# 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 freqtrade.vendor.qtpylib.indicators as qtpylib # This class is a sample. Feel free to customize it. class emaCrossStrategy(IStrategy): """ This is a sample strategy to inspire you. More information in https://www.freqtrade.io/en/latest/strategy-customization/ You can: :return: a Dataframe with all mandatory indicators for the strategies - Rename the class name (Do not forget to update class_name) - Add any methods you want to build your strategy - Add any lib you need to build your strategy You must keep: - the lib in the section "Do not remove these libs" - the methods: populate_indicators, populate_entry_trend, populate_exit_trend You should keep: - timeframe, minimal_roi, stoploss, trailing_* """ # 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 # Can this strategy go short? can_short: bool = False # Minimal ROI designed for the strategy. # This attribute will be overridden if the config file contains "minimal_roi". minimal_roi = { "0": 0.208, "90": 0.154, "251": 0.061, "606": 0 } # Optimal stoploss designed for the strategy. # This attribute will be overridden if the config file contains "stoploss". stoploss = -0.037 # Trailing stoploss trailing_stop = False trailing_stop_positive = None trailing_stop_positive_offset = 0.0 trailing_only_offset_is_reached = False # Optimal timeframe for the strategy. timeframe = '5m' # Run "populate_indicators()" only for new candle. process_only_new_candles = False # These values can be overridden in the config. use_exit_signal = True exit_profit_only = False ignore_roi_if_entry_signal = False # Hyperoptable parameters buy_rsi = IntParameter(low=1, high=50, default=30, space='buy', optimize=True, load=True) sell_rsi = IntParameter(low=50, high=100, default=70, space='sell', optimize=True, load=True) short_rsi = IntParameter(low=51, high=100, default=70, space='sell', optimize=True, load=True) exit_short_rsi = IntParameter(low=1, high=50, default=30, space='buy', optimize=True, load=True) # Number of candles the strategy requires before producing valid signals startup_candle_count: int = 30 # 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' } plot_config = { 'main_plot': { 'tema': {}, 'sar': {'color': 'white'}, }, 'subplots': { "MACD": { 'macd': {'color': 'blue'}, 'macdsignal': {'color': 'orange'}, }, "RSI": { 'rsi': {'color': 'red'}, } } } 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: # RSI dataframe['rsi'] = ta.RSI(dataframe) # Bollinger Bands bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2) dataframe['bb_lowerband'] = bollinger['lower'] dataframe['bb_middleband'] = bollinger['mid'] dataframe['bb_upperband'] = bollinger['upper'] # # EMA - Exponential Moving Average dataframe['ema5'] = ta.EMA(dataframe, timeperiod=5) dataframe['ema21'] = ta.EMA(dataframe, timeperiod=21) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( ((dataframe['rsi'] > 29) & # When the RSI goes above 29, then there is less risk for the buy condition (dataframe['close'] < dataframe['bb_lowerband'])) | # When the close of the candle is less than that of the lower Bollinger Band, then this is seen as a bargain as the currency pair is oversold ((dataframe['ema5'] > dataframe['ema21']) & # When the EMA5 crosses above the EMA21, this is called a "Golden Cross" and is a bullish indicator (dataframe['ema5'].shift(1) <= dataframe['ema21'])) # Because the EMA21 was previously greater than or equal to the EMA5 of the previous candle (previous candle is denoted by .shift(1)) ), 'buy'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( ((dataframe['rsi'] > 71) & # When the RSI goes above 71, then the currency pair is overbought and it is a good time to sell (dataframe['close'] > dataframe['bb_middleband'])) | # When the close of the candle is greater than that of the middle Bollinger Band, then the price is up so sell ((dataframe['ema5'] < dataframe['ema21']) & # When the EMA21 crosses above the EMA5, this is called a "Death Cross" and is a bearish indicator (dataframe['ema5'].shift(1) > dataframe['ema21'])) # Since the EMA5 was previously greater than or equal to the EMA21 of the previous candle ), 'sell'] = 1 return dataframe