From 7ddd9afaba38f01cb887102fc152c7a65ca5d8ba Mon Sep 17 00:00:00 2001
From: Gerald Lonlas <g.lonlas@gmail.com>
Date: Tue, 29 May 2018 23:03:48 -0700
Subject: [PATCH] Fix the strategies to be compatible with Freqtrade 0.16.1

---
 user_data/strategies/strategy001.py | 7 +++++--
 user_data/strategies/strategy002.py | 8 ++++++--
 user_data/strategies/strategy003.py | 8 ++++++--
 user_data/strategies/strategy004.py | 8 ++++++--
 4 files changed, 23 insertions(+), 8 deletions(-)

diff --git a/user_data/strategies/strategy001.py b/user_data/strategies/strategy001.py
index 2c5cc61..fe99522 100644
--- a/user_data/strategies/strategy001.py
+++ b/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:
         """
diff --git a/user_data/strategies/strategy002.py b/user_data/strategies/strategy002.py
index 4c6bf97..b9c3eba 100644
--- a/user_data/strategies/strategy002.py
+++ b/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:
         """
diff --git a/user_data/strategies/strategy003.py b/user_data/strategies/strategy003.py
index 0cfa933..e4726c9 100644
--- a/user_data/strategies/strategy003.py
+++ b/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:
         """
diff --git a/user_data/strategies/strategy004.py b/user_data/strategies/strategy004.py
index bd454cc..4cc468d 100644
--- a/user_data/strategies/strategy004.py
+++ b/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:
         """