Fix the strategies to be compatible with Freqtrade 0.16.1

user_data/strategies/strategy001.py

@@ -16,9 +16,12 @@ import freqtrade.vendor.qtpylib.indicators as qtpylib
 
 class Strategy001(IStrategy):
     """
-    Prod strategy 001
+    Strategy 001
     author@: Gerald Lonlas
     github@: https://github.com/glonlas/freqtrade-strategies
+
+    How to use it? 
+    > python3 ./freqtrade/main.py -s Strategy001
     """
 
     # Minimal ROI designed for the strategy.
@@ -35,7 +38,7 @@ class Strategy001(IStrategy):
     stoploss = -0.3
 
     # Optimal ticker interval for the strategy
-    ticker_interval = 5
+    ticker_interval = '5m'
 
     def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
         """

user_data/strategies/strategy002.py

@@ -11,11 +11,15 @@ import talib.abstract as ta
 import freqtrade.vendor.qtpylib.indicators as qtpylib
 import numpy # noqa
 
+
 class Strategy002(IStrategy):
     """
-    Prod strategy 002
+    Strategy 002
     author@: Gerald Lonlas
     github@: https://github.com/glonlas/freqtrade-strategies
+
+    How to use it? 
+    > python3 ./freqtrade/main.py -s Strategy002
     """
 
     # Minimal ROI designed for the strategy.
@@ -32,7 +36,7 @@ class Strategy002(IStrategy):
     stoploss = -0.3
 
     # Optimal ticker interval for the strategy
-    ticker_interval = 5
+    ticker_interval = '5m'
 
     def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
         """

user_data/strategies/strategy003.py

@@ -11,11 +11,15 @@ import talib.abstract as ta
 import freqtrade.vendor.qtpylib.indicators as qtpylib
 import numpy # noqa
 
+
 class Strategy003(IStrategy):
     """
-    Prod strategy 003
+    Strategy 003
     author@: Gerald Lonlas
     github@: https://github.com/glonlas/freqtrade-strategies
+
+    How to use it? 
+    > python3 ./freqtrade/main.py -s Strategy003
     """
 
     # Minimal ROI designed for the strategy.
@@ -32,7 +36,7 @@ class Strategy003(IStrategy):
     stoploss = -0.3
 
     # Optimal ticker interval for the strategy
-    ticker_interval = 5
+    ticker_interval = '5m'
 
     def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
         """

user_data/strategies/strategy004.py

@@ -9,11 +9,15 @@ from pandas import DataFrame
 
 import talib.abstract as ta
 
+
 class Strategy004(IStrategy):
     """
-    Prod strategy 004
+    Strategy 004
     author@: Gerald Lonlas
     github@: https://github.com/glonlas/freqtrade-strategies
+
+    How to use it? 
+    > python3 ./freqtrade/main.py -s Strategy004
     """
 
     # Minimal ROI designed for the strategy.
@@ -30,7 +34,7 @@ class Strategy004(IStrategy):
     stoploss = -0.3
 
     # Optimal ticker interval for the strategy
-    ticker_interval = 5
+    ticker_interval = '5m'
 
     def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
         """