53 lines
2.0 KiB
Python
53 lines
2.0 KiB
Python
from functools import reduce
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from pandas import DataFrame
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from freqtrade.strategy import IStrategy
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import talib.abstract as ta
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from freqtrade.strategy.interface import IStrategy
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class TrendFollowingStrategy(IStrategy):
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def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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# Calculate OBV
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dataframe['obv'] = ta.OBV(dataframe['close'], dataframe['volume'])
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# Add your trend following indicators here
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dataframe['trend'] = dataframe['close'].ewm(span=20, adjust=False).mean()
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return dataframe
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def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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# Add your trend following buy signals here
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dataframe.loc[
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(dataframe['close'] > dataframe['trend']) &
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(dataframe['close'].shift(1) <= dataframe['trend'].shift(1)) &
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(dataframe['obv'] > dataframe['obv'].shift(1)),
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'enter_long'] = 1
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# Add your trend following sell signals here
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dataframe.loc[
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(dataframe['close'] < dataframe['trend']) &
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(dataframe['close'].shift(1) >= dataframe['trend'].shift(1)) &
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(dataframe['obv'] < dataframe['obv'].shift(1)),
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'enter_short'] = -1
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return dataframe
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def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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# Add your trend following exit signals for long positions here
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dataframe.loc[
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(dataframe['close'] < dataframe['trend']) &
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(dataframe['close'].shift(1) >= dataframe['trend'].shift(1)) &
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(dataframe['obv'] > dataframe['obv'].shift(1)),
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'exit_long'] = 1
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# Add your trend following exit signals for short positions here
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dataframe.loc[
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(dataframe['close'] > dataframe['trend']) &
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(dataframe['close'].shift(1) <= dataframe['trend'].shift(1)) &
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(dataframe['obv'] < dataframe['obv'].shift(1)),
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'exit_short'] = 1
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return dataframe
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