# --- Do not remove these libs --- from freqtrade.strategy import IStrategy from freqtrade.strategy import CategoricalParameter, DecimalParameter, IntParameter from pandas import DataFrame # -------------------------------- from freqtrade.strategy.interface import IStrategy from typing import Dict, List from functools import reduce from pandas import DataFrame import freqtrade.vendor.qtpylib.indicators as qtpylib import talib.abstract as ta class MACDRL(IStrategy): """ """ INTERFACE_VERSION: int = 3 # Can this strategy go short? can_short: bool = True # Minimal ROI designed for the strategy. # This attribute will be overridden if the config file contains "minimal_roi" minimal_roi = { "0": 0.03024, "296": 0.02924, "596": 0.02545, "840": 0.02444, "966": 0.02096, "1258": 0.01709, "1411": 0.01598, "1702": 0.0122, "1893": 0.00732, "2053": 0.00493, "2113": 0 } # Optimal stoploss designed for the strategy # This attribute will be overridden if the config file contains "stoploss" stoploss = -0.04032 # Optimal timeframe for the strategy timeframe = '5m' # Buy hyperspace params: ema200 = IntParameter(15, 300, default=200, space='buy', optimize=True) # Buy hyperspace params: buy_params = { "ema200": 200, } def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: for val in self.ema200.range: dataframe[f'ema200_{val}'] = ta.EMA(dataframe, timeperiod=val) #RSI dataframe['rsi'] = ta.RSI(dataframe) # MACD macd = ta.MACD(dataframe) dataframe['macd'] = macd['macd'] dataframe['macdsignal'] = macd['macdsignal'] dataframe['macdhist'] = macd['macdhist'] return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ """ dataframe.loc[ ( (dataframe['rsi'].rolling(8).min() < 41) & (dataframe['close'] > dataframe[f'ema200_{self.ema200.value}']) & (qtpylib.crossed_above(dataframe['macd'], dataframe['macdsignal'])) ), 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ """ dataframe.loc[ ( (dataframe['rsi'].rolling(8).max() > 93) & (dataframe['macd'] > 0) & (qtpylib.crossed_below(dataframe['macd'], dataframe['macdsignal'])) ), 'exit_long'] = 1 return dataframe