diff --git a/user_data/strategies/Strategy004.py b/user_data/strategies/Strategy004.py index 633e629..45b331c 100644 --- a/user_data/strategies/Strategy004.py +++ b/user_data/strategies/Strategy004.py @@ -103,8 +103,11 @@ class Strategy004(IStrategy): # EMA - Exponential Moving Average dataframe['ema5'] = ta.EMA(dataframe, timeperiod=5) - - dataframe['mean-volume'] = dataframe['volume'].mean() + + # get the rolling volume mean for the last hour (12x5) + # Note: dataframe['volume'].mean() uses the whole dataframe in + # backtesting hence will have lookahead, but would be fine for dry/live use + dataframe['mean-volume'] = dataframe['volume'].rolling(12).mean() return dataframe