# 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 # noqa from datetime import datetime # noqa from typing import Optional, Union # noqa from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalParameter, IStrategy, IntParameter) # -------------------------------- # Add your lib to import here import talib.abstract as ta import pandas_ta as pta import freqtrade.vendor.qtpylib.indicators as qtpylib class BBandsRSI(IStrategy): """ This is a strategy template to get you started. More information in https://www.freqtrade.io/en/latest/strategy-customization/ You can: :return: a Dataframe with all mandatory indicators for the strategies - Rename the class name (Do not forget to update class_name) - Add any methods you want to build your strategy - Add any lib you need to build your strategy You must keep: - the lib in the section "Do not remove these libs" - the methods: populate_indicators, populate_entry_trend, populate_exit_trend You should keep: - timeframe, minimal_roi, stoploss, trailing_* """ # Strategy interface version - allow new iterations of the strategy interface. # Check the documentation or the Sample strategy to get the latest version. INTERFACE_VERSION = 3 # Optimal timeframe for the strategy. timeframe = '5m' # Can this strategy go short? can_short: bool = False # Minimal ROI designed for the strategy. # This attribute will be overridden if the config file contains "minimal_roi". minimal_roi = { "60": 0.01, "30": 0.02, "0": 0.04 } # Optimal stoploss designed for the strategy. # This attribute will be overridden if the config file contains "stoploss". stoploss = -0.10 # Trailing stoploss trailing_stop = False # trailing_only_offset_is_reached = False # trailing_stop_positive = 0.01 # trailing_stop_positive_offset = 0.0 # Disabled / not configured # Run "populate_indicators()" only for new candle. process_only_new_candles = False # These values can be overridden in the config. use_exit_signal = True exit_profit_only = False ignore_roi_if_entry_signal = False # Number of candles the strategy requires before producing valid signals startup_candle_count: int = 30 # Strategy parameters buy_rsi = IntParameter(10, 40, default=30, space="buy") sell_rsi = IntParameter(60, 90, default=70, space="sell") # Optional order type mapping. order_types = { 'entry': 'limit', 'exit': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': False } # Optional order time in force. order_time_in_force = { 'entry': 'GTC', 'exit': 'GTC' } @property def plot_config(self): return { # Main plot indicators (Moving averages, ...) 'main_plot': { "bb_upperband" : {'color' : 'grey'}, "bb_middleband" : {'color' : 'red'}, "bb_lowerband" : {'color' : 'grey'}, }, 'subplots': { # Subplots - each dict defines one additional plot "RSI": { 'rsi': {'color': 'blue'}, 'overbought': {'color': 'red'}, 'oversold': {'color': 'green'}, } } } def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # RSI dataframe['rsi'] = ta.RSI(dataframe) # Overbought and Oversold dataframe['overbought'] = 70 dataframe['oversold'] = 30 # Bollinger Bands bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2) dataframe['bb_lowerband'] = bollinger['lower'] dataframe['bb_middleband'] = bollinger['mid'] dataframe['bb_upperband'] = bollinger['upper'] dataframe["bb_percent"] = ( (dataframe["close"] - dataframe["bb_lowerband"]) / (dataframe["bb_upperband"] - dataframe["bb_lowerband"]) ) dataframe["bb_width"] = ( (dataframe["bb_upperband"] - dataframe["bb_lowerband"]) / dataframe["bb_middleband"] ) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['volume'] > 0) # Make sure Volume is not 0 ), 'enter_long'] = 1 # Uncomment to use shorts (Only used in futures/margin mode. Check the documentation for more info) """ dataframe.loc[ ( (qtpylib.crossed_above(dataframe['rsi'], self.sell_rsi.value)) & # Signal: RSI crosses above sell_rsi (dataframe['tema'] > dataframe['bb_middleband']) & # Guard: tema above BB middle (dataframe['tema'] < dataframe['tema'].shift(1)) & # Guard: tema is falling (dataframe['volume'] > 0) # Make sure Volume is not 0 ), 'enter_short'] = 1 """ return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['volume'] > 0) # Make sure Volume is not 0 ), 'exit_long'] = 1 # Uncomment to use shorts (Only used in futures/margin mode. Check the documentation for more info) """ dataframe.loc[ ( (qtpylib.crossed_above(dataframe['rsi'], self.buy_rsi.value)) & # Signal: RSI crosses above buy_rsi (dataframe['tema'] <= dataframe['bb_middleband']) & # Guard: tema below BB middle (dataframe['tema'] > dataframe['tema'].shift(1)) & # Guard: tema is raising (dataframe['volume'] > 0) # Make sure Volume is not 0 ), 'exit_short'] = 1 """ return dataframe