# --- 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 numpy as np import freqtrade.vendor.qtpylib.indicators as qtpylib import datetime from technical.util import resample_to_interval, resampled_merge from datetime import datetime, timedelta from freqtrade.persistence import Trade from freqtrade.strategy import stoploss_from_open, merge_informative_pair, DecimalParameter, IntParameter, CategoricalParameter # author @tirail ma_types = {'SMA': ta.SMA, 'EMA': ta.EMA} class SMAOffset(IStrategy): INTERFACE_VERSION = 3 # hyperopt and paste results here # Buy hyperspace params: entry_params = {'base_nb_candles_entry': 30, 'entry_trigger': 'SMA', 'low_offset': 0.958} # Sell hyperspace params: exit_params = {'base_nb_candles_exit': 30, 'high_offset': 1.012, 'exit_trigger': 'EMA'} # Stoploss: stoploss = -0.5 # ROI table: minimal_roi = {'0': 1} base_nb_candles_entry = IntParameter(5, 80, default=entry_params['base_nb_candles_entry'], space='entry') base_nb_candles_exit = IntParameter(5, 80, default=exit_params['base_nb_candles_exit'], space='exit') low_offset = DecimalParameter(0.8, 0.99, default=entry_params['low_offset'], space='entry') high_offset = DecimalParameter(0.8, 1.1, default=exit_params['high_offset'], space='exit') entry_trigger = CategoricalParameter(ma_types.keys(), default=entry_params['entry_trigger'], space='entry') exit_trigger = CategoricalParameter(ma_types.keys(), default=exit_params['exit_trigger'], space='exit') # Trailing stop: trailing_stop = False trailing_stop_positive = 0.0001 trailing_stop_positive_offset = 0 trailing_only_offset_is_reached = False # Optimal timeframe for the strategy timeframe = '5m' use_exit_signal = True exit_profit_only = False process_only_new_candles = True startup_candle_count = 30 plot_config = {'main_plot': {'ma_offset_entry': {'color': 'orange'}, 'ma_offset_exit': {'color': 'orange'}}} use_custom_stoploss = False def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime, current_rate: float, current_profit: float, **kwargs) -> float: return 1 def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: if not self.config['runmode'].value == 'hyperopt': dataframe['ma_offset_entry'] = ma_types[self.entry_trigger.value](dataframe, int(self.base_nb_candles_entry.value)) * self.low_offset.value dataframe['ma_offset_exit'] = ma_types[self.exit_trigger.value](dataframe, int(self.base_nb_candles_exit.value)) * self.high_offset.value return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: if self.config['runmode'].value == 'hyperopt': dataframe['ma_offset_entry'] = ma_types[self.entry_trigger.value](dataframe, int(self.base_nb_candles_entry.value)) * self.low_offset.value dataframe.loc[(dataframe['close'] < dataframe['ma_offset_entry']) & (dataframe['volume'] > 0), 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: if self.config['runmode'].value == 'hyperopt': dataframe['ma_offset_exit'] = ma_types[self.exit_trigger.value](dataframe, int(self.base_nb_candles_exit.value)) * self.high_offset.value dataframe.loc[(dataframe['close'] > dataframe['ma_offset_exit']) & (dataframe['volume'] > 0), 'exit_long'] = 1 return dataframe