add TrendFollowingStrategy

2023-01-07 21:52:13 +01:00
parent befcb0bb7b
commit cb5a0f394e
1 changed files with 52 additions and 0 deletions
@@ -0,0 +1,52 @@
+from functools import reduce
+from pandas import DataFrame
+from freqtrade.strategy import IStrategy
+
+import talib.abstract as ta
+
+from freqtrade.strategy.interface import IStrategy
+
+class TrendFollowingStrategy(IStrategy):
+    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        # Calculate OBV
+        dataframe['obv'] = ta.OBV(dataframe['close'], dataframe['volume'])
+        
+        # Add your trend following indicators here
+        dataframe['trend'] = dataframe['close'].ewm(span=20, adjust=False).mean()
+        
+        return dataframe
+    
+    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        # Add your trend following buy signals here
+        dataframe.loc[
+            (dataframe['close'] > dataframe['trend']) & 
+            (dataframe['close'].shift(1) <= dataframe['trend'].shift(1)) &
+            (dataframe['obv'] > dataframe['obv'].shift(1)), 
+            'enter_long'] = 1
+        
+        # Add your trend following sell signals here
+        dataframe.loc[
+            (dataframe['close'] < dataframe['trend']) & 
+            (dataframe['close'].shift(1) >= dataframe['trend'].shift(1)) &
+            (dataframe['obv'] < dataframe['obv'].shift(1)), 
+            'enter_short'] = -1
+        
+        return dataframe
+
+    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        # Add your trend following exit signals for long positions here
+        dataframe.loc[
+            (dataframe['close'] < dataframe['trend']) & 
+            (dataframe['close'].shift(1) >= dataframe['trend'].shift(1)) &
+            (dataframe['obv'] > dataframe['obv'].shift(1)), 
+            'exit_long'] = 1
+        
+        # Add your trend following exit signals for short positions here
+        dataframe.loc[
+            (dataframe['close'] > dataframe['trend']) & 
+            (dataframe['close'].shift(1) <= dataframe['trend'].shift(1)) &
+            (dataframe['obv'] < dataframe['obv'].shift(1)), 
+            'exit_short'] = 1
+        
+        return dataframe
+