# --- Do not remove these libs --- from freqtrade.strategy.interface import IStrategy from pandas import DataFrame import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib # -------------------------------- class BbandRsi(IStrategy): """ author@: Gert Wohlgemuth converted from: https://github.com/sthewissen/Mynt/blob/master/src/Mynt.Core/Strategies/BbandRsi.cs """ # Minimal ROI designed for the strategy. # adjust based on market conditions. We would recommend to keep it low for quick turn arounds # This attribute will be overridden if the config file contains "minimal_roi" minimal_roi = { "0": 0.16352377174408003, "17": 0.033709306530159605, "55": 0.013958551347755182, "138": 0 } # Optimal stoploss designed for the strategy stoploss = -0.426344266835836 # Optimal timeframe for the strategy timeframe = '1h' def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14) # Bollinger bands bollinger1 = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=1) dataframe['bb_lowerband1'] = bollinger1['lower'] dataframe['bb_middleband1'] = bollinger1['mid'] dataframe['bb_upperband1'] = bollinger1['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: dataframe.loc[ ( (dataframe['rsi'] < 28) & (dataframe["close"] < dataframe['bb_lowerband3']) ), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['rsi'] > 92) & (dataframe["close"] > dataframe['bb_lowerband1']) ), 'sell'] = 1 return dataframe