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MACDStrategy

🏆 League #1787 / 1942
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Audris-M/Data-science-trading-project/crypto_crawler/strategies/MACD_Vanilla.py · ★2 · first seen 2026-07-16 · repo updated 2023-01-10

Basics mode: spot timeframe: 5m
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 import IStrategy
from freqtrade.strategy import CategoricalParameter, DecimalParameter, IntParameter
from pandas import DataFrame
# --------------------------------

import talib.abstract as ta


class MACDStrategy(IStrategy):

    # 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['volume'] > 0)  # Make sure Volume is not 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['volume'] > 0)  # Make sure Volume is not 0
            ),
            'exit_long'] = 1

        return dataframe