diff --git a/user_data/strategies/futures/TrendFollowingStrategy.py b/user_data/strategies/futures/TrendFollowingStrategy.py new file mode 100644 index 0000000..03217ba --- /dev/null +++ b/user_data/strategies/futures/TrendFollowingStrategy.py @@ -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 +