# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement import freqtrade.vendor.qtpylib.indicators as qtpylib import numpy as np import talib.abstract as ta from freqtrade.strategy.interface import IStrategy from freqtrade.strategy import merge_informative_pair from pandas import DataFrame, Series from functools import reduce from datetime import datetime from freqtrade.persistence import Trade from technical.indicators import RMI, VIDYA class Guacamole(IStrategy): INTERFACE_VERSION = 3 '\n PASTE OUTPUT FROM HYPEROPT HERE\n ' # Buy hyperspace params: entry_params = {'macd': -0.75454, 'macdhist': -1, 'rmi': 49} # Sell hyperspace params: exit_params = {} # ROI table: minimal_roi = {'0': 0.13336, '19': 0.07455, '37': 0.04206, '57': 0.02682, '73': 0.01225, '125': 0.0037, '244': 0.0025} stoploss = -0.99 # Trailing stop: trailing_stop = True trailing_stop_positive = 0.01673 trailing_stop_positive_offset = 0.01851 trailing_only_offset_is_reached = False '\n END HYPEROPT\n ' timeframe = '5m' use_exit_signal = True exit_profit_only = False # exit_profit_offset = 0.01 ignore_roi_if_entry_signal = True process_only_new_candles = False startup_candle_count: int = 20 def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe['sar'] = ta.SAR(dataframe) dataframe['rmi'] = RMI(dataframe) dataframe['kama-3'] = ta.KAMA(dataframe, timeperiod=3) dataframe['kama-21'] = ta.KAMA(dataframe, timeperiod=21) macd = ta.MACD(dataframe) dataframe['macd'] = macd['macd'] dataframe['macdsignal'] = macd['macdsignal'] dataframe['macdhist'] = macd['macdhist'] dataframe['volume_ma'] = dataframe['volume'].rolling(window=24).mean() return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: params = self.entry_params conditions = [] active_trade = False if self.config['runmode'].value in ('live', 'dry_run'): active_trade = Trade.get_trades([Trade.pair == metadata['pair'], Trade.is_open.is_(True)]).all() if not active_trade: conditions.append(dataframe['kama-3'] > dataframe['kama-21']) conditions.append(dataframe['macd'] > dataframe['macdsignal']) conditions.append(dataframe['macd'] > params['macd']) conditions.append(dataframe['macdhist'] > params['macdhist']) conditions.append(dataframe['rmi'] > dataframe['rmi'].shift()) conditions.append(dataframe['rmi'] > params['rmi']) conditions.append(dataframe['volume'] < dataframe['volume_ma'] * 20) else: conditions.append(dataframe['close'] > dataframe['sar']) conditions.append(dataframe['rmi'] >= 75) conditions.append(dataframe['volume'] > 0) if conditions: dataframe.loc[reduce(lambda x, y: x & y, conditions), 'entry'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: params = self.exit_params conditions = [] active_trade = False if self.config['runmode'].value in ('live', 'dry_run'): active_trade = Trade.get_trades([Trade.pair == metadata['pair'], Trade.is_open.is_(True)]).all() if active_trade: ob = self.dp.orderbook(metadata['pair'], 1) current_price = ob['asks'][0][0] current_profit = active_trade[0].calc_profit_ratio(rate=current_price) conditions.append((dataframe['rmi'] < 30) & (current_profit > -0.03) & dataframe['volume'].gt(0)) if conditions: dataframe.loc[reduce(lambda x, y: x & y, conditions), 'exit'] = 1 else: dataframe['exit'] = 0 return dataframe def check_entry_timeout(self, pair: str, trade: Trade, order: dict, **kwargs) -> bool: ob = self.dp.orderbook(pair, 1) current_price = ob['bids'][0][0] # Cancel entry order if price is more than 1% above the order. if current_price > order['price'] * 1.01: return True return False def check_exit_timeout(self, pair: str, trade: Trade, order: dict, **kwargs) -> bool: ob = self.dp.orderbook(pair, 1) current_price = ob['asks'][0][0] # Cancel exit order if price is more than 1% below the order. if current_price < order['price'] * 0.99: return True return False def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float, time_in_force: str, **kwargs) -> bool: ob = self.dp.orderbook(pair, 1) current_price = ob['asks'][0][0] # Cancel entry order if price is more than 1% above the order. if current_price > rate * 1.01: return False return True '\n def min_roi_reached(self, trade: Trade, current_profit: float, current_time: datetime) -> bool:\n _, roi = self.min_roi_reached_entry(0)\n\n if roi is None:\n if Trade.max_rate >= Trade.rate * 0.8 and Trade.rate > Trade.open_rate: \n return False\n if Trade.max_rate < Trade.rate * 0.8 and Trade.rate < Trade.open_rate: \n return False\n if Trade.max_rate < Trade.rate * 0.8 and Trade.rate > Trade.open_rate: \n return current_profit > roi\n return False\n '