
|
from pandas import DataFrame
|
||
|
|
from technical.indicators import cmf
|
||
|
|
|
||
|
|
from freqtrade.strategy.interface import IStrategy
|
||
|
|
|
||
|
|
|
||
|
|
class TechnicalExampleStrategy(IStrategy):
|
||
|
|
minimal_roi = {
|
||
|
|
"0": 0.01
|
||
|
|
}
|
||
|
|
|
||
|
|
stoploss = -0.05
|
||
|
|
|
||
|
|
# Optimal ticker interval for the strategy
|
||
|
|
ticker_interval = '5m'
|
||
|
|
|
||
|
|
def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
|
||
|
|
dataframe['cmf'] = cmf(dataframe, 21)
|
||
|
|
|
||
|
|
return dataframe
|
||
|
|
|
||
|
|
def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
|
||
|
|
dataframe.loc[
|
||
|
|
(
|
||
|
|
(
|
||
|
|
(dataframe['cmf'] < 0)
|
||
|
|
|
||
|
|
)
|
||
|
|
),
|
||
|
|
'buy'] = 1
|
||
|
|
return dataframe
|
||
|
|
|
||
|
|
def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame:
|
||
|
|
# different strategy used for sell points, due to be able to duplicate it to 100%
|
||
|
|
dataframe.loc[
|
||
|
|
(
|
||
|
|
(dataframe['cmf'] > 0)
|
||
|
|
),
|
||
|
|
'sell'] = 1
|
||
|
|
return dataframe
|