# --- Do not remove these libs --- from freqtrade.strategy.interface import IStrategy from pandas import DataFrame # -------------------------------- # Add your lib to import here import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib import numpy # noqa # This class is a sample. Feel free to customize it. class RSI_STOCHRSI_MACD_EMA(IStrategy): __test__ = False # pytest expects to find tests here because of the name """ You can: :return: a Dataframe with all mandatory indicators for the strategies - Rename the class name (Do not forget to update class_name) - Add any methods you want to build your strategy - Add any lib you need to build your strategy You must keep: - the lib in the section "Do not remove these libs" - the prototype for the methods: minimal_roi, stoploss, populate_indicators, populate_buy_trend, populate_sell_trend, hyperopt_space, buy_strategy_generator """ # Minimal ROI designed for the strategy. # This attribute will be overridden if the config file contains "minimal_roi" minimal_roi = { "0": 0.16349, "142": 0.11755, "695": 0.07303, "1380": 0 } # Optimal stoploss designed for the strategy # This attribute will be overridden if the config file contains "stoploss" stoploss = -0.32839 # trailing stoploss trailing_only_offset_is_reached = False trailing_stop = True trailing_stop_positive = 0.01523 trailing_stop_positive_offset = 0.0924 # Optimal ticker interval for the strategy ticker_interval = '1h' # run "populate_indicators" only for new candle ta_on_candle = False # 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' } 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. :param dataframe: Raw data from the exchange and parsed by parse_ticker_dataframe() :param metadata: Additional information, like the currently traded pair :return: a Dataframe with all mandatory indicators for the strategies """ # 1. MACD macd = ta.MACD(dataframe) dataframe['macd'] = macd['macd'] dataframe['macdsignal'] = macd['macdsignal'] dataframe['macdhist'] = macd['macdhist'] # 2. RSI dataframe['rsi'] = ta.RSI(dataframe) # 3. Stoch RSI stoch_rsi = ta.STOCHRSI(dataframe) dataframe['fastd_rsi'] = stoch_rsi['fastd'] #dataframe['fastk_rsi'] = stoch_rsi['fastk'] # 4. EMA - Exponential Moving Average dataframe['ema10'] = ta.EMA(dataframe, timeperiod=10) 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 populated with indicators :param metadata: Additional information, like the currently traded pair :return: DataFrame with buy column """ dataframe.loc[ ( (dataframe['macd'] > dataframe['macdsignal']) ), '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 populated with indicators :param metadata: Additional information, like the currently traded pair :return: DataFrame with buy column """ dataframe.loc[ ( (dataframe['macd'] < dataframe['macdsignal']) & (dataframe['rsi'] > 56) ), 'sell'] = 1 return dataframe