# --- Do not remove these libs --- # -------------------------------- from datetime import datetime, timedelta import talib.abstract as ta from pandas import DataFrame from freqtrade.persistence import Trade from freqtrade.strategy import CategoricalParameter from freqtrade.strategy import DecimalParameter, IntParameter from freqtrade.strategy.interface import IStrategy # author @tirail ma_types = {'SMA': ta.SMA, 'EMA': ta.EMA} class SMAIP3v2(IStrategy): INTERFACE_VERSION = 3 # hyperopt and paste results here # Buy hyperspace params: entry_params = {'base_nb_candles_entry': 18, 'entry_trigger': 'SMA', 'low_offset': 0.968, 'pair_is_bad_1_threshold': 0.13, 'pair_is_bad_2_threshold': 0.075} # Sell hyperspace params: exit_params = {'base_nb_candles_exit': 26, 'high_offset': 0.985, 'exit_trigger': 'EMA'} # Stoploss: stoploss = -0.23 # stoploss = -0.15 # ROI table: minimal_roi = {'0': 0.026} base_nb_candles_entry = IntParameter(16, 60, default=entry_params['base_nb_candles_entry'], space='entry') base_nb_candles_exit = IntParameter(16, 60, 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') pair_is_bad_1_threshold = DecimalParameter(0.0, 0.3, default=0.2, space='entry') pair_is_bad_2_threshold = DecimalParameter(0.0, 0.25, default=0.072, space='entry') # Trailing stop: trailing_stop = True trailing_only_offset_is_reached = True trailing_stop_positive = 0.003 trailing_stop_positive_offset = 0.018 # Optimal timeframe for the strategy timeframe = '5m' use_exit_signal = True exit_profit_only = False ignore_roi_if_entry_signal = False process_only_new_candles = True startup_candle_count = 200 plot_config = {'main_plot': {'ma_offset_entry': {'color': 'orange'}, 'ma_offset_exit': {'color': 'orange'}}} def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float, rate: float, time_in_force: str, exit_reason: str, current_time: datetime, **kwargs) -> bool: dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe) last_candle = dataframe.iloc[-1] previous_candle_1 = dataframe.iloc[-2] if last_candle is not None: if exit_reason in ['roi', 'exit_signal', 'trailing_stop_loss']: if last_candle['open'] > previous_candle_1['open'] and last_candle['rsi'] > 50 and (last_candle['rsi'] > previous_candle_1['rsi']): return False return True def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe['ema_50'] = ta.EMA(dataframe, timeperiod=50) dataframe['ema_200'] = ta.EMA(dataframe, timeperiod=200) # confirm_trade_exit dataframe['rsi'] = ta.RSI(dataframe, timeperiod=2) 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 dataframe['pair_is_bad'] = (((dataframe['open'].shift(12) - dataframe['close']) / dataframe['close'] >= self.pair_is_bad_1_threshold.value) | ((dataframe['open'].shift(6) - dataframe['close']) / dataframe['close'] >= self.pair_is_bad_2_threshold.value)).astype('int') 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['pair_is_bad'] = (((dataframe['open'].shift(12) - dataframe['close']) / dataframe['close'] >= self.pair_is_bad_1_threshold.value) | ((dataframe['open'].shift(6) - dataframe['close']) / dataframe['close'] >= self.pair_is_bad_2_threshold.value)).astype('int') # & dataframe['btc_up'] dataframe.loc[(dataframe['ema_50'] > dataframe['ema_200']) & (dataframe['close'] > dataframe['ema_200']) & (dataframe['pair_is_bad'] < 1) & (dataframe['close'] < dataframe['ma_offset_entry']) & (dataframe['volume'] > 0), 'entry'] = 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'] = 1 return dataframe