# --- Do not remove these libs --- from freqtrade.strategy.interface import IStrategy from pandas import DataFrame import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib # -------------------------------- class BbRoi(IStrategy): INTERFACE_VERSION = 3 minimal_roi = {'0': 0.17552, '53': 0.11466, '226': 0.06134, '400': 0} # Stoploss: stoploss = -0.23701 # Trailing stop: trailing_stop = True trailing_stop_positive = 0.01007 trailing_stop_positive_offset = 0.01821 trailing_only_offset_is_reached = True timeframe = '15m' # Experimental settings (configuration will overide these if set) use_exit_signal = True ignore_roi_if_entry_signal = False order_types = {'entry': 'market', 'exit': 'market', 'stoploss': 'limit', 'stoploss_on_exchange': True} def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14) # EMA dataframe['ema9'] = ta.EMA(dataframe, timeperiod=9) dataframe['ema20'] = ta.EMA(dataframe, timeperiod=20) dataframe['ema200'] = ta.EMA(dataframe, timeperiod=200) # 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'] return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[(dataframe['close'] > dataframe['bb_middleband']) & (dataframe['close'] < dataframe['bb_upperband']) & (dataframe['close'] > dataframe['ema9']) & (dataframe['close'] > dataframe['ema200']) & (dataframe['ema20'] > dataframe['ema200']), 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # red bar dataframe.loc[(dataframe['rsi'] > 75) | (dataframe['close'] < dataframe['bb_middleband'] * 0.97) & (dataframe['open'] > dataframe['close']), 'exit_long'] = 1 return dataframe