# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement # flake8: noqa: F401 # 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 import BooleanParameter, CategoricalParameter, DecimalParameter, IStrategy, IntParameter # -------------------------------- # Add your lib to import here import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib class bbrsi1_strategy(IStrategy): # 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': 0.02, '0': 0.04} # Optimal stoploss designed for the strategy. # This attribute will be overridden if the config file contains "stoploss". stoploss = -0.1 # 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 timeframe 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): """ 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: dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14) # Bollinger bands stds 2 bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2) dataframe['bb_lowerband_2'] = bollinger['lower'] dataframe['bb_middleband_2'] = bollinger['mid'] dataframe['bb_upperband_2'] = bollinger['upper'] # Bollinger bands stds 3 bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=3) dataframe['bb_lowerband_3'] = bollinger['lower'] dataframe['bb_middleband_3'] = bollinger['mid'] dataframe['bb_upperband_3'] = bollinger['upper'] # Bollinger bands stds 4 bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=4) dataframe['bb_lowerband_4'] = bollinger['lower'] dataframe['bb_middleband_4'] = bollinger['mid'] dataframe['bb_upperband_4'] = bollinger['upper'] return dataframe # Hyperoptable parameters entry_rsi = (IntParameter(low=1, high=50, default=30, space='entry', optimize=True, load=True),) entry_rsi_enabled = (CategoricalParameter([True, False], default=True, space='entry', optimize=True),) entry_trigger = (CategoricalParameter(['bb_lowerband_2', 'bb_lowerband_3', 'bb_lowerband_4'], default='bb_lowerband_2', space='entry', optimize=True),) exit_rsi = (IntParameter(low=50, high=100, default=70, space='exit', optimize=True, load=True),) exit_rsi_enabled = (CategoricalParameter([True, False], default=True, space='exit'),) exit_trigger = CategoricalParameter(['bb_middleband_2', 'bb_middleband_3', 'bb_middleband_4', 'bb_upperband_2', 'bb_upperband_3', 'bb_upperband_4'], default='bb_upperband_2', space='exit') def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[(dataframe['rsi'] < 30) & (dataframe['close'] < dataframe['bb_lowerband_2']) & (dataframe['volume'] > 0), 'entry'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[(dataframe['rsi'] > 70) & (dataframe['volume'] > 0), 'exit'] = 1 return dataframe