# --- Do not remove these libs --- from freqtrade.strategy.interface import IStrategy from typing import Dict, List from functools import reduce from pandas import DataFrame # -------------------------------- import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib from typing import Dict, List from functools import reduce from pandas import DataFrame, DatetimeIndex, merge # -------------------------------- import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib import numpy # noqa class ClucMay72018(IStrategy): INTERFACE_VERSION = 3 '\n\n author@: Gert Wohlgemuth\n\n works on new objectify branch!\n\n ' # Minimal ROI designed for the strategy. # This attribute will be overridden if the config file contains "minimal_roi" minimal_roi = {'0': 0.01} # Optimal stoploss designed for the strategy # This attribute will be overridden if the config file contains "stoploss" stoploss = -0.05 # Optimal timeframe for the strategy timeframe = '5m' def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe['rsi'] = ta.RSI(dataframe, timeperiod=5) rsiframe = DataFrame(dataframe['rsi']).rename(columns={'rsi': 'close'}) dataframe['emarsi'] = ta.EMA(rsiframe, timeperiod=5) macd = ta.MACD(dataframe) dataframe['macd'] = macd['macd'] dataframe['adx'] = ta.ADX(dataframe) 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['ema100'] = ta.EMA(dataframe, timeperiod=50) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ Based on TA indicators, populates the entry signal for the given dataframe :param dataframe: DataFrame :return: DataFrame with entry column """ dataframe.loc[(dataframe['close'] < dataframe['ema100']) & (dataframe['close'] < 0.985 * dataframe['bb_lowerband']) & (dataframe['volume'] < dataframe['volume'].rolling(window=30).mean().shift(1) * 20), 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ Based on TA indicators, populates the exit signal for the given dataframe :param dataframe: DataFrame :return: DataFrame with entry column """ dataframe.loc[dataframe['close'] > dataframe['bb_middleband'], 'exit_long'] = 1 return dataframe