# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement # flake8: noqa: F401 # isort: skip_file # --- Do not remove these libs --- import numpy as np # noqa import pandas as pd # noqa from pandas import DataFrame from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalParameter, IStrategy, IntParameter) # -------------------------------- # Add your lib to import here # import talib.abstract as ta import ta # This class is a sample. Feel free to customize it. class CrossEMAStrategy(IStrategy): # Strategy interface version - allow new iterations of the strategy interface. # Check the documentation or the Sample strategy to get the latest version. INTERFACE_VERSION = 2 # Minimal ROI designed for the strategy. # This attribute will be overridden if the config file contains "minimal_roi". minimal_roi = { "0": 100 # inactive } # Optimal stoploss designed for the strategy. # This attribute will be overridden if the config file contains "stoploss". stoploss = -0.99 # inactive # Trailing stoploss trailing_stop = False # trailing_only_offset_is_reached = False # trailing_stop_positive = 0.01 # trailing_stop_positive_offset = 0.0 # Disabled / not configured # Hyperoptable parameters buy_stoch_rsi = DecimalParameter(0.5, 1, decimals=3, default=0.8, space="buy") sell_stoch_rsi = DecimalParameter(0, 0.5, decimals=3, default=0.2, space="sell") # Optimal timeframe for the strategy. timeframe = '1h' # Run "populate_indicators()" only for new candle. process_only_new_candles = False # These values can be overridden in the "ask_strategy" section in the config. use_sell_signal = True sell_profit_only = False ignore_roi_if_buy_signal = False # Number of candles the strategy requires before producing valid signals startup_candle_count: int = 49 # EMA 48 + 1 # Optional order type mapping. order_types = { 'buy': 'limit', 'sell': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': False } # Optional order time in force. order_time_in_force = { 'buy': 'gtc', 'sell': 'gtc' } plot_config = { 'main_plot': { 'ema28': {}, 'ema48': {} }, 'subplots': { "RSI": { 'stoch_rsi': {} } } } def informative_pairs(self): """ Define additional, informative pair/interval combinations to be cached from the exchange. These pair/interval combinations are non-tradeable, unless they are part of the whitelist as well. For more information, please consult the documentation :return: List of tuples in the format (pair, interval) Sample: return [("ETH/USDT", "5m"), ("BTC/USDT", "15m"), ] """ return [] def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ Adds several different TA indicators to the given DataFrame :param dataframe: Dataframe with data from the exchange :param metadata: Additional information, like the currently traded pair :return: a Dataframe with all mandatory indicators for the strategies """ # Momentum Indicators # ------------------------------------ # # Stochastic RSI dataframe['stoch_rsi'] = ta.momentum.stochrsi(dataframe['close']) # Overlap Studies # ------------------------------------ # # EMA - Exponential Moving Average dataframe['ema28']=ta.trend.ema_indicator(dataframe['close'], 28) dataframe['ema48']=ta.trend.ema_indicator(dataframe['close'], 48) return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ Based on TA indicators, populates the buy signal for the given dataframe :param dataframe: DataFrame populated with indicators :param metadata: Additional information, like the currently traded pair :return: DataFrame with buy column """ dataframe.loc[ ( (dataframe['ema28'] > dataframe['ema48']) & (dataframe['stoch_rsi'] < self.buy_stoch_rsi.value) & (dataframe['volume'] > 0) ), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ Based on TA indicators, populates the sell signal for the given dataframe :param dataframe: DataFrame populated with indicators :param metadata: Additional information, like the currently traded pair :return: DataFrame with sell column """ dataframe.loc[ ( (dataframe['ema28'] < dataframe['ema48']) & (dataframe['stoch_rsi'] > self.sell_stoch_rsi.value) & (dataframe['volume'] > 0) ), 'sell'] = 1 return dataframe