# --- Do not remove these libs --- from freqtrade.strategy.interface import IStrategy 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 class Simple(IStrategy): # ROI table: minimal_roi = { "0": 0.13751, "22": 0.02265, "49": 0.01024, "140": 0 } # Stoploss: stoploss = -0.27337 # Trailing stop: trailing_stop = True trailing_stop_positive = 0.10213 trailing_stop_positive_offset = 0.13996 trailing_only_offset_is_reached = True def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # SMA dataframe['sma_short'] = ta.SMA(dataframe, timeperiod=29) dataframe['sma_mid'] = ta.SMA(dataframe, timeperiod=64) dataframe['sma_long'] = ta.SMA(dataframe, timeperiod=1440) dataframe['sma_sell'] = ta.SMA(dataframe, timeperiod=6) # RSI dataframe['rsi'] = ta.RSI(dataframe, timeperiod=60) # required for graphing bollinger = qtpylib.bollinger_bands(dataframe['close'], window=95, stds=2) dataframe['bb_upperband'] = bollinger['upper'] return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( ( (dataframe['sma_short'] > dataframe['sma_mid']) # over signal & (dataframe['sma_mid'] > dataframe['sma_long']) & (dataframe['close'] > dataframe['bb_upperband']) # pointed up & (dataframe['rsi'] > 61) # optional filter, need to investigate ) ), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( ( (dataframe['sma_sell'] < dataframe['sma_long']) # over signal ) ), 'sell'] = 1 return dataframe