# --- Do not remove these libs --- from freqtrade.strategy.interface import IStrategy from typing import Dict, List from functools import reduce from pandas import DataFrame # -------------------------------- import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib import numpy # noqa class UpSliceStrategy(IStrategy): INTERFACE_VERSION = 3 '\n Strategy 002\n author@: Gerald Lonlas\n github@: https://github.com/freqtrade/freqtrade-strategies\n\n How to use it?\n > python3 ./freqtrade/main.py -s Strategy002\n ' # Minimal ROI designed for the strategy. # This attribute will be overridden if the config file contains "minimal_roi" # 5% after 240 min # 8% imidietly minimal_roi = {'240': 0.05, '300': 0.03, '360': 0.0, '0': 0.08} # Optimal stoploss designed for the strategy # This attribute will be overridden if the config file contains "stoploss" stoploss = -0.1 # Optimal timeframe for the strategy timeframe = '5m' # trailing stoploss trailing_stop = True trailing_stop_positive = 0.01 trailing_stop_positive_offset = 0.03 # run "populate_indicators" only for new candle process_only_new_candles = False # Experimental settings (configuration will overide these if set) # use_exit_signal = True # exit_profit_only = True # ignore_roi_if_entry_signal = False # Optional order type mapping order_types = {'entry': 'market', 'exit': 'market', 'stoploss': 'market', 'stoploss_on_exchange': True} 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. """ dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9) 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 :return: DataFrame with entry column """ # Guard: tema is raising # Make sure Volume is not 0 dataframe.loc[(dataframe['close'] > dataframe['close'].shift(1)) & (dataframe['close'].shift > dataframe['close'].shift(2)) & (dataframe['tema'] > dataframe['tema'].shift(1)) & (dataframe['volume'] > 0), 'enter_long'] = 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 :return: DataFrame with entry column """ dataframe.loc[False, 'exit_long'] = 1 return dataframe