#!/usr/bin/env python3 # -*- coding: utf-8 -*- '\nCreated on Wed Dec 2 13:50:49 2020\n\n@author: alex\n' # --- 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 class Chandem(IStrategy): INTERFACE_VERSION = 3 '\n Sample strategy implementing Informative Pairs - compares stake_currency with USDT.\n Not performing very well - but should serve as an example how to use a referential pair against USDT.\n author@: xmatthias\n github@: https://github.com/freqtrade/freqtrade-strategies\n How to use it?\n > python3 freqtrade -s InformativeSample\n ' # Minimal ROI designed for the strategy. # This attribute will be overridden if the config file contains "minimal_roi" minimal_roi = {'0': 0.28396, '974': 0.09268, '1740': 0.06554, '3087': 0} # Optimal stoploss designed for the strategy # This attribute will be overridden if the config file contains "stoploss" stoploss = -0.28031 # Optimal timeframe for the strategy timeframe = '5m' # Trailing stop: trailing_stop = True trailing_stop_positive = 0.01013 trailing_stop_positive_offset = 0.10858 trailing_only_offset_is_reached = True # run "populate_indicators" only for new candle ta_on_candle = False # Experimental settings (configuration will overide these if set) use_exit_signal = True exit_profit_only = False ignore_roi_if_entry_signal = False 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 [(f"{self.config['stake_currency']}/USDT", self.timeframe)] 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['CMO'] = ta.CMO(dataframe, timeperiod=50) # Bollinger bands bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=25, stds=3.5) dataframe['bb_lowerband'] = bollinger['lower'] dataframe['bb_middleband'] = bollinger['mid'] dataframe['bb_upperband'] = bollinger['upper'] bollingerTA = ta.BBANDS(dataframe, timeperiod=25, nbdevup=3.2, nbdevdn=3.2, matype=0) dataframe['bb_lowerbandTA'] = bollingerTA['lowerband'] dataframe['bb_middlebandTA'] = bollingerTA['middleband'] dataframe['bb_upperbandTA'] = bollingerTA['upperband'] 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 """ dataframe.loc[qtpylib.crossed_above(dataframe['CMO'].shift(1), 0) & (dataframe['CMO'] >= 0), 'entry'] = 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[qtpylib.crossed_above(dataframe['close'], dataframe['bb_upperband']), 'exit'] = 1 return dataframe