# 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 EXPERIMENTAL_STRATEGY(IStrategy): """ Default Strategy provided by freqtrade bot. Please do not modify this strategy, it's intended for internal use only. Please look at the SampleStrategy in the user_data/strategy directory or strategy repository https://github.com/freqtrade/freqtrade-strategies for samples and inspiration. """ INTERFACE_VERSION = 3 # Minimal ROI designed for the strategy minimal_roi = {'40': 0.0, '30': 0.01, '20': 0.02, '0': 0.04} # Optimal stoploss designed for the strategy stoploss = -0.1 # Optimal ticker interval for the strategy timeframe = '5m' # Optional order type mapping order_types = {'entry': 'limit', 'exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False} # Optional time in force for orders order_time_in_force = {'entry': 'gtc', 'exit': 'gtc'} 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: Raw data from the exchange and parsed by parse_ticker_dataframe() :param metadata: Additional information, like the currently traded pair :return: a Dataframe with all mandatory indicators for the strategies """ # Momentum Indicator # ------------------------------------ # ADX dataframe['adx'] = ta.ADX(dataframe) # MACD macd = ta.MACD(dataframe) dataframe['macd'] = macd['macd'] dataframe['macdsignal'] = macd['macdsignal'] dataframe['macdhist'] = macd['macdhist'] # Minus Directional Indicator / Movement dataframe['minus_di'] = ta.MINUS_DI(dataframe) # Plus Directional Indicator / Movement dataframe['plus_di'] = ta.PLUS_DI(dataframe) # RSI dataframe['rsi'] = ta.RSI(dataframe) # Stoch fast stoch_fast = ta.STOCHF(dataframe) dataframe['fastd'] = stoch_fast['fastd'] dataframe['fastk'] = stoch_fast['fastk'] # 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'] # EMA - Exponential Moving Average dataframe['ema10'] = ta.EMA(dataframe, timeperiod=10) # SMA - Simple Moving Average dataframe['sma'] = ta.SMA(dataframe, timeperiod=40) 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 :param metadata: Additional information, like the currently traded pair :return: DataFrame with entry column """ dataframe.loc[(dataframe['rsi'] < 35) & (dataframe['fastd'] < 35) & (dataframe['adx'] > 30) & (dataframe['plus_di'] > 0.5) | (dataframe['adx'] > 65) & (dataframe['plus_di'] > 0.5), '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 :param metadata: Additional information, like the currently traded pair :return: DataFrame with entry column """ dataframe.loc[(qtpylib.crossed_above(dataframe['rsi'], 70) | qtpylib.crossed_above(dataframe['fastd'], 70)) & (dataframe['adx'] > 10) & (dataframe['minus_di'] > 0) | (dataframe['adx'] > 70) & (dataframe['minus_di'] > 0.5), 'exit'] = 1 return dataframe