# 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 import pandas as pd from pandas import DataFrame from datetime import datetime from typing import Optional, Union from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalParameter, IntParameter, IStrategy, merge_informative_pair) # -------------------------------- # Add your lib to import here import talib.abstract as ta import pandas_ta as pta from technical import qtpylib class JodiEMA(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 # Optimal timeframe for the strategy. timeframe = '1h' # Can this strategy go short? #can_short: bool = False # Minimal ROI designed for the strategy. # This attribute will be overridden if the config file contains "minimal_roi". minimal_roi = { "60": 0.01, "30": 0.03, "20": 0.04, "0": 0.05 } # Optimal stoploss designed for the strategy. # This attribute will be overridden if the config file contains "stoploss". stoploss = -0.10 # 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 # Run "populate_indicators()" only for new candle. #process_only_new_candles = True # These values can be overridden in the config. use_exit_signal = True exit_profit_only = True ignore_roi_if_entry_signal = False # Number of candles the strategy requires before producing valid signals startup_candle_count: int = 30 # Strategy parameters # buy_rsi = IntParameter(10, 40, default=30, space="buy") # sell_rsi = IntParameter(60, 90, default=70, space="sell") # 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' #} @property def plot_config(self): return { # Main plot indicators (Moving averages, ...) 'main_plot': { 'tema': {}, 'sar': {'color': 'white'}, }, 'subplots': { # Subplots - each dict defines one additional plot "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: EMA_LENGTH = 200 EMA_SHORT_TERM = 12 EMA_LONG_TERM = 26 dataframe['ema'] = ta.EMA(dataframe['close'], timeperiod=self.EMA_LENGTH) dataframe['ema_{}'.format(self.EMA_SHORT_TERM)] = ta.EMA(dataframe, timeperiod=self.EMA_SHORT_TERM) dataframe['ema_{}'.format(self.EMA_LONG_TERM)] = ta.EMA(dataframe, timeperiod=self.EMA_LONG_TERM) dataframe['min'] = ta.MIN(dataframe, timeperiod=self.EMA_SHORT_TERM) dataframe['max'] = ta.MAX(dataframe, timeperiod=self.EMA_SHORT_TERM) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ (dataframe['close'] < dataframe['ema_{}'.format(self.EMA_SHORT_TERM)]) & (dataframe['close'] == dataframe['min']) , 'enter_long' ] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ (dataframe['close'] > dataframe['ema_{}'.format(self.EMA_SHORT_TERM)]) & (dataframe['close'] >= dataframe['max']) , 'exit_long' ] = 1 return dataframe