# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement # flake8: noqa: F401 # --- Do not remove these libs --- import numpy as np # noqa import pandas as pd # noqa from pandas import DataFrame from freqtrade.strategy import BooleanParameter, CategoricalParameter, DecimalParameter, IStrategy, IntParameter # -------------------------------- # Add your lib to import here import talib import talib.abstract as ta import pandas_ta as pta import freqtrade.vendor.qtpylib.indicators as qtpylib from technical.util import resample_to_interval, resampled_merge class PatternRecognition(IStrategy): INTERFACE_VERSION = 3 # Pattern Recognition Strategy # By: @Mablue # freqtrade hyperopt -s PatternRecognition --hyperopt-loss SharpeHyperOptLossDaily -e 1000 # # 173/1000: 510 trades. 408/14/88 Wins/Draws/Losses. Avg profit 2.35%. Median profit 5.60%. Total profit 5421.34509618 USDT ( 542.13%). Avg duration 7 days, 11:54:00 min. Objective: -1.60426 INTERFACE_VERSION: int = 3 # Buy hyperspace params: entry_params = {'entry_pr1': 'CDLHIGHWAVE', 'entry_vol1': -100} # ROI table: minimal_roi = {'0': 0.936, '5271': 0.332, '18147': 0.086, '48152': 0} # Stoploss: stoploss = -0.288 # Trailing stop: trailing_stop = True trailing_stop_positive = 0.032 trailing_stop_positive_offset = 0.084 trailing_only_offset_is_reached = True # Optimal timeframe for the strategy. timeframe = '1d' prs = talib.get_function_groups()['Pattern Recognition'] # # Strategy parameters entry_pr1 = CategoricalParameter(prs, default=prs[0], space='entry') entry_vol1 = CategoricalParameter([-100, 100], default=0, space='entry') def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: for pr in self.prs: dataframe[pr] = getattr(ta, pr)(dataframe) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # |(dataframe[self.entry_pr2.value]==self.entry_vol2.value) dataframe.loc[dataframe[self.entry_pr1.value] == self.entry_vol1.value, 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # (dataframe[self.exit_pr1.value]==self.exit_vol1.value)| # (dataframe[self.exit_pr2.value]==self.exit_vol2.value) dataframe.loc[(), 'exit_long'] = 1 return dataframe