# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement # flake8: noqa: F401 # --- Do not remove these libs --- import numpy as np # noqa import pandas as pd # noqa from pandas import DataFrame from datetime import datetime, timedelta, timezone from freqtrade.exchange import timeframe_to_minutes from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalParameter, IStrategy, IntParameter, merge_informative_pair, informative) from technical.util import resample_to_interval, resampled_merge from freqtrade.persistence import Trade from freqtrade.optimize.space import Categorical, Dimension, Integer, SKDecimal, Real # noqa # -------------------------------- # Add your lib to import here import talib.abstract as ta import pandas_ta as pta import freqtrade.vendor.qtpylib.indicators as qtpylib from technical.pivots_points import pivots_points from typing import Any, Dict, List, Optional # 13% APR 1 year backtest class gpt_reversal(IStrategy): custom_info = {} """ This is a strategy template to get you started. More information in https://www.freqtrade.io/en/latest/strategy-customization/ 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 methods: populate_indicators, populate_entry_trend, populate_exit_trend You should keep: - timeframe, minimal_roi, stoploss, trailing_* """ # Strategy interface version - allow new iterations of the strategy interface. # Check the documentation or the Sample strategy to get the latest version. INTERFACE_VERSION = 3 # Optimal timeframe for the strategy. timeframe = '1m' # Can this strategy go short? can_short: bool = False # Minimal ROI designed for the strategy. # This attribute will be overridden if the config file contains "minimal_roi". minimal_roi = { "0": 1 } # Optimal stoploss designed for the strategy. # This attribute will be overridden if the config file contains "stoploss". stoploss = -0.04 # Trailing stoploss trailing_stop= True trailing_stop_positive=0.02 trailing_stop_positive_offset= 0.04 trailing_only_offset_is_reached= True custom_price_max_distance_ratio = 1 # Run "populate_indicators()" only for new candle. process_only_new_candles = True # These values can be overridden in the config. use_exit_signal = True exit_profit_only = False ignore_roi_if_entry_signal = False # Number of candles the strategy requires before producing valid signals startup_candle_count: int = 50 # Optional order type mapping. order_types = { 'entry': 'market', 'exit': 'market', 'stoploss': 'market', 'stoploss_on_exchange': False } # Optional order time in force. order_time_in_force = { 'entry': 'gtc', 'exit': 'gtc' } @property def plot_config(self): return { # Main plot indicators (Moving averages, ...) 'main_plot': { }, 'subplots': { "MACD": { 'macdh': {'color': 'blue'}, 'macdd': {'color': 'cyan'}, 'macdf': {'color': 'purple'}, }, "CCI": { 'cci': {'color': 'red'}, }, } } @property def protections(self): return [ { "method": "CooldownPeriod", "stop_duration_candles": 5 } ] def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float, proposed_stake: float, min_stake: float, max_stake: float, entry_tag: str, **kwargs) -> float: return (450) 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 [] @informative('15m') def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe['rsi'] = ta.RSI(dataframe) dataframe['adx'] = ta.ADX(dataframe) # Can't assign multiple variables & use @informative handle - fuck optimization macd, macdsignal, macdhist = ta.MACD(dataframe['close'], fastperiod=12, slowperiod=26, signalperiod=9) dataframe['macdf'] = macd dataframe['macdd'] = macdsignal dataframe['macdh'] = macdhist return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # GPT # dataframe.loc[ ( (dataframe['rsi_15m'] < 30) & (dataframe['adx_15m'] > 20) & (dataframe['macdh_15m'] > 0) & (dataframe['volume'] > 0) # Make sure Volume is not 0 ), ['enter_long', 'enter_tag']] = (1, 'openai_told_me_to_enter') return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['rsi_15m'] > 70) & (dataframe['adx_15m'] > 20) & (dataframe['macdh_15m'] < 0) & (dataframe['volume'] > 0) # Make sure Volume is not 0 ), ['exit_long', 'exit_tag']] = (1, "open_ai_told_me_to_exit") return dataframe