# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement # --- Do not remove these libs --- import numpy as np # noqa import pandas as pd # noqa from pandas import DataFrame from freqtrade.strategy.interface import IStrategy # -------------------------------- # Add your lib to import here import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib class EMA_CROSSOVER_STRATEGY(IStrategy): """ This is a strategy template to get you started. More information in https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md 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 prototype for the methods: minimal_roi, stoploss, populate_indicators, populate_entry_trend, populate_exit_trend, hyperopt_space, entry_strategy_generator """ # 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 # 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 = -0.1 # Trailing stoploss trailing_stop = False # Optimal timeframe for the strategy. timeframe = '5m' # Run "populate_indicators()" only for new candle. process_only_new_candles = False # These values can be overridden in the "ask_strategy" section 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 = 20 # 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'} # Main plot indicators (Moving averages, ...) # Subplots - each dict defines one additional plot plot_config = {'main_plot': {'ema10': {'color': 'red'}, 'ema100': {'color': 'green'}, 'ema1000': {'color': 'blue'}}, 'subplots': {'MACD': {'macd': {'color': 'blue'}, 'macdsignal': {'color': 'orange'}}, 'RSI': {'rsi': {'color': 'red'}}}} def informative_pairs(self): """ Define additional, informative pair/interval combinations to be cached from the exchange. These pair/interval combinations are non-tradeable, unless they are part of the whitelist as well. For more information, please consult the documentation :return: List of tuples in the format (pair, interval) Sample: return [("ETH/USDT", "5m"), ("BTC/USDT", "15m"), ] """ return [] def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ Adds several different TA indicators to the given DataFrame Performance Note: For the best performance be frugal on the number of indicators you are using. Let uncomment only the indicator you are using in your strategies or your hyperopt configuration, otherwise you will waste your memory and CPU usage. :param dataframe: Dataframe with data from the exchange :param metadata: Additional information, like the currently traded pair :return: a Dataframe with all mandatory indicators for the strategies """ # EMA - Exponential Moving Average dataframe['ema10'] = ta.EMA(dataframe, timeperiod=10) dataframe['ema100'] = ta.EMA(dataframe, timeperiod=100) dataframe['ema1000'] = ta.EMA(dataframe, timeperiod=1000) 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 populated with indicators :param metadata: Additional information, like the currently traded pair :return: DataFrame with entry column """ # (qtpylib.crossed_above(dataframe['rsi'], 30)) & # Signal: RSI crosses above 30 # (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 dataframe.loc[dataframe['ema10'].crossed_above(dataframe['ema100']), 'entry'] = 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 populated with indicators :param metadata: Additional information, like the currently traded pair :return: DataFrame with entry column """ # (qtpylib.crossed_above(dataframe['rsi'], 70)) & # Signal: RSI crosses above 70 # (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 dataframe.loc[dataframe['ema100'].crossed_above(dataframe['ema10']), 'exit'] = 1 return dataframe