# --- 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 TuplaBollinger(IStrategy): INTERFACE_VERSION = 3 EMA_LONG_TERM = 200 # Minimal ROI designed for the strategy. # adjust based on market conditions. We would recommend to keep it low for quick turn arounds # This attribute will be overridden if the config file contains "minimal_roi" minimal_roi = {'0': 0.9, '1': 0.05, '10': 0.04, '15': 0.5} # Optimal stoploss designed for the strategy stoploss = -0.25 # Optimal timeframe for the strategy timeframe = '5h' def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: #dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14) # Bollinger bands inner bollinger_inner = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=1) dataframe['inner_lowerband'] = bollinger_inner['lower'] dataframe['bb_middleband'] = bollinger_inner['mid'] dataframe['inner_upperband'] = bollinger_inner['upper'] # Bollinger bands outer bollinger_outer = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2) dataframe['outer_lowerband'] = bollinger_outer['lower'] #dataframe['bb_middleband'] = bollinger_outer['mid'] dataframe['outer_upperband'] = bollinger_outer['upper'] # EMA 200 for trend indicator dataframe['ema_{}'.format(self.EMA_LONG_TERM)] = ta.EMA(dataframe, timeperiod=self.EMA_LONG_TERM) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[(dataframe['close'] < dataframe['inner_lowerband']) & (dataframe['close'].shift(1) < dataframe['close']), 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[(dataframe['close'] > dataframe['inner_upperband']) & (dataframe['close'].shift(1) > dataframe['close']), 'exit_long'] = 1 return dataframe