# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement # flake8: noqa: F401 # --- Do not remove these libs --- import numpy as np # noqa import pandas as pd # noqa from pandas import DataFrame from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalParameter, IStrategy, IntParameter) # -------------------------------- # Add your lib to import here import talib import talib.abstract as ta import pandas_ta as pta import freqtrade.vendor.qtpylib.indicators as qtpylib from technical.util import resample_to_interval, resampled_merge class PatternRecognition_BearMarket_Simple(IStrategy): # Pattern Recognition Strategy - SIMPLE BEAR MARKET VERSION # By: @Mablue (Modified for bear market only - SIMPLE VERSION) # This strategy only trades in bear markets using simple detection # INTERFACE_VERSION: int = 3 # Buy hyperspace params: buy_params = { "buy_pr1": "CDLHIGHWAVE", "buy_vol1": -100, } # ROI table: minimal_roi = { "0": 0.936, "5271": 0.332, "18147": 0.086, "48152": 0 } # Stoploss: stoploss = -0.288 # Trailing stop: trailing_stop = True trailing_stop_positive = 0.032 trailing_stop_positive_offset = 0.084 trailing_only_offset_is_reached = True # Optimal timeframe for the strategy. timeframe = '1d' prs = talib.get_function_groups()['Pattern Recognition'] # Strategy parameters buy_pr1 = CategoricalParameter(prs, default=prs[0], space="buy") buy_vol1 = CategoricalParameter([-100,100], default=0, space="buy") # Simple bear market detection parameters bear_market_sma_period = IntParameter(50, 200, default=100, space="buy") bear_market_rsi_period = IntParameter(10, 30, default=14, space="buy") bear_market_rsi_threshold = IntParameter(30, 60, default=50, space="buy") def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # Calculate all pattern recognition indicators for pr in self.prs: dataframe[pr] = getattr(ta, pr)(dataframe) # Simple bear market detection # 1. Price below moving average (trend is down) dataframe['sma'] = ta.SMA(dataframe, timeperiod=self.bear_market_sma_period.value) dataframe['price_below_sma'] = dataframe['close'] < dataframe['sma'] # 2. RSI below threshold (weak market) dataframe['rsi'] = ta.RSI(dataframe, timeperiod=self.bear_market_rsi_period.value) dataframe['rsi_below_threshold'] = dataframe['rsi'] < self.bear_market_rsi_threshold.value # Combined bear market signal (simpler - only 2 conditions) dataframe['bear_market'] = ( dataframe['price_below_sma'] & dataframe['rsi_below_threshold'] ) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( # Original pattern recognition signal (dataframe[self.buy_pr1.value]==self.buy_vol1.value) & # ONLY trade in bear market conditions (dataframe['bear_market'] == True) ), 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # Exit if we're no longer in a bear market (optional) dataframe.loc[ ( (dataframe['bear_market'] == False) ), 'exit_long'] = 1 return dataframe