# Start hyperopt with the following command: # freqtrade hyperopt --config config.json --hyperopt-loss SharpeHyperOptLoss --strategy RsiStrat -e 500 --spaces buy sell --random-state 8711 # --- Do not remove these libs --- from operator import truediv import numpy as np # noqa import pandas as pd # noqa from functools import reduce 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 # --- Generic strategy settings --- class erasmus(IStrategy): INTERFACE_VERSION = 3 # Determine timeframe and # of candles before strategysignals becomes valid timeframe = '4h' startup_candle_count: int = 25 # Determine roi take profit and stop loss points minimal_roi = { "0": 0.03 } stoploss = -0.15 trailing_stop = False use_exit_signal = False exit_profit_only = False exit_profit_offset = 0.0 ignore_roi_if_entry_signal = False trailing_stop_positive: 0.27 trailing_stop_positive_offset: 0.29000000000000004 trailing_only_offset_is_reached: False # Protection hyperspace params: @property def protections(self): prot = [] cooldown_lookback: 46 stop_duration: 20 use_stop_protection: True return prot # --- Used indicators of strategy code ---- def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # mfi index voor de koop en verkoop dataframe['mfi'] = ta.MFI(dataframe) # RSI voor de strategy dataframe['rsi'] = ta.RSI(dataframe, timeperiod=2) return dataframe # --- Buy settings --- def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['rsi'] > 80) & (dataframe['mfi'] > 50) ), 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['rsi'] < 20) & (dataframe['mfi'] < 50) ), 'exit_long'] = 1 return dataframe