import numpy as np # noqa import pandas as pd # noqa 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 pandas_ta as pta import freqtrade.vendor.qtpylib.indicators as qtpylib import pandas_ta as pd_ta class SuperTrend(IStrategy): INTERFACE_VERSION = 2 # Optimal timeframe for the strategy. timeframe = '5m' # Minimal ROI designed for the strategy. # This attribute will be overridden if the config file contains "minimal_roi". minimal_roi = { "40": 0.0 } # 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 = False # These values can be overridden in the "ask_strategy" section in the config. use_sell_signal = True sell_profit_only = False ignore_roi_if_buy_signal = False # Number of candles the strategy requires before producing valid signals startup_candle_count: int = 30 # Optional order type mapping. order_types = { 'buy': 'limit', 'sell': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': False } # Optional order time in force. order_time_in_force = { 'buy': 'gtc', 'sell': 'gtc' } plot_config = { 'main_plot': { 'ST_long': {'color': 'green'}, 'ST_short': {'color': 'red' } } } @property def plot_config(self): return { # Main plot indicators (Moving averages, ...) 'main_plot': { 'bb_upperband': {'color': 'grey'}, 'bb_middleband': {'color': 'red'}, 'bb_lowerband': {'color': 'grey'}, }, 'subplots': { # Subplots - each dict defines one additional plot "RSI": { 'rsi': {'color': 'blue'}, 'overbought': {'color': 'red'}, } } } def informative_pairs(self): return [] def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: periodo = 7 atr_multiplicador = 3.0 dataframe['ST_long'] = pd_ta.supertrend(dataframe['high'], dataframe['low'], dataframe['close'],length=periodo, multiplier=atr_multiplicador)[f'SUPERTl_{periodo}_{atr_multiplicador}'] dataframe['ST_short'] = pd_ta.supertrend(dataframe['high'], dataframe['low'], dataframe['close'],length=periodo, multiplier=atr_multiplicador)[f'SUPERTs_{periodo}_{atr_multiplicador}'] return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['ST_long'] < dataframe['close']) & (dataframe['volume'] > 0) # Make sure Volume is not 0 ), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['ST_long'] > dataframe['close']) & (dataframe['volume'] > 0) # Make sure Volume is not 0 ), 'sell'] = 1 return dataframe