# 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 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 class shortglob(IStrategy): INTERFACE_VERSION = 3 timeframe = '1m' informative_timeframe = '1h' can_short: bool = True minimal_roi = { "0": 0 } stoploss = -1 # Trailing stoploss trailing_stop= False trailing_stop_positive=0.01 trailing_stop_positive_offset= 0.012 trailing_only_offset_is_reached= False # Run "populate_indicators()" only for new candle. process_only_new_candles = True use_exit_signal = True exit_profit_only = False ignore_roi_if_entry_signal = False startup_candle_count: int = 50 order_types = { 'entry': 'limit', 'exit': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': False } order_time_in_force = { 'entry': 'gtc', 'exit': 'gtc' } @property def plot_config(self): return { # Main plot indicators (Moving averages, ...) 'main_plot': { "MACD": { 'fastd': {'color': 'blue'}, 'fastk': {'color': 'orange'}, }, "RSI": { 'rsi': {'color': 'red'}, }, "Pivot": { 'pivot': {'color': 'black'}, }, 'SMA': { 'sma15': {'color': 'white'}, 'sma50': {'color': 'yellow'}, }, }, 'subplots': { } } @property def protections(self): return [ { "method": "CooldownPeriod", "stop_duration_candles": 60 } ] def leverage(self, pair: str, current_time: 'datetime', current_rate: float, proposed_leverage: float, max_leverage: float, side: str, **kwargs) -> float: return 20.0 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 self.wallets.get_total_stake_amount() / 10 def informative_pairs(self): pairs = self.dp.current_whitelist() informative_pairs = [(pair, self.informative_timeframe) for pair in pairs] return informative_pairs @informative('1h') def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: pp = pivots_points(dataframe) dataframe['pivot'] = pp["r1"] dataframe['doji_short'] = ta.CDLEVENINGDOJISTAR(dataframe) dataframe['doji_long'] = ta.CDLMORNINGSTAR(dataframe) # Stochastic Fast stoch_fast = ta.STOCHF(dataframe) dataframe['fastd'] = stoch_fast['fastd'] dataframe['fastk'] = stoch_fast['fastk'] # # SMA - Simple Moving Average dataframe['sma15'] = ta.SMA(dataframe, timeperiod=15) dataframe['sma50'] = ta.SMA(dataframe, timeperiod=50) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( # LONG (dataframe["fastk_1h"] > 80) & (dataframe["fastd_1h"] > 80) & (qtpylib.crossed_below(dataframe['fastk_1h'], dataframe['fastd_1h'])) & (dataframe['close'] > dataframe['sma15_1h']) & # MA above close (dataframe['close'] > dataframe['sma50_1h']) & (dataframe['volume'] > 0) # Make sure Volume is not 0 ), 'enter_long'] = 0 dataframe.loc[ ( # SHORT # GUARDS (dataframe["fastk_1h"] < 20) & (dataframe["fastd_1h"] < 20) & (dataframe['close'] < dataframe['sma15_1h']) & (dataframe['close'] < dataframe['sma50_1h']) & # KICK (qtpylib.crossed_below(dataframe['fastk_1h'], dataframe['fastd_1h'])) & (dataframe['volume'] > 0) # Make sure Volume is not 0 ), 'enter_short'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ Based on TA indicators, populates the exit signal for the given dataframe :param dataframe: DataFrame :param metadata: Additional information, like the currently traded pair :return: DataFrame with exit columns populated """ dataframe.loc[ ( (qtpylib.crossed_above(dataframe['fastk_1h'], dataframe['fastd_1h'])) ), 'exit_short'] = 1 return dataframe