# --- Do not remove these libs --- from freqtrade.strategy import IStrategy, IntParameter from typing import Dict, List from functools import reduce from pandas import DataFrame # -------------------------------- import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib import pandas_ta as pta class Scalping001(IStrategy): INTERFACE_VERSION = 3 can_short: bool = False stoploss = -0.05 # 5% MAX HIT minimal_roi = { "60": 0.01, "30": 0.02, "0": 0.04 } process_only_new_candles = True use_exit_signal = True exit_profit_only = False ignore_roi_if_entry_signal = False startup_candle_count: int = 25 order_types = { 'entry': 'limit', 'exit': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': False } # Optional order time in force. order_time_in_force = { 'entry': 'gtc', 'exit': 'gtc' } # timeframe = '1m' buy_long_rsi = IntParameter(low=50, high=80, default=50, space='buy', optimize=True, load=True) sell_long_rsi = IntParameter(low=1, high=40, default=30, space='sell', optimize=True, load=True) plot_config = { 'main_plot': { # 'tema': {}, # 'sar': {'color': 'white'}, 'vwma20': {'color': 'orange'}, 'sma15': {'color': 'brown'}, 'sma5': {'color': 'yellow'}, 'rsi14': {'color': 'red'} }, 'subplots': { # "MACD": { # 'macd': {'color': 'blue'}, # }, } } def informative_pairs(self): return [] def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe['rsi14'] = ta.RSI(dataframe, timeperiod=14) # dataframe['macd'] = dataframe.ta.macd() dataframe['sma15'] = ta.SMA(dataframe, timeperiod=15) dataframe['sma5'] = ta.SMA(dataframe, timeperiod=5) dataframe['vwma20'] = dataframe.ta.vwma(length=20) return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[( # (qtpylib.crossed_above(dataframe['sma5'], dataframe['sma15'])) & # (dataframe['macd'] > 0 ) & (qtpylib.crossed_above(dataframe['vwma20'], dataframe['sma5'])) & (dataframe['rsi14'] > 60) # (qtpylib.crossed_above(dataframe['rsi14'], self.buy_long_rsi.value)) ), 'enter_long'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[( # (qtpylib.crossed_below(dataframe['sma5'], dataframe['sma15'])) & # (dataframe['macd'] < 0 ) & (qtpylib.crossed_below(dataframe['vwma20'], dataframe['sma5'])) & ((dataframe['rsi14'] < 60)) # (qtpylib.crossed_below(dataframe['rsi14'], self.sell_long_rsi.value)) ), 'exit_long'] = 1 return dataframe