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MACDStrategy

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geniok1980/Freqtrade-Strategies/peet-crypto/MACDStrategy_converted.py · ★1 · first seen 2026-07-28 · repo updated 2026-06-06

Basics mode: spot timeframe: 5m interface version: 3
Settings stoploss: -0.3 has minimal roi
Indicators CCI MACD talib
15 related strategies (⧉ identical code, ≈ similar name)

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# --- Do not remove these libs ---
from freqtrade.strategy.interface import IStrategy
from typing import Dict, List
from functools import reduce
from pandas import DataFrame
# --------------------------------
import talib.abstract as ta

class MACDStrategy(IStrategy):
    INTERFACE_VERSION = 3
    '\n\n    author@: Gert Wohlgemuth\n\n    idea:\n\n        uptrend definition:\n            MACD above MACD signal\n            and CCI < -50\n\n        downtrend definition:\n            MACD below MACD signal\n            and CCI > 100\n\n    '
    # Minimal ROI designed for the strategy.
    # This attribute will be overridden if the config file contains "minimal_roi"
    minimal_roi = {'60': 0.01, '30': 0.03, '20': 0.04, '0': 0.05}
    # Optimal stoploss designed for the strategy
    # This attribute will be overridden if the config file contains "stoploss"
    stoploss = -0.3
    # Optimal timeframe for the strategy
    timeframe = '5m'

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        macd = ta.MACD(dataframe)
        dataframe['macd'] = macd['macd']
        dataframe['macdsignal'] = macd['macdsignal']
        dataframe['macdhist'] = macd['macdhist']
        dataframe['cci'] = ta.CCI(dataframe)
        return dataframe

    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        """
        Based on TA indicators, populates the buy signal for the given dataframe
        :param dataframe: DataFrame
        :return: DataFrame with buy column
        """
        dataframe.loc[(dataframe['macd'] > dataframe['macdsignal']) & (dataframe['cci'] <= -50.0), 'enter_long'] = 1
        return dataframe

    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        """
        Based on TA indicators, populates the sell signal for the given dataframe
        :param dataframe: DataFrame
        :return: DataFrame with buy column
        """
        dataframe.loc[(dataframe['macd'] < dataframe['macdsignal']) & (dataframe['cci'] >= 100.0), 'exit_long'] = 1
        return dataframe