# --- Do not remove these libs --- import numpy as np # noqa import pandas as pd # noqa from functools import reduce 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 freqtrade.vendor.qtpylib.indicators as qtpylib # --- Generic strategy settings --- class RSIStrategy(IStrategy): INTERFACE_VERSION = 2 # Determine timeframe and # of candles before strategysignals becomes valid timeframe = '4h' startup_candle_count: int = 25 # Determine roi take profit and stop loss points minimal_roi = { "60": 0.01, "30": 0.03, "20": 0.04, "0": 0.05 } stoploss = -0.10 trailing_stop = False use_sell_signal = True sell_profit_only = False sell_profit_offset = 0.0 ignore_roi_if_buy_signal = False # --- Define spaces for the indicators --- buy_rsi = IntParameter(25, 35, default=30, space="buy") sell_rsi = IntParameter(60, 80, default=70, space="sell") rsi_period = IntParameter(7, 21, default=14, space="sell") # --- Used indicators of strategy code ---- def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe['RSI'] = ta.RSI(dataframe, timeperiod=self.rsi_period.value) return dataframe # --- Buy settings --- def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: conditions = [] conditions.append((dataframe['RSI'] < self.buy_rsi.value )) if conditions: dataframe.loc[ reduce(lambda x, y: x & y, conditions), 'buy'] = 1 return dataframe # --- Sell settings --- def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: conditions = [] conditions.append((dataframe['RSI'] > self.sell_rsi.value )) if conditions: dataframe.loc[ reduce(lambda x, y: x & y, conditions), 'sell'] = 1 return dataframe