# 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 # noqa from datetime import datetime # noqa from typing import Optional, Union # noqa from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalParameter, IStrategy, IntParameter) # -------------------------------- # Add your lib to import here import talib.abstract as ta import pandas_ta as pta import freqtrade.vendor.qtpylib.indicators as qtpylib from freqtrade.persistence import Trade import os class TurtleTrader_35x(IStrategy): ######################################################################## ## Achieves 156x profit from 1/1/18-1/31/23 with ETH/USDT ######################################################################## # 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 = '5m' # Can this strategy go short? can_short: bool = True #can_short: bool = False # Minimal ROI designed for the strategy. # This attribute will be overridden if the config file contains "minimal_roi". # Disabled by setting a very high value 1000,00% minimal_roi = { "0": 1000 } # Optimal stoploss designed for the strategy. # This attribute will be overridden if the config file contains "stoploss". stoploss = -0.02 # Trailing stoploss trailing_stop = False # 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 = 30 # Strategy parameters buy_rsi = IntParameter(10, 40, default=30, space="buy") sell_rsi = IntParameter(60, 90, default=70, space="sell") # Optional order type mapping. 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' } use_exit_signal = True #use_custom_stoploss = True @property def plot_config(self): return { # Main plot indicators (Moving averages, ...) 'main_plot': { 'tema': {}, 'sar': {'color': 'white'}, }, 'subplots': { # Subplots - each dict defines one additional plot "MACD": { 'macd': {'color': 'blue'}, 'macdsignal': {'color': 'orange'}, }, "RSI": { 'rsi': {'color': 'red'}, } } } def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: mult = 288 S1_big = 6 * mult S1_small = 3 * mult ## Breakouts ### Long dataframe["S1_big_high"] = dataframe.close.rolling(S1_big).max() dataframe["S1_small_low"] = dataframe.close.rolling(S1_small).min() dataframe.loc[(dataframe['S1_big_high'] == dataframe['close']),'S1_big_high_this'] = 1 dataframe.loc[(dataframe['S1_small_low'] == dataframe['close']),'S1_small_low_this'] = 1 ### Short dataframe["S1_big_low"] = dataframe.close.rolling(S1_big).min() dataframe["S1_small_high"] = dataframe.close.rolling(S1_small).max() dataframe.loc[(dataframe['S1_big_low'] == dataframe['close']),'S1_big_low_this'] = 1 dataframe.loc[(dataframe['S1_small_high'] == dataframe['close']),'S1_small_high_this'] = 1 return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( dataframe['S1_big_high_this'] == 1 ), 'enter_long'] = 1 dataframe.loc[ ( dataframe['S1_big_high_this'] != 1 ), 'enter_long'] = 0 dataframe.loc[ ( dataframe['S1_big_low_this'] == 1 ), 'enter_short'] = 1 dataframe.loc[ ( dataframe['S1_big_low_this'] != 1 ), 'enter_short'] = 0 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( dataframe['S1_small_low_this'] == 1 ), 'exit_long'] = 1 dataframe.loc[ ( dataframe['S1_small_low_this'] != 1), 'exit_long'] = 0 dataframe.loc[ ( dataframe['S1_small_high_this'] == 1 ), 'exit_short'] = 1 dataframe.loc[ ( dataframe['S1_small_high_this'] != 1 ), 'exit_short'] = 0 return dataframe