# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement import talib.abstract as ta from pandas import DataFrame import freqtrade.vendor.qtpylib.indicators as qtpylib from freqtrade.strategy.interface import IStrategy class EMABBRSI(IStrategy): """ Default Strategy provided by freqtrade bot. You can override it with your own strategy """ # Minimal ROI designed for the strategy minimal_roi = { "0": 0.14142349227153977, "25": 0.04585271106137356, "41": 0.020732379189664467, "67": 0 } # Optimal stoploss designed for the strategy stoploss = -0.20 # Optimal ticker interval for the strategy timeframe = '1h' # Optional order type mapping order_types = { 'buy': 'limit', 'sell': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False } # Optional time in force for orders 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 """ # Ideas for MA crosse over strategies # 5 and 10 crossover # buys at 200 EMA re-testing or 100EMA # when 7 closes above 25 or sell when 7 crosses below 25 dataframe['ema7'] = ta.EMA(dataframe, timeperiod=7) dataframe['ema25'] = ta.EMA(dataframe, timeperiod=25) dataframe['ema50']=ta.EMA(dataframe, timeperiod=50) dataframe['ema200']=ta.EMA(dataframe, timeperiod=200) # RSI dataframe['rsi'] = ta.RSI(dataframe) # Bollinger bands bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2) dataframe['bb_lowerband'] = bollinger['lower'] dataframe['bb_middleband'] = bollinger['mid'] dataframe['bb_upperband'] = bollinger['upper'] bollinger3 = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=3) dataframe['bb_lowerband3'] = bollinger3['lower'] dataframe['bb_middleband3'] = bollinger3['mid'] dataframe['bb_upperband3'] = bollinger3['upper'] 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 :param metadata: Additional information, like the currently traded pair :return: DataFrame with buy column """ dataframe.loc[ ( (dataframe['rsi'] > 33) & # (dataframe['close'] < dataframe['bb_lowerband3']) # (dataframe['close'] < dataframe['bb_lowerband3']) qtpylib.crossed_above(dataframe['close'], dataframe['bb_lowerband3']) ) | ( (dataframe['close'].shift(1) > dataframe['ema200']) & (dataframe['low'] < dataframe['ema200']) & (dataframe['close'] > dataframe['ema200']) ) | ( qtpylib.crossed_above(dataframe['ema50'], dataframe['ema200']) ) , '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 :param metadata: Additional information, like the currently traded pair :return: DataFrame with buy column """ dataframe.loc[ ( (dataframe['close'] > dataframe['bb_lowerband']) & (dataframe['rsi'] > 91) ) | ( qtpylib.crossed_below(dataframe['ema50'], dataframe['ema200']) ) , 'sell'] = 1 return dataframe