# --- Do not remove these libs --- from freqtrade.strategy import IStrategy, merge_informative_pair 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 import Trailing_Gain_Util class Trailing_Gain_Profit(IStrategy): """ How to use it? > python3 freqtrade -s Trailing_Gain_Profit """ # 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 # Optional order type mapping order_types = { 'buy': 'limit', 'sell': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': 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 False 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. """ pair_tg=new Trailing_Gain_Util(pair); pair_tg.adjust_gain_profit(get_current_price()) dataframe['ema20'] = ta.EMA(dataframe, timeperiod=20) dataframe['ema50'] = ta.EMA(dataframe, timeperiod=50) dataframe['ema100'] = ta.EMA(dataframe, timeperiod=100) if self.dp: # Get ohlcv data for informative pair at 15m interval. inf_tf = '15m' informative = self.dp.get_pair_dataframe(pair=f"BTC/USDT", timeframe=inf_tf) # calculate SMA20 on informative pair informative['sma20'] = informative['close'].rolling(20).mean() # Combine the 2 dataframe # This will result in a column named 'closeETH' or 'closeBTC' - depending on stake_currency. dataframe = merge_informative_pair(dataframe, informative, self.timeframe, inf_tf, ffill=True) return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ Based on TA indicators, populates the buy signal for the given dataframe :param dataframe: DataFrame :return: DataFrame with buy column """ dataframe.loc[ ( pair_tg.get_buy_flag() ), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ Based on TA indicators, populates the sell signal for the given dataframe :param dataframe: DataFrame :return: DataFrame with buy column """ dataframe.loc[ ( (dataframe['ema20'] < dataframe['ema50']) & # stake/USDT below sma(stake/USDT, 20) (dataframe['close_15m'] < dataframe['sma20_15m']) ), 'sell'] = 1 return dataframe