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def filters(self):
    return [
        
    ]

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def reward_to_risk_filter(self):
    profit = abs(self.average_entry_price - self.average_take_profit)
    loss = abs(self.average_entry_price - self.average_stop_loss)
    win_loss_ratio = profit / loss
    return win_loss_ratio > 1

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def go_long(self):
    # entry: the high of the current candle
    entry = self.high
    stop = entry - ta.atr(self.candles)*3
    qty = utils.risk_to_qty(self.capital, 5, entry, stop)

    last_20_highs = self.candles[-20:, 3]
    previous_high = np.max(last_20_highs)

    self.buy = qty, entry

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def update_position(self):
    # the RSI logic is intended for the second half of the trade
    if self.is_reduced:
        rsi = ta.rsi(self.candles)

        if self.is_long and rsi > 80:
            # self.liquidate() closes the position with a market order
            self.liquidate()
        elif self.is_short and rsi < 20:
            self.liquidate()

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def on_reduced_position(self):
    self.stop_loss = self.position.qty, self.position.entry_price

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def go_long(self):
    entry = self.high
    stop = entry - ta.atr(self.candles)*3
    qty = utils.risk_to_qty(self.capital, 5, entry, stop, fee_rate=self.fee_rate)

    # highest price of the last 20 bars
    last_20_highs = self.candles[-20:, 3]
    previous_high = np.max(last_20_highs)

    self.buy = qty, entry

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@property
def trend(self):
    short_ema = ta.ema(self.candles, 50)
    long_ema = ta.ema(self.candles, 100)
    longer_ema = ta.ema(self.candles, 200)

    if short_ema > long_ema > longer_ema:
        return 1
    elif short_ema < long_ema < longer_ema:
        return -1

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def should_long(self) -> bool:
    return self.current_candle_touches_long_ema and self.trend == 1

def should_short(self) -> bool:
    return self.current_candle_touches_long_ema and self.trend == -1

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from jesse.strategies import Strategy
import jesse.indicators as ta
from jesse import utils


class TrendFollowingStrategy(Strategy):
    def should_long(self) -> bool:
        return False

    def should_short(self) -> bool:

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# trading routes
routes = [
    ('Bitfinex', 'BTCUSD', '4h', 'TrendFollowingStrategy'),
]

# in case your strategy required extra candles, timeframes, ...
extra_candles = []