Momentum Strategy about freqtrade-strategies HOT 4 CLOSED

well the problem with pinescript is that it's not really fully open source - and we've observed time and time again that results do actually differ when transferred 1:1 to python.

Your 2nd call definitely also has a syntax problem.
freqtrade strategies usually use the abstract interface (import talib.abstract as ta)

that means, the first parameter is expected to be a dataframe (ta.MOM returns a series).
so

dataframe['mom1'] = ta.MOM((ta.MOM(dataframe, timeperiod=12)), timeperiod=1)

would have to become

dataframe['mom1'] = ta.MOM(dataframe, timeperiod=1, price='mom0')

.
now i'm not sure on the internal calculation of MOM ...

Ad hock, i'd say it's as simple as the following based on the tradingview code... but it's untested so take with caution.

lag = 12
dataframe['mom0'] = dataframe['close'] - dataframe['close'].shift(12)
dataframe['mom1'] = dataframe['mom0'] - dataframe['mom0'].shift(12)

I think both options should work - now if they yield what you expect / align with tradingview is an entirely different question ...

from freqtrade-strategies.

thank you for your help,

your paramaters work, but this time exits are not correct,

it will not wait enough,

it might be with related with this line "stop=high+syminfo.mintick"

can we change this line to python?

from freqtrade-strategies.

i've got no clue what high+syminfo.mintick is supposed to mean. Best look through the tradingview / pine documentation to find out.

from freqtrade-strategies.

@zeytindali83 hey! do you complete your adaptation or need help with?

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