# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement # isort: skip_file # --- 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 from freqtrade.strategy import IStrategy, merge_informative_pair # -------------------------------- # Add your lib to import here import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib # This class is a sample. Feel free to customize it. class ForexSignal(IStrategy): """ This is a sample strategy to inspire you. 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': 0.03, '0': 0.04} # Optimal stoploss designed for the strategy. # This attribute will be overridden if the config file contains "stoploss". stoploss = -0.03 # Trailing stoploss trailing_stop = False # trailing_only_offset_is_reached = False # trailing_stop_positive = 0.01 # trailing_stop_positive_offset = 0.0 # Disabled / not configured # Optimal ticker interval 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 = 30 # 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'} plot_config = {'main_plot': {'tema': {}, 'sar': {'color': 'white'}}, 'subplots': {'MACD': {'macd': {'color': 'blue'}, 'macdsignal': {'color': 'orange'}}, 'RSI': {'rsi': {'color': 'red'}}}} def informative_pairs(self): # get access to all pairs available in whitelist. pairs = self.dp.current_whitelist() # Assign tf to each pair so they can be downloaded and cached for strategy. informative_pairs = [(pair, '1h') for pair in pairs] # Optionally Add additional "static" pairs return informative_pairs def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: if not self.dp: # Don't do anything if DataProvider is not available. return dataframe inf_tf = '1h' # Get the informative pair informative = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe=inf_tf) informative['ema8'] = ta.EMA(informative, timeperiod=8) informative['ema21'] = ta.EMA(informative, timeperiod=21) # Use the helper function merge_informative_pair to safely merge the pair # Automatically renames the columns and merges a shorter timeframe dataframe and a longer timeframe informative pair # use ffill to have the 1d value available in every row throughout the day. # Without this, comparisons between columns of the original and the informative pair would only work once per day. # Full documentation of this method, see below dataframe = merge_informative_pair(dataframe, informative, self.timeframe, inf_tf, ffill=True) # # EMA - Exponential Moving Average for 5m timeframe dataframe['ema8'] = ta.EMA(dataframe, timeperiod=8) dataframe['ema13'] = ta.EMA(dataframe, timeperiod=13) dataframe['ema21'] = ta.EMA(dataframe, timeperiod=21) 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 """ # Onko nousutrendi dataframe.loc[(dataframe['ema8_1h'] > dataframe['ema21_1h']) & (dataframe['ema8'] > dataframe['ema13']) & (dataframe['ema13'] > dataframe['ema21']) & (dataframe['low'] < dataframe['ema8']), 'entry'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[dataframe['ema8'] < dataframe['ema8'].shift(1), 'exit'] = 1 return dataframe