# --- Do not remove these libs --- from freqtrade.strategy.interface import IStrategy from pandas import DataFrame # Add your lib to import here import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib import pandas_ta as pta import numpy as np # noqa import pandas as pd # noqa # These libs are for hyperopt from functools import reduce from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalParameter,IStrategy, IntParameter) class keltnerhopt(IStrategy): timeframe = "1d" # Both stoploss and roi are set to 100 to prevent them to give a sell signal. stoploss = -100 minimal_roi = {"0": 100} # Hyperopt spaces window_range = IntParameter(13, 56, default=16, space="buy") atrs_range = IntParameter(1, 8, default=1, space="buy") rsi_buy_hline = IntParameter(30, 70, default=61, space="buy") def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # Keltner Channel for windows in self.window_range.range: for atrss in self.atrs_range.range: dataframe[f"kc_upperband_{windows}_{atrss}"] = qtpylib.keltner_channel(dataframe, window=windows, atrs=atrss)["upper"] dataframe[f"kc_middleband_{windows}_{atrss}"] = qtpylib.keltner_channel(dataframe, window=windows, atrs=atrss)["mid"] # Rsi dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14) # Print stuff for debugging dataframe # print(metadata) # print(dataframe.tail(20) return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: conditions = [] conditions.append( (qtpylib.crossed_above(dataframe['close'], dataframe[f"kc_upperband_{self.window_range.value}_{self.atrs_range.value}"])) & (dataframe['rsi'] > self.rsi_buy_hline.value ) ) if conditions: dataframe.loc[ reduce(lambda x, y: x & y, conditions), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: conditions = [] conditions.append( (qtpylib.crossed_below(dataframe['close'], dataframe[f"kc_middleband_{self.window_range.value}_{self.atrs_range.value}"])) ) if conditions: dataframe.loc[ reduce(lambda x, y: x & y, conditions), 'sell'] = 1 return dataframe