# 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 williamr(IStrategy): custom_info = {} INTERFACE_VERSION = 3 timeframe = '1m' can_short: bool = True minimal_roi = { "0": 1 } stoploss = -0.18 trailing_stop= True trailing_stop_positive=0.1 trailing_stop_positive_offset= 0.4 trailing_only_offset_is_reached= True custom_price_max_distance_ratio = 1 process_only_new_candles = True use_exit_signal = True exit_profit_only = False ignore_roi_if_entry_signal = True startup_candle_count: int = 10 # Optional order type mapping. order_types = { 'entry': 'limit', 'exit': 'limit', 'stoploss': 'limit', '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": 15 } ] 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 (100) def leverage(self, pair: str, current_time: 'datetime', current_rate: float, proposed_leverage: float, max_leverage: float, side: str, **kwargs) -> float: return 10 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 [("ETH/USDT:USDT", "5m")] @informative('5m') @informative('15m') @informative('1d') def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe['williamr'] = ta.WILLR(dataframe, timeperiod=10) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # 5m # dataframe.loc[ ( (dataframe['williamr_1d'] <= -90) & (dataframe['williamr_1d'].shift(10) >= -85) & (dataframe['volume'] > 0) # Make sure Volume is not 0 ), ['enter_long', 'enter_tag']] = (1, 'openai_told_me_to_enter') dataframe.loc[ ( (dataframe['williamr_1d'] <= -10) & (dataframe['williamr_1d'].shift(10) >= -25) & (dataframe['volume'] > 0) # Make sure Volume is not 0 ), ['enter_short', 'enter_tag']] = (1, "yodo_knows_better_en") return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['volume'] > 0) # Make sure Volume is not 0 ), ['exit_long', 'exit_tag']] = (0, "open_ai_told_me_to_exit") dataframe.loc[ ( (dataframe['volume'] > 0) # Make sure Volume is not 0 ), ['exit_short', 'exit_tag']] = (0, 'yodo_knows_better_ex') return dataframe